Paolo, I can confirm your findings. In general I have therefore scaled back on
using it (recoded it), and in those instances I continue to use it I make sure
I use a "close to" 24 hr security (i.e. Euro) to limit the nr of holes.
PS
--- In amibroker@yahoogroups.com, "Paolo" wrote:
>
> Just wond
Please ignore this e-mail which I'd sent before message # 149701.
PS
--- In amibroker@yahoogroups.com, "vlanschot" wrote:
>
> An update: I have sent Tomasz a new binary (DLL) which he will upload to the
> usual place on the AB-site, hopefully soon. This version shoul
/upgrades to
the RMath plug-in, but this is an exception due to the significant changes
(e.g. date and string formats) within AB.
Hope this helps.
PS
--- In amibroker@yahoogroups.com, "vlanschot" wrote:
>
> Ooops. Something is indeed wrong: AB crashes on this code. Will get bac
nature of AB's upgrade (e.g. date and string formats) we made an exception.
Best,
PS
--- In amibroker@yahoogroups.com, "vlanschot" wrote:
>
> Ooops. Something is indeed wrong: AB crashes on this code. Will get back to
> you asap (hopefully, but not necessarily, with
on your computer.
>
> RMathProcedure("RandomVar=Abcde");
> bb=RMathGetValue("RandomVar");
> printf("\nRMath alpha Return Value: " + bb); //garbage instead ofAbcde
>
> Thanks in advance
> Con
>
>
> --- In amibroker@yahoogroups.com, "vlansch
I have the following installed:
RAndFriends - RAndFriendsSetup2090V3.0-14-2.exe
AB 5.30.1
For what I am doing both existing code and new code (I coded some graphing
functionality only last week, for example), this works fine. However, there may
be instances, considering the scale of what's av
Hi Progster,
Appreciate your initiative, so let me give you some help to get you going
(further).
1) Remember that R has multiple ways of handling data, including multiple
arrays in matrix format. This is what the SMA function actually did. Using the
RMathDebugOn(), you can see that the MyMA-s
Progster,
Sorry to hear about these issues. I personally haven't upgraded R (2.9) nor the
DCOM server (2.50) since 2009 (all works fine for me).
As I stated in the introductory docs, we can't support the plug-in actively but
may decide later to upgrade it to work with the latest versions of the
James,
I had a similar "cmae" crash (although it may have had a different cause). One
of the things I changed is that I made sure the optimizer could not somehow be
activated outside of an optimization run, i.e. I used my code also to
plot/explore/etc. So I use the following code which, in my c
gt;
> From: amibroker@yahoogroups.com [mailto:amibro...@yahoogroups.com] On Behalf
> Of vlanschot
> Sent: Thursday, January 21, 2010 12:12 AM
> To: amibroker@yahoogroups.com
> Subject: [amibroker] Re: Occasionally Parameters reset to defaults
>
>
>
>
>
> Ye
Yes, this has recently also become a problem for me. Support informed me that
there could be various causes (i.e. corrupt [broker] file, inability to
write/update to file). One of the suggested solutions: to install AB on a
different (than C) drive. Because I can't do this in my particular set-u
Indeed, as it is for all non-native AFL stats & math functions.
In this case, the R-function is called t.test.
See http://finance.groups.yahoo.com/group/amibroker/message/129240
PS
--- In amibroker@yahoogroups.com, James wrote:
>
> I am late to this thread and have not used it (meaning I shoul
Below is some old code of mine. May get you going though.
PS
#include_once
Maand = Month();
JanRet = ValueWhen(Maand == 1 AND Ref(Maand,1)==2,ROC(C,MonthPer));
FebRet = ValueWhen(Maand == 2 AND Ref(Maand,1)==3,ROC(C,MonthPer));
MarRet = ValueWhen(Maand == 3 AND Ref(Maand,1)==4,ROC(C,MonthPe
Excellent initiative Bruce, Howard & Bill. Am sure it will become a popular
campus for all AB users.
