|
PureBytes Links
Trading Reference Links
|
Hello,
I have already wrote that accessing DAILY data in intraday
database is OF COURSE POSSIBLE.
Use TimeFrame functions or just switch periodicity in AA
Settings window to DAILY.
The fact that data on EOD eSignal server are different than
time compressed data on intraday eSignal server
is NOT the problem of AmiBroker. This is because how exchanges
report EOD data and actually
time-compressed intraday data provide ACCURATE picture -
because they represent REAL trades that occured
during REAL trading session.
And represent prices that your orders could actually be
filled at.
=======================================
Mixing data from eSignal daily and intraday servers would
result in infinite confusion becuase
close at 16:00 would could be DIFFERENT depending what viewing
interval you choose.
Also problems appear with OPEN price as it is NOT
possible to trade exactly on open on certain exchanges.
For example on Nasdaq you can not place real "market on open"
order
see for example:
<A
href="">http://www.interactivebrokers.com/html/tradingInfo/orders/MarketOpenCloseOrdersSimulated.html
so you can not get filled at open (Market On Open orders are
"simulated" on Nasdaq by placing market order within first 30 seconds of
trading session)
Considering this what's the purpose of using EOD open when you
can not get filled at this price.
Using real intraday data gives you much better robustness
of your backtest (you can calculate for example the average
price of first 1 minute of trading and enter on that
price)
And of course your system seems to be way to sensitive to be
successful in real life if it yields so much different
results when daily prices differ by such small amounts. You
should really add at least 0.2% for slippage to treat
the backtest with minimum amount of credibility.
Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
Herman van den
Bergen
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, April 12, 2004 4:06
AM
Subject: RE: [amibroker] Re: Real-Time
Trading System Examples
In
simple situations you only have to run the EOD version once a day to
generate the table. <FONT
face=Arial color=#0000ff size=2>But during development i work with different
systems and watchlists, so I may want to generate many different tradelists
during the day and i shuffle back and forth between EOD and RT.
<FONT face=Arial color=#0000ff
size=2>
If
we could access both the RT and EOD database at the same time from the RT
version (Not possible right now) many problems would be solved. However there
are other reasons why creating a file with AA statistics and having a means to
read the Stats back would be handy....for example you could use two-pass
Backtests and use stats from the first pass in the second in Scoring and
PositionSize formulas, or plot the statistics from indicators, show complex
trade stats on the screen or in Interpretation windows from the chart, analyze
portfolio trades, etc. Remember that such a table offers a form of Persistent
memory that can be acessed by successive AA operations.
<FONT face=Arial color=#0000ff
size=2>
I
have not had an occassion where i needed the EOD version to access the RT
version.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>h
<FONT face=Tahoma
size=2>-----Original Message-----From: danielwardadams
[mailto:danielwardadams@xxxxxxxxx]Sent: Sunday, April 11, 2004
9:40 PMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Re: Real-Time Trading System
ExamplesI've applied to the other list but can't
access it yet.Maybe it's apparent from what you say there but would
there be a need for simultaneous instances if you could access the EOD
database directly from an RT instance? If not, you could just run the
EOD version once a day to update the data. Does the EOD version ever
need to access the RT version for anything?Dan--- In
amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen" <psytek@xxxx>
wrote:> You may want to read my post on the DLL list> <A
href="">http://finance.groups.yahoo.com/group/amibroker-dll/message/1320>
> From my post you will see that I prefer two independent but
simultaeous,> AmiBroker instances (one RT and one EOD) so that
they can communicate with> each other. I would be quite happy to
run the EOD on one screen and run the> RT on another - as long as
my RT could access the EOD Signals and> Statistics.> >
I currently have a prototype running in this fashion, it requires
Exporting> the EOD tradelist to allow my RT code to read it. I
use String Manipulation> to parse the code, match dates, and fill
in my RT data with EOD> signals/prices. While running RT i use the
selected (or loop) date to> retrieve the relevant Row from the
TradeReport file. It works but is slow> and still buggie, I would
prefer a simple and fast DLL as outlined in my DLL> post. As you
can read there it would offer a variety of other attractive>
applications. With a little luck somebody with C-expertise will like
the> idea and write a DLL. Most of the work has already been done and
is> available from the public domain OSAKA C-Sourcecode in DLL
files.> > wrt the -at list, I gave up on Ninja because i found
it too highly> integrated with it's proprietary Entry/Exit
strategies. I prefer to do my> "own thing" using the simplest
possible API interface. There haven't been> many posts because
Tomasz may be offering Automated trading at some point,> it would
