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the reason is that Yahoo group does not store attachment
I'll send it directly in yahoo mail
stephane
----- Original Message -----
From: "danielwardadams" <danielwardadams@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, April 10, 2004 4:00 PM
Subject: [amibroker] Re: Real-Time Trading System Examples
> Stephane,
> Thanks but I either didn't get the attachment of I don't know how to
> retrieve it. I see the following at the end of your post:
>
> Attachment (not stored)
> Rem Buy Afl.afl
> Type: application/octet-stream
>
> Perhaps my anti-virus software stripped it off ???
>
> Dan
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Stephane Carrasset"
> <s.carrasset@xxxx> wrote:
> > Hello,
> >
> > Herman & daniel
> >
> > attached is the afl code for a trailing stop initialized on a
> profit.
> > it was a c++ code, but now with the loops in afl it is not
> difficult to
> > translate it in afl.
> > only for long side. I was lazy to translate the short side this
> morning.
> >
> > the code includes a stoploss ( in case you never reach the profit
> ^_^ ...).
> >
> > stephane
> >
> > ----- Original Message -----
> > From: "danielwardadams" <danielwardadams@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Friday, April 09, 2004 7:41 PM
> > Subject: [amibroker] Re: Real-Time Trading System Examples
> >
> >
> > > 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.
> > > > >
> > > > >
> > > > >
> > > > >
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