PS (Just-registered-student)
--- In amibroker@yahoogroups.com, "Bruce" wrote:
>
> OK, all, it is time to go public with something that Howard Bandy, Bill
> Barack, and I have been working on for
sho" wrote:
>
> You get Long(6) when your sell statement evaluates to 6 ie sell = 6
> check your sell statements.
>
> --- In amibroker@yahoogroups.com, "vlanschot" wrote:
> >
> > Hi,
> >
> > I seem to have a recurring problem in my optimizat
Hi,
I seem to have a recurring problem in my optimization/backtest, whereby at some
point the trade enters and exits on the same day and returns "Long(6)", with an
exit price listed as decimals:
Trade DatePrice Ex.Date Ex.Price
Long(6) 26/08/2009 1181.75 26/08/2009
Same here. FWIW, my take on this: the crucial difference is in terms of what
expandFirst does in a chart vs a backtest. In general, if you use it in a
backtest, it will "look into the future" and thus make any results useless. In
a chart, for some of us, this is what you actually prefer, because
Julien,
Many ways to create/reproduce this in AB. First have alook in the manual, in
particular the rotational trading sections, e.g. search for
EnableRotationalTrading. This is AB's native approach.
Second, if you need more flexibility, via the RMath plug-in you can fill your
own (array)matri
version of the RMath DCOM, i.e. older versions of R
often do not work with the later versions of RMath DCOM, and vice versa.
Details can be found in the manual under section 1. R-Math installation.
PS
--- In amibroker@yahoogroups.com, "vlanschot" wrote:
>
> Thanks for this JH
Hi,
Does anybody know how to list a metric, calculted via AddCustomMetric, for the
currently remaining open positions? I can't seem to get any metric listed
beyond closed trades, even if I use something like:
if (trade.IsOpen) . . .
Any help much appreciated.
Thx,
PS
Yes.
1) make sure the ODBC plug-in is working with your SQL/dBase set-up. We've had
to adjust the original plug-in somewhat to achieve this, for example.
2) In the example below, I have a list of column-heading strings, some refer to
data contained in a table (view) with historic trailing fundam
I just uploaded a summary pdf of the feb2008 LT Momentum study by LSE's Dimson,
Marsh and Staunton in their yearbook 2008. This is fairly robust academic
stuff. For all clarity their "momentum" is cross-sectional, i.e. buy the top X,
short the bottom X, the usual interpretation for academics.
P
Thanks for this JH. I have not yet upgraded myself to R's 2.9 yet, so wasn't
aware of any issues. We will evaluate all new releases and then decide whether
we need to actually upgrade the RMath plug-in.
PS
--- In amibroker@yahoogroups.com, "jeffro861" wrote:
>
> It's taken a few hours before I
Try this: http://r-forge.r-project.org/projects/rmetrics/
then choose tab @ upper right, called R-Packages.
--- In amibroker@yahoogroups.com, "ang_60" wrote:
>
> --- In amibroker@yahoogroups.com, "vlanschot" wrote:
> >
> >
> > In terms of
Surprised that nobody seems to have suggested modern portfolio theory (MPT) in
this context (I may have missed something.) Although it may not be everybody's
favourite, it still offers a well-researched and practised starting point. In
that light, individual trading systems are nothing more than
Not much left on my list. What were previously limitations, at least from my
pov (and possibly other more quant-oriented users), has been solved by the
RMath plug-in. It allows you to access and make full use of the functionality
in R, a freeware & open-source math&stats package. It basically ad
1) Install the R-Math plug-in
2) Run your loop for / define your string, e.g. MyString="a,b,c,d";
3) Prepare this string for correct format in R:
StStr="";RplStr=StStr+","+StStr;
MyStr = StStr + StrReplace(MyString,",",RplStr)+StStr;
RMathProcedure("RString<-c("+MyStr+")");
Once in R, you can man
Tomasz,
To clarify my understanding (and perhaps help others as well):
1) The upgrade of StaticVarSet/Get now allows arrays, previously only numbers
and strings.
