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[amibroker] IB datafeed for real time version coming?



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<FONT face=Arial 
color=#0000ff size=2>make sure your lines aren't folded. 
<FONT face=Arial 
color=#0000ff size=2> 
<FONT face=Arial 
color=#0000ff size=2>How about attaching your formula to a reply and I'll take a 
look.
<FONT face=Arial 
color=#0000ff size=2> 
<FONT face=Arial 
color=#0000ff size=2>d


From: Ron Morton 
[mailto:mortonr003@xxxxxxxxxxxxx] Sent: Saturday, January 31, 2004 
1:41 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: 
[amibroker] Re: Search Routine for Crossover Point -- EMA 
Version

I tried running the code here as it looks like 
something that I've been searching for for a while.  When I tried to run it 
I keep getting syntax error 23 whenever the words calc or goal come up.  
Could someone explain to me how to go about fixing this?  The specific 
areas where this occurs are Calc=P1; and Goal = 
LastValue(BBandBot(P1, 14, 2)); 
Thank you,
Ron
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  dingo 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Saturday, January 31, 2004 5:41 
  AM
  Subject: RE: [amibroker] Re: Search 
  Routine for Crossover Point -- EMA Version
  
  <FONT face=Arial 
  color=#0000ff size=2>Take a closer look at what Fred did.  He shifted the 
  array back by 1 bar so that it would plot into the future by 
  one bar. It just doesn't use the space that is non-addressable in the chart 
  area.  Its the only solution right now and it can be adapted to  
  what you want by shifting the array by as many bars as you 
  need.
  <FONT face=Arial 
  color=#0000ff size=2> 
  <FONT face=Arial 
  color=#0000ff size=2>d
  
  
  From: pcwinch [mailto:pcwinch@xxxxxxxxxxxxxxx] 
  Sent: Saturday, January 31, 2004 9:51 AMTo: 
  amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Re: Search 
  Routine for Crossover Point -- EMA Version
  
  Gentlemen,
   
  This is starting to get interesting especially of 
  someone can figure out how we can extend this into the whitespace area beyond 
  the latest data.
   
  For example, use your favourite indicator(s) and 
  apply projected regression channel to the prices.  
   
  Qu: A.what happens to your indicator when prices 
  are at the mid and extremes of the next bar..and the next bar, then 
  
   
  B. use the formula below to see what happens when 
  the indicator is 1. extrapolated , 2. the same or 3. (2*same - 
  extrapolated)
   
  What would be interesting is what happens to all 
  the indicators and the prices in the channel when this is applied to one 
  indicator, and how the indicators look in different time frames.  
  What does it mean to the setting of stops and exits philosophy is also an 
  interesting outcome.
   
  Any comments?
   
  Peter
   
  ----- Original Message ----- 
  <BLOCKQUOTE 
  >
    <DIV 
    >From: 
    <A title=ftonetti@xxxxxxxxxxxxx 
    href="">Fred 
    To: <A title=amibroker@xxxxxxxxxxxxxxx 
    href="">amibroker@xxxxxxxxxxxxxxx 
    Sent: Saturday, January 31, 2004 3:41 
    AM
    Subject: [amibroker] Re: Search Routine 
    for Crossover Point -- EMA Version
    Is there any reason to limit this to an xMA when this can 
    easily be done for any built in AB indicator or any custom AFL 
    "indicator" that one cares to write 
    ?//      
    *********************************************** 
    ////      An all purpose routine to find 
    the price //      
          necessary to move an indicator to a 
    GOAL.////      This should work for 
    virtually any indicator,//      
          built in or otherwise.  It's 
    demonstrated //      
          here using RSI & BBand's 
    ...////      
    Note:      It will appear to use future 
    quotes//            
                because of the 
    down shifting of the//      
                
          price array, but obviously it 
    can't//            
                "know" 
    tomorrows price.  There's //      
                
          probably a way to rectify this but 
    //            
                I was more 
    concerned with the rest //      
                
