[amibroker] Ken - Importing signals and FT signals

["Bruce Robinson" <brucer@xxxxxxxxx>]

Ken - Let me see if I can "kill two birds with one stone" here.  I'll offer another answer your question and post some FT signals and the capability to import them to AB.

There is probably an easier way to do what you want if you use FT signal file format, since I long ago wrote script that I posted to FT-Talk to import and plot those.  For example, the FT signal file format is -

"SIGNAL NAME"

B,10/13/1994

S,10/02/1995

....


It is relatively straightforward to extend it to Short/Cover.  We just need to agree on an abbreviation.  BUT, your example looked like a "reversing signal".  In other words the Sell became a Short, and the Cover became a Buy.  The import code sets this up by default now.

I've attached the files needed to run the basic Buy/Sell.  Do the following setup -


1. Load FT_SIG1.AFL as an indicator.

2. Load FT-Utilities4.AFL into your AFL directory.  The original VBScript that was written some time ago.  It could now be done with AFL file capabilities.

3. Modify the path in the #include statement to where you put the FT-Utilities4.afl file (if needed)

4. Apply the indicator

5. You'll see red and green arrows for signal dates.  Per FT convention, Red is Buy, Green is Sell (I know, seems counter-intuitive for the non-FT folks)

6. Right click / Parameters in the indicator graph to set the signal name.


THIS FILE WILL ALSO RUN IN THE AA WINDOW AND CAN BE USED TO RUN A BACKTEST.


I've also attached some updated signal files from FT.  They are -


RUTVOL - the basic Russell timing signal

FUBAR5 - an aggressive Russell signal that works well on other markets also

MICROC2 - another aggressive Russell signal that works well on other market also


Put them in a C:\FT\SIG directory and the code above will run.


Others may want to experiment running trading systems with the last two timing signals.


I think that this completes the series that I said I would do on FT/Trade/signals.


-- Bruce R.


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