2) StaticVarSet allows one to store an array and then retrieve this via
StaticVarGet similar to
a) Foreign (ATC), EXCEPT that this w
in AmiBroker and give us some AFL
examples -)
>
> Regards, Ton.
>
> - Original Message -
> From: vlanschot
> To: amibroker@yahoogroups.com
> Sent: Friday, February 27, 2009 11:27 AM
> Subject: [amibroker] Re: OT: RMath plug-in for Amibroker
>
>
y update with its R "sister", without the need to tranfer
> data back and forth?
>
> Thanks
> Ly
>
>
>
> --- In amibroker@yahoogroups.com, "vlanschot" wrote:
> >
> > Hi Ly,
> >
> > First, which "problems" do you mean
n your documentation
file,
> but with some workaround it was working.
>
> I wonder if you are able to directly transfer vectors or you use
some
> similar workaround.
>
>
> Thanks
>
> Ly
> --- In amibroker@yahoogroups.com, "vlanschot" wrote:
> >
> >
For all clarity, I mailed the below last Friday morning (24/10).
Don't understand the delay. Probs for deeper cuts have, obviously,
gone up.
PS
--- In amibroker@yahoogroups.com, "vlanschot" <[EMAIL PROTECTED]> wrote:
>
> Probabilities (rounded) according to:
&
Probabilities (rounded) according to:
1) Options (as of close yesterday):
1.00 -> 43%
1.25 -> 23%
0.75 -> 17%
1.50 (no change) -> 9%
2) Futures (live)
1.00 -> 66%
1.25 -> 34%
Things are moving down . . .
PS
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]>
wrote:
>
> He
Hi Yuki,
You seem quite emotional about emails. I can only imagine how you
coped last week. Anyway, you just confirmed why I increasingly feel
this community has changed over the years in terms of its way of
communicating and sensitivities to rules. I believe there have been
plenty of other re
Tomasz,
Then again, we knew Bernanke has studied thoroughly periods of
deflation (including deflating bubbles), and would do anything to
prevent a situation similar to the big deflation (of the bubble) in
Japan from occurring in the US. People always refer to this speech:
http://www.federalres
gt; Am I the only one still experiencing this?
>
> Regards
> Conrad
>
>
>
> --- In amibroker@yahoogroups.com, Boris Kanevsky wrote:
> >
> > vlanschot wrote:
> > >
> > > Following earlier correspondence on this matter, a new zip has
now
> > &g
-- In amibroker@yahoogroups.com, "vlanschot" <[EMAIL PROTECTED]> wrote:
>
> Thanks for letting us know, Paolo.
>
> I am investigating as there may be a problem, possibly with R
> versions higher than 2.7.0.
>
> Will update asap.
>
> PS
>
> --- In
r
of
> items in watch list).
>
> So, how do you rank and sort across a watch list? You can refer to
the
> following link for a solution where there are not too many items in
> the list:
>
> http://finance.groups.yahoo.com/group/amibroker/message/126400
>
> Mike
>
One way of solving this would be to deduct an average ROC from some
aggregate index from each of your individual scores, e.g. if your
stocks belong to the S&P500, deduct its ROC from each of your
individual ROCs (you can also create one yourself). You are correct
in using the new functionality
g.
>
> Paolo
>
> --- In amibroker@yahoogroups.com, Boris Kanevsky wrote:
> >
> > vlanschot wrote:
> > >
> > > Boris,
> > >
> > > 1)Did you install all the dependencies as well, i.e. DCOM
Server
> etc
> > > (see below)?
>
PS
--- In amibroker@yahoogroups.com, Boris Kanevsky <[EMAIL PROTECTED]> wrote:
>
> vlanschot wrote:
> >
> > My pleasure, Brian.