be unlikely for any parallel efforts to be competative in terms
of> features, reliability and delivery date.> > best
regards,> herman> -----Original
Message-----> From: mrdavis9
[mailto:mrdavis9@xxxx]> Sent: Sunday, April 11, 2004 5:23
PM> To: amibroker@xxxxxxxxxxxxxxx>
Subject: Re: [amibroker] Re: Real-Time Trading System
Examples> Importance: High> >
> My post below was intended to encourage you to keep
this discussion> PUBLIC, and only use private emails where
necessary. I won't have time to> study it in depth
till later. However, I am saving all automated trading>
discussions that I see in an Outlook Express folder entitled
AUTOMATED> TRADING. I don't have a lot of saved
messages yet, but I have copied one> here as an example of what I
am saving, I saw this on the Ninja Trader yahoo> group. I
stopped watching their discussions awhile back. Ron
D>
==================================================================>
> I've taken 5 systems which I was using to trade
manually, changed> them so they can run without me,
backtested them on IRT until I'm> happy with them and set
them off live.> > Expectancy (based on (Pw * Aw)-
(Pl * Al) where P = probability, A => Average, w =
win and l = loss) ranges from 1.8 to 2.7 and R/R from>
2.4 to 6.1. Percent wins range from 38% to 52% in the
backtest> period. All systems use a variety of indicators
(CCI, FASTD and> custom indicators mostly) and multiple
time frames.> > The single most important factor
in improving backtested performance> turned out to be
identifying conditions in longer timeframes which> lead
to poor results and modifying the scans to prevent trading
when> those conditions apply. With some scans this
results in very few> trades (15 or 20 per quarter) so
backtest results are statistically> dubious and, as
backtesting itself is not a 100% representation of> what
will happen in real life, I will hold off buying the yacht
for> the timebeing.> >
========================================================>
----- Original Message -----> From:
dingo> To:
amibroker@xxxxxxxxxxxxxxx> Sent: Sunday,
April 11, 2004 1:49 PM> Subject: RE:
[amibroker] Re: Real-Time Trading System Examples> >
> I posted some code (vbScript) to export the
trade list under some> circumstances - look back using this
thread subject.> > d> >
> >
-------------------------------------------------------------------------->
From: mrdavis9
[mailto:mrdavis9@xxxx]> Sent:
Sunday, April 11, 2004 2:38 PM>
To: amibroker@xxxxxxxxxxxxxxx>
Subject: Re: [amibroker] Re: Real-Time Trading System Examples>
> > I am also interested
in the subject of this thread. Ron
D> ----- Original
Message -----> From:
danielwardadams> To:
amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, April 11, 2004 1:30
PM> Subject:
[amibroker] Re: Real-Time Trading System Examples> >
> Herman &
dingo,> I'd also be
interested in anything you come up with. I want to
solve> the same
problem as you Herman. Hope you're making better
progress> than me
though ...> >
Dan> >
> --- In
amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx>
wrote:> >
sounds neat. I'll contact you off-line to work up some
specs.>
>> >
d>
>>
>>
>
_____>
>> > From:
Herman van den Bergen
[mailto:psytek@xxxx]>
> Sent: Friday, April 09, 2004 9:51
PM> > To:
amibroker@xxxxxxxxxxxxxxx>
> Subject: RE: [amibroker] Real-Time Trading System
Examples>
>>
>> > Anytime
you are ready, if you write the code for the
tradelist> export
I'll> > share
whatever afl I turn out to read the file from RT
:-)> > I have the
basics working and hope to finish it over the
weekend.> It is
kind> > of neat
you just click anywhere on the RT chart and see all the>
EOD> > particulars
in the RT Interpretation window :-) still have to
do> the
date> >
matching...>
>> >
h>
>>
>>
>> >
-----Original
Message-----> >
From: dingo
[mailto:dingo@xxxx]>
> Sent: Friday, April 09, 2004 9:37
PM> > To:
amibroker@xxxxxxxxxxxxxxx>
> Subject: RE: [amibroker] Real-Time Trading System
Examples> >
Importance: High>
>>
>> > Your
BTW is EXACTLY what I was going to
suggest.>
>> > I'll work
you up something to do the exporting (and little
bit> more).
How> > soon do you
need it?>
>> >
d>
>>
>>
>>
>
_____>
>> > From:
Herman van den Bergen
[mailto:psytek@xxxx]>
> Sent: Friday, April 09, 2004 9:13
PM> > To:
amibroker@xxxxxxxxxxxxxxx>
> Subject: RE: [amibroker] Real-Time Trading System
Examples>
>>
>> >
InLine...>
>> >
-----Original
Message-----> >
From: dingo
[mailto:dingo@xxxx]>
> Sent: Friday, April 09, 2004 7:49
PM> > To:
amibroker@xxxxxxxxxxxxxxx>
> Subject: RE: [amibroker] Real-Time Trading System
Examples> >
Importance: High>
>>
>> > I'm still
trying to get my head around what approach you're>
wanting> to
take.>
>> > Are you
going to use EOD data and formula to produce your
buy>
signals?> > Yes,
because they are more accurate than RT signals - for what i>
am>
doing.>
>> > Or are you
going to use Realtime data and another formula to do>
your> >
entries?> >
Yes.>
>> > Are you
going to use Realtime data and formula to
manage> stops/exits
for> > open
positions?> >
Yes.>
>> > If that's
the case then you won't need to mix your databases
and> your
EOD> > formula can
be separate from the realtime formula,
right?> > Indeed,
but only in real trading, the problem is that I need
to> >
develop&optimize the RT components with backtesting. How would
I> optimize
my> > RT stops
over historical data if I don't have access to the
EOD>
signals,> > stock
picks, scores, shares, and trade-prices in my formula?
