|
PureBytes Links
Trading Reference Links
|
Fred,
If you trade on close then you should have "activatestopsimmediately" turned OFF.
The option should be set to "ON" only if you trade on OPEN.
This is exactly described in the users guide: http://www.amibroker.com/f?applystop
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Fred" <ftonetti@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, March 20, 2004 9:28 PM
Subject: [amibroker] Re: AmiBroker 4.53.0 BETA released
> TJ,
>
> This makes no sense to me if one is trading based on close. What am
> I missing.
>
> When "activatestopsimmediately" is turned ON then cash from stopped
> out positions is NOT available to enter trades the same day
>
> FT
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> >
> > A new beta version (4.53.0) of AmiBroker has just been released.
> >
> >
> > It is available for registered users only from the members area at:
> > http://www.amibroker.com/members/bin/ab4530beta.exe
> > and
> > http://www.amibroker.net/members/bin/ab4530beta.exe
> >
> > (File size: 616 364 bytes, 616 KB)
> >
> > If you forgot your user name / password to the members area
> > you can use automatic reminder service at:
> http://www.amibroker.com/login.html
> >
> > The instructions are available below and in the "ReadMe" file
> > ( Help->Read Me menu from AmiBroker )
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > AmiBroker 4.53.0 Beta Read Me
> > March 20, 2004 20:36
> >
> > THIS IS A BETA VERSION OF THE SOFTWARE. EXPECT BUGS !!!
> >
> > Backup your data files and entire AmiBroker folder first!
> >
> > INSTALLATION INSTRUCTIONS
> >
> > IMPORTANT: This archive is update-only. You have to install full
> version 4.50 first.
> >
> > Just run the installer and follow the instructions.
> >
> > Then run AmiBroker. You should see "AmiBroker 4.53.0 beta" written
> in the About box.
> >
> > Many thanks to all providing detailed descriptions how to reproduce
> given bug.
> >
> >
> > See CHANGE LOG below for detailed list of changes.
> >
> > CHANGE LOG
> >
> > CHANGES FOR VERSION 4.53.0 (as compared to 4.52.0)
> >
> > a.. per-group intraday settings (filtering/daily compression) Use
> Symbol->Categories: "GROUP" -> Use own intraday settings, click
> > on "Intraday settings" button to define intraday settings
> specific to given group.
> >
> > b.. intraday settings now allow to specify separate day (RTH) and
> night (ETH) sessions
> >
> > c.. time filtering now allows to display:
> > a) 24 hours trading (no filtering)
> > b) day session only
> > c) night session only
> > d) day and night sessions only
> >
> > d.. new intraday time compression mode: Day/Night - shows two
> bars (day and night) per day
> >
> > e.. daily compression can be now based on
> > a) exchange time (available since 4.00)
> > b) local time (available since 4.50)
> > c) day/night session times definable by the user (new)
> >
> > f.. when "activatestopsimmediately" is turned ON then cash from
> stopped out positions is NOT available to enter trades the same day
> >
> > g.. easy access to selected category settings from Symbol-
> >Information window.