> >
> > Re R, you simply choose your CRAN mirror, download the .exe
(latest
> > version is 2.7.2), and run/install as any other Windows
n't have come at a better time for me (I'm starting to climb
> the
> > mountain of portfolio modeling).
> >
> > I like the Carl Jung I think you changed a couple of words
> > though.
> >
> > Carl Jung is my world hero.
> >
&g
cks at that time
etc.
>
> In other words, for every bar i want to buy exactly 3 stocks.
>
> MaxOpenPositions/MaxOpenLong/MaxOpenShort will limit the TOTAL
number
> of positions held, but how do i limit the number of positions that
are
> opened per bar?
>
> Thanks
> g
Not exactly clear what you want, but take a look at SetOption
("MaxOpenLong") and ("MaxOpenShort"), available since version 5.11
PS
--- In amibroker@yahoogroups.com, "giggollo99" <[EMAIL PROTECTED]> wrote:
>
> How can i specify that i want a maximum of 3 positions to be opened
> per bar? Note thi
roker@yahoogroups.com, "vlanschot" <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> This mail is to inform you that I have just uploaded the zip-file
> RPlugIn. It contains two files. The first is the file RMathAFL.dll,
> the RMath plug-in for AB. The second is the Word-d
Hello,
This mail is to inform you that I have just uploaded the zip-file
RPlugIn. It contains two files. The first is the file RMathAFL.dll,
the RMath plug-in for AB. The second is the Word-document R_Plug-
in_Amibroker.doc, the accompanying manual. The manual briefly
describes the functionalit
Another way to easily access this is by creating a link to the Release
Notes in AB itself under Tools -> Customize -> Tools -> New
PS
f your Watchlist stocks are all going up or down
at
> the same time rotating from one dropping stock to another stock that
> might be dropping at a slightly slower rate won't help you. I use a
> correlation matrix for find the stocks that are NOT moving in
> lock-step with one ano
Take a look at rotational mode. For further flexibility you can
combine it with CBT (custom-back-tester). In short, in can be done.
PS
--- In amibroker@yahoogroups.com, "Ed Hoopes" <[EMAIL PROTECTED]>
wrote:
>
> I think this could be done by AB. It would be an
> intermediate/advanced level of
Hi sonyfanaticsss,
In terms of R I will have some interesting news to report over the
next few weeks. If you have some patience I wouldn't bother with OLE
if I were you.
PS
--- In amibroker@yahoogroups.com, "sonyfanaticsss"
<[EMAIL PROTECTED]> wrote:
>
> Hi,
>
> I wonder if it is possible to
;
> PS,
>
> To put your mind at rest, my requests were submitted via the
feedback
> centre before this thread started... #1517 & #1512.
>
> Now, lets not waste anymore screen space on this!
>
> --- In amibroker@yahoogroups.com, "vlanschot" wrote:
> >
features'. The title
of
> the thread is obvious. The reason it went 'off on a tangent' is
> excatly because TJ intervened and REQUESTED feedback on charting
> features. Please read the FULL thread before pulling the trigger.
>
> Now, back to the original topic.
And there you have it. . . The most important statement of this whole
discussion: the FEEDBACK centre is the place where each and everyone
of us can submit their "request". I find it very annoying that some
people somehow think that their request should get more attention
than others, and decid
In principle, count me in. But I am curious what Tomasz thinks of all
this. He has remained uncharacteristically quiet (unless I missed
some mails). TJ, any thoughts?
PS
--- In amibroker@yahoogroups.com, "dloyer123" <[EMAIL PROTECTED]> wrote:
>
> I am currently getting 133 portfolio backtests p
As I understand it (and TJ/others correct me if I'm wrong), you
cannot have two independent versions of AB with their own
dBases/settings/etc. UNLESS you use two seperate hard-drives/PC's. It
has to do with (Windows) registry, I believe.
