|
PureBytes Links
Trading Reference Links
|
Stephane,
I'd be interested in your script.
TIA
--- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
<s.carrasset@xxxx> wrote:
> Hermann,
>
> I have never used EOD indicators with intradays trading system.
> But, I see now your problem...
> I put in the same workspace EOD and intradays datas
> go to file/database settings and set base time interval to 1 minute.
>
> and compare the values of simple moving average of an EOD ticker
> price=Foreign("999150","C");
> Plot(MA(price,20),"",colorRed,styleLine);
> Plot(MA(price,5),"",colorGreen,styleLine);
>
> on an intraday ticker.
> the Chart returns very strange values...
>
>
> For your trailing stop, activated only when a profit is reached, I
> have a script that i can send to you
>
> stephane
>
>
>
>
>
>
>
> <psytek@xxxx> wrote:
> > [d]Or are you trying to take an EOD system and trying to make
your
> system
> > "more granular" and pick the same patterns in intraday data?
> >
> > I am mainly trying to improve Entries and Exits, i am not looking
> for
> > patterns. The systems work fine in EOD but I observed on the RT
> charts that
> > i often miss locking in some really nice profits that fade before
I
> exit. So
> > i want to code in Trailing stops that activate at a certain
profit
> and than
> > exit when the price drops back a bit. For example, if my profits
> reaches 2%
> > during the first two hours of the trade, then i want to activate
a
> Stop and
> > exit when my profits drop back to 1.5%. ApplyStops cannot be used
> in very
> > short-term (1-3 days) trading because on the day of exit it is
> unknown which
> > came first, the High or the Low, or with profit stops, how many
> dips there
> > were during the day that would have terminated the trade. RT data
> is needed
> > to develop proper stops. limits, etc. with the short trades i use.
> >
> > If i trade 1-3 times a week and i might be able to reduce my
> exposure by 50%
> > if I managed to get out based on profits instead of timing. I
would
> prefer
> > overall less profits if it came with less exposure. Also, the
> strength of
> > signals fades pretty fast... have you ever tested your n-Bar
> profits? i.e.
> > profits made on the 1st, 2nd and 3rd day? You can vary the entry
> delay and
> > use n-Bar stops to limit the trade duration, that way you
> can "isolated"
> > single days (profits) of your trade. For me, typical profit
> distributions
> > might be 65% 25% 10% for a system with an average of 3-bar
trades.
> So the
> > first day obviously has the greatest profit potential at the
least
> exposure.
> > IMHO, short term signals have a limited life-time: after a
certain
> number of
> > days you are just hoping to get lucky :-) knowing your n-Bar
> profits may
> > help you decide whether it is worth it (risk) to stay in a trade
or
> not.
> >
> > [d] IMHO you are in un-charted waters as far as AB goes.
> >
> > We got some smart cookies on this list, I just can't believe that
> nobody is
> > working on this; it appears the obvious way to keep your EOD
system
> working
> > now that RT trading is catching on. So I hope you are wrong on
this
> one :-)
> >
> > h
> > -----Original Message-----
> > From: dingo [mailto:dingo@x...]
> > Sent: Friday, April 09, 2004 11:21 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: RE: [amibroker] Real-Time Trading System Examples
> > Importance: High
> >
> >
> > IMHO you are in un-charted waters as far as AB goes.
> >
> > Are you trying to come up with a system to do backtesting with
or
> one to
> > monitor trades / manage stops for real-time trading? Or are you
> trying to
> > take an EOD system and trying to make your system "more granular"
> and pick
> > the same patterns in intraday data?
> >
> > d
> >
> >
> > ------------------------------------------------------------------
--
> --------
> > From: Herman van den Bergen [mailto:psytek@x...]
> > Sent: Friday, April 09, 2004 11:14 AM
> > To: AmiBroker YahooGroups
> > Subject: [amibroker] Real-Time Trading System Examples
> >
> >
> > Would anybody have some example code for Real Time trading
> systems? I
> > have considerable trouble converting EOD systems to RT data -
tried
> too many
> > ways to mention but always hit a snag at some advanced point. My
> problem
> > areas are:
> >
> > 1) Converting or duplicating EOD signals to RT, I need this
> because EOD
> > data prices are more accurate than those I get from RT sources.
> > 2) Running the basic EOD system in RT, i.e. reproduce EOD
> signals in RT.
> > I want this as a verification stage before trying to enhance the
> system with
> > RT data
> > 3) Custom coding Profit targets, Limit Prices and Stops.
> > 4) Optimizing entry points by using Pre/after hours trading
> and/or using
> > delayed/early entries and exits.
> > 5) Showing EOD Arrows (derived from EOD data, not from RT
data)
> on my
> > minute charts.
> >
> > If anybody has example code or reference URLs to share that
> would be
> > much appreciated.
> >
> > Also, i am beginning to wonder how many subscribers, if any,
> have
> > actually solved the above problems. If you have done so perhaps
you
> can
> > share this simple fact (no code needed), knowing that it has been
> done
> > successfully is a great motivator :-)
> >
> > TIA and best regards,
> > herman.
> >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > 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
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > 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
> >
> > a.. To visit your group on the web, go to:
> > http://groups.yahoo.com/group/amibroker/
> >
> > b.. To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > c.. Your use of Yahoo! Groups is subject to the Yahoo!
Terms
> of
> > Service.
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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/
|