> >
> > h.. Workspace tree supports in-place editing of market, group,
> sector, industry and watch list names. Single click on category name
> and just enter the name
> >
> > CHANGES FOR VERSION 4.52.0 (as compared to 4.51.1)
> >
> > a.. fixed problem with fixup=0 and handling multiple data holes
> in a row
> >
> > b.. added new commands to ASCII format definitions:
> > $MINTICKERLEN <number> - defines minimum accepted length of the
> ticker symbol
> > $MAXTICKERLEN <number> - defines maximum accepted length of the
> ticker symbol
> > For example ASX users may wish to use
> > $MAXTICKERLEN 3
> > to make sure that ASCII importer accepts only symbols that have
> no more than 3 characters (this excludes ASX options and warrants)
> >
> > c.. fixed problem with incorrect very first value of the array
> returned by variable-period version of HHV/LLV
> >
> > d.. fixed Procedure/function parameter overwrite issue when using
> built-in price arrays and variable overwrite issue
> >
> > e.. memory allocated for return value is marked for earlier
> freeing so calling user-defined functions inside loops should consume
> less memory
> >
> > f.. Interval() function enhanced. Now accepts format parameter:
> > Interval( format = 0 );
> > possible values:
> > format = 0 - returns bar interval in seconds
> > format = 1 - as above plus TICK bar intervals are returned with
> negative sign
> > so Interval() function applied to 10 tick chart will return -10
> > format = 2 - returns STRING with name of interval such
> as "weekly/monthly/daily/hourly/15-minute/5-tick"
> >
> > g.. vertical quote selection line in linked windows is now
> independent
> >
> > h.. changing "same day stops" via SetOption
> ("ActivateStopsImmediately") in portfolio backtest mode has an effect
> now (previously reacted only on manual settings)
> >
> > i.. SetOption("CommissionMode", mode ) works now in portfolio
> mode too (previously worked
> > in old backtest mode only)
> >
> > j.. SetOption("CommissionAmount", amount ) works now in portfolio
> mode too (previously worked
> > in old backtest mode only)
> >
> > k.. $SEPARATOR command in ASCII importer definitions now allows
> to import files that have fields separated by more than one separator
> characters Separator string (array of characters) must be enclosed in
> quotation marks. If there is only one separator character (as in old
> versions) then quotation marks are needed.
> > For example files with joined date and time
> >
> > $SEPARATOR ", "
> > $FORMAT DATE_YMD,TIME,OPEN,HIGH,LOW,CLOSE
> >
> > will be able to import file like this:
> > 2004-02-04 12:30,3.41,3.44,3.40,3.42
> > (note date and time field are separated by space not by comma)
> >
> > l.. Import wizard now supports new separators 'comma or
> space', 'semicolon or space' and 'tab or space'
> >
> > m.. ASCII importer and Quote Editor properly
> > distinguish records with time specified as 00:00:00 from EOD
> records (without time)
> >
> >
> > CHANGES FOR VERSION 4.51.1 (as compared to 4.51.0)
> >
> > a.. OLE interface methods numbering adjusted to maintain backward
> compatibility with previous versions and other programs referring to
> old OLE interface
> >
> > CHANGES FOR VERSION 4.51.0 (as compared to 4.50.10)
> >
> > a.. OLE automation interface changes:
> > Analysis.Backtest and Analysis.Optimize now support new "Type"
> parameter.
> > Type can be one of the following values:
> > 0 : portfolio backtest/optimize
> > 1 : individual backtest/optimize
> > 2 : old backtest/optimize
> >
> > For backward compatibility Type parameter is optional and
> defaults to 2
> > (old backtest/optimize)
> >
> > Example code:
> >
> > AB = new ActiveXObject("Broker.Application");
> > AB.Analysis.Backtest( 0 ); // perform portfolio backtest
> > AB.Analysis.Optimize( 0 ); // perform portfolio optimize
> >
> > b.. OLE automation interface new object: "Commentary"
> >
> > This object has 5 methods:
> > - BOOL LoadFormula( STRING pszFileName ) - loads the formula
> > - BOOL SaveFormula( STRING pszFileName ) - saves the formula
> > - void Apply() - displays the commentary
> > - BOOL Save( STRING pszFileName ); - saves commentary output
> (result) to the file (use after call to Apply())
> > - void Close() - closes the commentary window
> >
> > Commentary object is accessible from Broker.Application object
> via Commentary property:
> >
> > Example code:
> >
> > AB = new ActiveXObject("Broker.Application");
> > AB.Commentary.LoadFormula("C:\\Program
> Files\\AmiBroker\\AFL\\MACD_c.afl");
> > AB.Commentary.Apply();
> > AB.Commentary.Save("Test.txt");
> > AB.Commentary.SaveFormula("MACDTest.afl");