PS
--- In amibroker@yahoogroups.com, "J. Biran" <[EMAIL
Hi,
I kindly request some help. I have created Static Vars by way of the
following:
WLSymbols = CategoryGetSymbols(categoryWatchlist,WLnr);
etc.
for ( x = 0 ; x
Thanks for this important enhancement Tomasz. This makes, for
example, the creation of factor-portfolios (i.e. replicating risk
premia) so much more efficient. I assume this can be used in
rotational mode as well?
PS
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]>
wrot
http://www.eclipse.org/downloads/
I'm currently using UltraEdit, but am thinking of switching in light of
Eclipse's interactive functionality with R.
Any experiences, or even better willing to share an AFL-wordlist for
syntax highlighting ?
Thx,
PS
For those who haven't read it yet, the FT reports today that Moody's
Investors Service gave incorrect AAA ratings to billions of dollars
worth of a complex debt product because of a bug in its computer
models.
Some senior staff within Moody's knew that products rated the previous
year (i.e. 2
I may have some news on this, later this year. Watch this space.
PS
--- In amibroker@yahoogroups.com, js8765 <[EMAIL PROTECTED]> wrote:
>
> Hi André,
>
> Do you still have the Visual Basic code and could you possibly
upload it
> to the files section (or send it to me?)
>
> I am currently work
Thx for the pixel Status functions Tomasz. Many of us had been
waiting for this, and I suspect we'll see many more Gfx applications.
PS
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]>
wrote:
>
> Hello,
>
> AmiBroker 5.09.0 BETA released
> http://www.amibroker.com/devlog
function http://www.amibroker.com/f?setbarsrequired
> or using OLE interface (Count property of Quotations object
> http://www.amibroker.com/guide/objects.html
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "vlanschot" <
sible bar in
the visible area, whereas ChBar returns the changing bar-index.
Question is: Why?
--- In amibroker@yahoogroups.com, "vlanschot" <[EMAIL PROTECTED]> wrote:
>
> Thx Tomasz,
>
> Although I don't receive it, I get the picture. However, using
> LastValue
From: Tomasz Janeczko
> To: amibroker@yahoogroups.com
> Sent: Thursday, April 17, 2008 3:11 PM
> Subject: Re: [amibroker] Barcount vs Barindex()
>
>
> Hello,
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message
ers.
>
> Bill
>
> - Original Message -
> From: "vlanschot" <[EMAIL PROTECTED]>
> To:
> Sent: Thursday, April 17, 2008 8:05 AM
> Subject: [amibroker] Barcount vs Barindex()
>
>
> >I always thought that Barcount would give me the number of
I always thought that Barcount would give me the number of bars, as
in "LastValue", available for the current active array, according to
the manual:
" . . . BarCount is a numeric variable that holds just one number
(the count of elements in array). . ."
as well as:
" . . . if you choose rang
This probably helps (via CBT):
http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/
PS
--- In amibroker@yahoogroups.com, "KBGlenn" <[EMAIL PROTECTED]> wrote:
>
> Could someone please give me some suggestions on how I might
> accomplish the following:
>
> - Establish a basket of
Anybody? . . .
Thx,
PS
--- In amibroker@yahoogroups.com, "vlanschot" <[EMAIL PROTECTED]> wrote:
>
> Yes, still struggling with this one, so I would appreciate any
> guidance from the CBT-experts, like Graham, GP, and Ed (and TJ, of
> course). I've included
e
> exits and thus how many new trades you need to enter. You can do
this
> with openpos loop
> Then use bo.Cash to determine the position size for the new entries
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
> On 01/
d goes in a full circle in which bad performances drive away the
> > less sofisticacted and increase the opportunity which in turn
attracts
> > more participants which again decrease the profit potential.
> >
> > With your pointers I will start my long journey of learning
Assuming you know which industry-index (i.e. ticker) belongs to the
particular industry (i.e. IndustryID()), and it is already as a
ticker available in your DBase, it is simple:
if (IndustryID(1)=="Energy") IndustryIndex = Foreign("S&PEnergy","C");
else if (IndustryID(1)=="Materials") IndustryIn
Steve, have you already tried VarSet to define your array within AFL
(1st pass), and then recall it via VarGet in CBT (2nd pass)?