All> these
are> > based on
EOD data and can not be calculated accurately in
RT.>
>> > I assume
you have the EOD formula that generates the buys
working> >
satisfactorily?> >
Yes, but is is price sensitive and gets all confused dealing
with> >
things> > like -17
to +30 cts RT volatility/noise of the OHLC Prices
(AAPL).>
>> > If you are
going to use a formula to manage your stops/exits
have> you
been> > able to
complete this or is this the question that you're
asking?> >
There are many formulas and i haven't decided which to use,
My> system
must> > first work
with EOD performance in an RT
environment.>
>> > Assuming
you have a formula to manage those stops/exits - have
you>
worked> > out a
way to trigger the
trade?> >
NO.>
>> > I believe
you mentioned that Ninja Trader wasn't the answer.
Is> this
a> > piece you're
asking about as
well?> > Not now,
waiting for TJ to introduce automation... i still
have> work to
do> > and hope to
be ready when TJ
is...>
>> > Lots of
questions, eh?> >
Not really; I have a lot more
:-)>
>> > I'm asking
because I'm headed in that direction as well - just
not> as
ready> > as you
are right now.> >
Let me know how things work out for you... and what path you>
decide>
on.>
>> > BTW, today
I thought of another approach, a brute force
method> alright
but> > it might
work. I simply export the entire EOD trade list and
read> it
from> > the RT
code. For each RT date I look up the matching EOD row in>
the>
Trade> > list, I
then extract whatever information i need. Tried it, It
is>
actually> > faster
than i expected. All i need now is an automatic Export
at> the end
of> > my EOD
backtest ;-) any
ideas?>
>> >
h>
>> >
TIA>
>> >
d>
>>
>>
>
_____>
>> > From:
Herman van den Bergen
[mailto:psytek@xxxx]>
> Sent: Friday, April 09, 2004 12:01
PM> > To:
amibroker@xxxxxxxxxxxxxxx>
> Subject: RE: [amibroker] Real-Time Trading System
Examples>
>>
>> > [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@xxxx]>
> 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@xxxx]>
> 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: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
>
-------------------------------------------->
> Check group FAQ
at:> > <A
href="">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: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
>
-------------------------------------------->
> Check group FAQ
at:> > <A
href="">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: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
>
-------------------------------------------->
> Check group FAQ
at:> > <A
href="">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: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
>
-------------------------------------------->
> Check group FAQ
at:> > <A
href="">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: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
>
-------------------------------------------->
> Check group FAQ
at:> > <A
href="">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: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
>
-------------------------------------------->
> Check group FAQ
at:> > <A
href="">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: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
>
-------------------------------------------->
> Check group FAQ
at:> > <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
>>
>>
>>
>
_____>
>> > Yahoo!
Groups Links>
>>
>> > * To visit
your group on the web, go
to:> > <A
href="">http://groups.yahoo.com/group/amibroker/>
>>
>> > * To
unsubscribe from this group, send an email
to:> >
amibroker-unsubscribe@xxxxxxxxxxxxxxx>
>
<mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>>
>>
>> > * Your use
of Yahoo! Groups is subject to the Yahoo! Terms
of>
Service> > <<A
href="">http://docs.yahoo.com/info/terms/>
.> > >
> Send BUG REPORTS to
bugs@xxxx> Send
SUGGESTIONS to
suggest@xxxx>
----------------------------------------->
Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx>
(Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
-------------------------------------------->
Check group FAQ at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
Yahoo! Groups Links> > > > > >
>
---> Outgoing mail is
certified Virus
Free.> Checked by AVG
anti-virus system (<A
href="">http://www.grisoft.com).>
Version: 6.0.656 / Virus Database: 421 - Release Date: 4/10/2004>
> > Send BUG REPORTS to
bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
----------------------------------------->
Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx>
(Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
-------------------------------------------->
Check group FAQ at:> <A
href="">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: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
-------------------------------------------->
Check group FAQ at:> <A
href="">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: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group
FAQ at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> > >
---------------------------------------------------------------------------->
--> Yahoo! Groups Links>
> a.. To visit your group on the web, go
to:> <A
href="">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.Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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 the Yahoo! Terms of Service.
|