> > //AB.Commentary.Close();
> >
> > c.. AFL function Now( format = 0 ) accepts new parameter values
> >
> > Returns current date / time in numerous of formats:
> > // formats supported by old versions
> > format = 0 - returns string containing current date/time
> formatted according to system settings
> > format = 1 - returns string containing current date only
> formatted according to system settings
> > format = 2 - returns string containing current time only
> formatted according to system settings
> > format = 3 - returns DATENUM number with current date
> > format = 4 - returns TIMENUM number with current time
> > format = 5 - returns DATETIME number with current date/time
> > // new formats available from version 4.51
> > format = 6 - returns current DAY (1..31)
> > format = 7 - returns current MONTH (1..12)
> > format = 8 - returns current YEAR (four digit)
> > format = 9 - returns current DAY OF WEEK (1..7, where 1=Sunday,
> 2=Monday, and so on)
> > format = 10 - returns current DAY OF YEAR (1..366)
> >
> > d.. Custom indicators:
> > If plot name is empty the value of such plot does not appear in
> the title
> > and does not appear in the data tool tip
> >
> > Plot( C, "Price", colorWhite, styleCandle );
> > Plot( MA( C, 10 ), "", colorRed ); // NOTE that this plot
> name/value will NOT appear in the title
> > Plot( MA( C, 20 ), "MA20", colorGreen );
> >
> > e.. SetOption( "field", value )
> > accepts new fields:
> > "CommissionMode" -
> > 0 - use portfolio manager commission table
> > 1 - percent of trade
> > 2 - $ per trade
> > 3 - $ per share/contract
> >
> > "CommissionAmount" - amount of commission in modes 1..3
> >
> > "MarginRequirement" - account margin requirement (as in
> settings), 100 = no margin
> >
> > "ReverseSignalForcesExit" - reverse entry signal forces exit of
> existing trade (default = True )
> >
> > f.. new AFL function: GetOption( "field" ) - retrieves the
> settings, accepted fields the same as in SetOption.
> >
> > Example:
> >
> > PositionSize = -100 / GetOption("MaxOpenPositions");
> >
> > g.. new AFL function: GetRTData( "field" )
> > - retrieves the LAST (the most recent) value of the following
> fields
> > reported by streaming real time data source )
> > (Note 1: this function is available ONLY in PROFESSIONAL edition,
> > calling it using Standard edition will give you NULL values for
> all fields)
> > (Note 2: works only if data source uses real time data source
> (plugin) )
> > (Note 3: availablity of data depends on underlying data source
> > - check the real-time quote window to see if given field is
> available )
> > (Note 4: function result represents the current value at the time
> of the call
> > /formula execution/, and they will be refreshed depending on
> chart or commentary refresh interval
> > /settable in preferences/. Built-in real time quote window is
> refreshed
> > way more often (at least 10 times per second) )
> >
> > Supported fields:
> > "Ask" - current best ask price
> > "AskSize " - current ask size
> > "Bid" - current best bid price
> > "BidSize " - current bid size
> > "52WeekHigh" - 52 week high value
> > "52WeekHighDate" - 52 week high date (in datenum format)
> > "52WeekLow" - 52 week low value
> > "52WeekLowDate" - 52 week low date (in datenum format)
> > "Change" - change since yesterdays close
> > "Dividend" - last dividend value
> > "DivYield" - dividend yield
> > "EPS" - earnings per share
> > "High" - current day's high price
> > "Low" - current day's low price
> > "Open" - current day's open price
> > "Last" - last trade price
> > "OpenInt" - current open interest
> > "Prev" - previous day close
> > "TotalVolume" - total today's volume
> > "TradeVolume" - last trade volume
> > "ChangeDate" - datenum (YYYMMDD) of last data change
> > "ChangeTime" - timenum (HHMMSS) of last data change
> > "UpdateDate" - datenum (YYYMMDD) of last data update
> > "UpdateTime" - timenum (HHMMSS) of last data update
> > "Shares" - total number of shares
> >
> > Example:
> > "Bid = "+GetRTData("Bid");
> > "Ask = "+GetRTData("Ask");
> > "Last = "+GetRTData("Last");
> > "Vol = "+GetRTData("TradeVolume");
> >
> > "EPS = "+GetRTData("EPS");
> > "52week high = "+GetRTData("52weekhigh");
> >
> > h.. Custom indicators:
> > Default names and graph values appear in the title
> > when using old-style graph0, graph1, graph2 statements in the
> custom indicators
> >
> >
> > HOW TO REPORT BUGS
> >
> > If you experience any problem with this beta version please send
> detailed description of the problem (especially the steps needed to
> reproduce it) to bugs at amibroker.com
>
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|