          of the 
    process.////      The maximum iterations 
    have arbitrarily been //      
          set to 200 which is undoubtedly overkill 
    //            as I've 
    yet to see anything take 200 even//      
          when tolerance was set to 0 on datastreams 
    //            with 
    very high prices.////      For real usage 
    the saving of i in j and the//      
          accuracy calculation can be tossed as they 
    //            were 
    only put in for demonstration purposes 
    ////      
    ***********************************************////      
    This Routine requires the following 
    things////      
    P0            = A price 
    array or synthetic////      
    Goal      = The goal value of the 
    indicator////      
    Acc            = An 
    accuracy level for the 
    calculations////      
                  Set 
    this to the order of magnitude //      
                  that 
    you want.  For example if you want //      
                  
    accuracy in calculated price to within //      
                  0.01 
    then set it 0.01.  It can even //      
                  be set 
    to 0 which will force AB to //      
                  
    calculate until it can't find any //      
                  further 
    improvements (Usually between//      
                  150-170 
    iterations) but this is semi//      
                  useless 
    as improvements relative to //      
                  price 
    granularity have long since //      
                  been 
    gone by.////      
                  The 
    lower you set it the longer it //      
                  will 
    take but it's pretty quick //      
                  
    (Usually between 15-30 iterations) //      
                  unless 
    you set it at 0.//      
                
                
    //      
    ***********************************************////      
    Note:      Some goals are virtually unattainable 
    on//            
          the next bar, especially on the 
    downside//            
          as they would require a negative 
    price//            
          which is what this routine will show 
    if//            
          that is what is 
    required.////      
    ***********************************************P0   = 
    C;Acc  = 0.0001;LVBI = LastValue(BarIndex());Mult = 
    1;//      
    ***********************************************//      
    Shift Price up by n orders of magnitude to make 
    //            it >= 
    1.  This is useful to increase //      
          accuracy on very low priced datastreams 
    //            such as 
    the JY.//      
    ***********************************************for (i = 0; i < 10; 
    i++){       if (P0[LVBI] >= 1) 
                i = 99; 
          else       
          Mult = Mult * 10; } // 
    ***********************************************P1   = 
    Ref(P0, 1) * Mult;UpDn = 100 * P1[LVBI];for (i = 0; i < 200; 
    i++){//      An example for finding 
    price associated with the next bars 
    BBandTop////      
    *****************************************************************************//      
    Put whatever indicator you want to goal seek here based on 
    P1//      
    *****************************************************************************      
    Calc = P1;//      
    *****************************************************************************//      
    Put whatever you want for the goal here 
    ...////      The reason for putting it in 
    the loop is because sometimes the goal is price 
    //            oriented 
    and will need to be recalculated on each 
    iteration.//      
    *****************************************************************************      
    Goal = LastValue(BBandBot(P1, 14, 
    2));//      
    *****************************************************************************//      
    An example for finding price associated with the next bars RSI value of 
    65////      
    *****************************************************************************//      
    Put whatever indicator you want to goal seek here based on 
    P1//      
    *****************************************************************************//      
    Calc = RSIa(P1, 14);//      
    *****************************************************************************//      
    Put whatever you want for the goal here 
    ...////      The reason for putting it in 
    the loop is because sometimes the goal is price 
    //            oriented 
    and will need to be recalculated on each 
    iteration.//      
    *****************************************************************************//      
    Goal = 65;//      
    *****************************************************************************      
    if (Calc[LVBI] < Goal)      
          P1[LVBI] = P1[LVBI] + 
    UpDn;      
    else            
    P1[LVBI] = P1[LVBI] - UpDn;      UpDn = UpDn / 
    2;      if (UpDn <= 
    Acc)      {      
          j = i;      
          i = 99999;      
    }}Accuracy = 100 * (abs(Goal - Calc) / Goal);Filter = 
    BarIndex() == LVBI;AddColumn(Mult,      
                
                
          "Multiplier",   
    1.0);AddColumn(Calc[LVBI - 1] / Mult,      
    "Curr Ind Val", 1.9);AddColumn(Goal / 
    Mult,            
                "Goal Ind 
    Val", 1.9);AddColumn(Calc[LVBI] / Mult,      
          "Calc Ind Val", 
    1.9);AddColumn(j,      
                
                
                
    "Iterations",   1.0);AddColumn(Accuracy,   
                
                "Accuray 
    (%)",  1.9);AddColumn(Ref(P1, -1) / 
    Mult,            "Todays 
    Price", 1.9);AddColumn(P1 / Mult,      
                
                "Goal 
    Price",   1.9);Send BUG REPORTS to 
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