Example:
In AFL:
MyArray = RSI();
VarSet(Name()+_"MyArray", MyArray);
. . . .
In CBT:
for( pos = bo.GetFirstOpenPos(); pos; pos = bo.GetNextOpenPos() )
. . . .
Naam
t; and/or I select one of the stocks from the 251 bar list as the
> reference stock for P&A.
>
> Not sure if that is the type of thing you are after - as I said it
> depends on how accurate your providers data is, what padding they
do
> and how you want to use it.
>
>
t those days to handle them in your code
> a simple check for ( Volume == 0 ) on an relevant market index
should address that.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "vlanschot" <[EMAIL PROTECTED]>
>
holds all Mon-Fri days?
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "vlanschot" <[EMAIL PROTECTED]>
> To:
> Sent: Wednesday, February 13, 2008 12:41 PM
> Subject: [amibroker] Re: Backtesting and Custom Metrics: How
in the
AA Settings
> whenever you use portfolio backtest. Then you get consistent
results all the time
> regardless of data holes and you don't need to do any ATC.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: &quo
Sorry to jump in here, GP, but instead of ATC, can I not get to the
HHV via:
for( trade = bo.GetFirstTrade(); trade; trade = bo.GetNextTrade() )
{
TradeName=trade.symbol;
HiHiV20 = HHV(Foreign(TradeName,"C"),20);
. . . .
}
I've always done it like this, but wonder whether this alignment is
a
If you're willing to change the format of your csv-file slightly you
could use the free ThCSV plug-in, which was specifically created for
this purpose. It is able to read csv-files formatted along the lines
you desribe for dozens of columns with fundamental data.
More details: ask support.
PS
on SnagIt/video is here (scroll down).
> >
> > http://www.techsmith.com/learn/snagit/tutorialindex.asp
> >
> > brian_z
> >
> >
> >
> > --- In amibroker@yahoogroups.com, "brian_z111"
wrote:
> >>
> >> Patrick,
> >>
Progster (or anybody else who has suggestions), which software do you
use to create/record your videos? I'm still looking for a tool which
will allow me to record screens in video-format.
Thx,
PS
--- In amibroker@yahoogroups.com, "progster01" <[EMAIL PROTECTED]> wrote:
>
>
> For anyone interes
t; discuss it on the public mailing list.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "progster01" <[EMAIL PROTECTED]>
> To:
> Sent: Friday, February 08, 2008 1:37 PM
> Subject: [amibroker] AmiBroker Co
Brian,
I agree with Paul on this one. Tomasz can do whatever he wants, of
course. But reading between the lines of some of the comments he's
made over the years, he has a very specific vision for AB, and I'd be
amazed if writing a book would form part of that.
Second, you usually make a lot o
with amended posSize
>
> --
> Cheers
> Graham Kav
> AFL Writing Service
> http://www.aflwriting.com
>
>
> On 01/02/2008, vlanschot <[EMAIL PROTECTED]> wrote:
> > Perhaps somebody has a straightforward way to solve the
following, or
> > point out the err
Perhaps somebody has a straightforward way to solve the following, or
point out the error in my interpretation of AFL/CBT:
My system keeps a constant number of 50 positions, based on a ranking
(although I do not use rotational trading.) At the start the
positions are equally weighted, i.e. Posi
Perhaps importing your details via the ASCII-importer is a solution.
You basically input&update your details for a list of symbols for
example in a XL-file, save it as a csv-file, and import once after
each adjustment:
Your format-file (to call via the ASCII-importer) looks, for example,
like
Tomasz,
Philosophically I agree with you 100%. The moral hazard issue has
been (i.e. Greenspan-put), and continues to be (i.e. Bernanke's
helicopter) a long-term threat. I have a lot of sympathy with Ayn
Rand, and all that.
But there are also the constitutional issues. The Fed has 2
responsib
Fair enough re more complicated things, . . . but running a
scan/exploration on only 1 WL (via AA->apply to)? Come on, this IS
clearly described in the manual, and is something one should not have
to ask here IFF you read the manual.
And for all clarity: I was also a non-programmer newcomer onc
You're lucky that there are users like Graham who have so much
patience with newcomers like you who do not even bother to read the
manual. It would have answered this very basic question.
So here you have some advice from a less tolerant user: READ the
MANUAL ! . . . And yes, I'm SCREAMING thi
It's been a while since I created that, but yes, this can quite
easily be achieved in AB. However, since there's nothing more
important than to learn along the way, and find you own solutions,
I'll give you only a few pointers:
1) You need to create a few OLS-regression functions. One simple
e
1. Although I use ODBC with MS-SQL I encountered the same problem,
and we changed some of the coding of the plug-in itself to get rid of
it. If TJ allows it I'm happy to file this "adjusted" plug-in.
2. You can't run a combined Db this way. Either you switch between
dbs or you seperately import
Mark,
Another way of doing this yourself is via the custum Gfx-charts.
Below is my early attempt to achieve this. You will need to adjust
the code to your settings. Also, you will notice that it is a
very "early" attempt, as I could not yet get the actual values of
return, respectively risk (i
Dear Moderator, I hope & assume this type of junk-mail is not
allowed/will be removed from this board?
Thx,
PS
--- In amibroker@yahoogroups.com, "ssanthoshini" <[EMAIL PROTECTED]>
wrote:
>
> Hi All,
>
> On many of our friends request , as they are unable to get access
to
> Metastock ,I have
First, why don't you use the odbc-plugin to link directly to the
Access-db?
Second, is there a conflict between th values of the Open-field and
the High/Low values, i.e. have you switched off automatic range
checking? Just guessing here.
PS
--- In amibroker@yahoogroups.com, "goedings" <[EMAIL
n the CBT-section these variables.
Should work.
PS
--- In amibroker@yahoogroups.com, "justinwonono" <[EMAIL PROTECTED]>
wrote:
>
>
>
> --- In amibroker@yahoogroups.com, "vlanschot" wrote:
> >
>
> >
> > Personally, and FWIW, as I
I would make one correction to this: TED-spread refers to the T-Bill
vs EuroDollar (LIBOR) yield spread (plotted inverted). Therefore
change Ton's FedFunds rate into the (3-month) T-Bill.
For more info, and FWIW, see http://en.wikipedia.org/wiki/TED_spread
PS
--- In amibroker@yahoogroups.com,
Before I try this, I was wondering whether the following is
possible/has been attempted yet by anybody:
Can I generate the "Optimize"-statements according to something like:
VarSet("Weight"+Status("stocknum"), Optimize("Weight"+Status
("stocknum"),0.1,-1,1,0.01));
??
Background: I'm trying to
.EnterTrade( i, sig.Symbol, True, sig.Price, sig.PosSize,
sig.PosScore, RoundLotSize = 1);
>
> ..
> }
> }
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message -
> From: "vlanschot" <[EMAIL PROTECTED]>
> To:
&g
Nick, you make one wrong assumption: that the default optimization
process is based on seperate optimizations per individual symbol.
Instead, default optimization is at the portfolio level, which is why
ALL symbols of the backtest-universe need to be included. Optimized
parameters for one symbo
);
> }
>
>
> function GetPixelX( value )
> {
> global MinX;
> global MaxX;
>
> return Status("pxwidth") * ( value - MinX ) / (MaxX - MinX);
> }
>
>
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> - Original Message
TJ may possibly correct me on this (if so, than hopefully with
example code), but as far as I know you cannot (if that is your
intention) prioritize the sales/shorts to be executed first(in a
seperate loop as it were, and thereby generate cash) before you
execute the buys/longs.
PS
--- In amib
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