|
PureBytes Links
Trading Reference Links
|
Herman,
If you really have to have both in one database you can simply
do the following: import EOD data using ASCII importer
(using for example tickers with _EOD extension) and refer
to them using Foreign function.
(This of course has to be done only ONCE per day - after close
when most recent EOD data are available).
This is very simple and working approach.
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 3:56
PM
Subject: RE: [amibroker] Re: Real-Time
Trading System Examples
<FONT face=Arial
color=#000000 size=2>Hello Fred, thanks for your comments. Obviously
y<FONT face=Arial
size=2>ou have done your home work and you have identified what data aspects
are important for you, that is exactly what I suggested people
do. W<SPAN
class=625550013-12042004><FONT face=Arial
color=#000000 size=2>e all trade different systems and for anybody to
imply/assume that their personal criteria have common value and apply to
others, without knowing what type of systems the others are using makes no
sense. I may be in the market a few hours after my signal while others
may stay in for a couple of weeks. The rules and criteria are not the
same.
<FONT face=Arial
size=2>
EOD prices give me
more accurate results in my application, RT differences of up to several
percent can and have put me in the opposite position (TWS data). This
hasn't happened to me since I reverted to using EOD prices to generate my
major timing signals. Just play with the Stochastic and see how one such
deviation can have a forward effect on your chart and change your signal a few
bars after it happened.
<FONT face=Arial
size=2>
I don't know how
the EOD values are calculated, i posted at various places on the Internet but
got no authoritive replies, just personal and subjective opinions. EOD
Open prices appear to have a built-in lagless smoothing quality that
I cannot duplicate in backtesting or trading using RT data.
Awhile
back I posted a challenged for a RT formula that would generate a
Match for EOD prices... no replies, just defensive comments from those who
prefer to ignore the problem. I suspect EOD prices are defined/released by the
markets and make use of information that we do not have access to in real
time. Sometimes it is pretty hard to get to the bottom of
things.
<FONT face=Arial
size=2><FONT
size=+0><FONT face=Arial color=#000000
size=2>
Best
regards,
<FONT face=Arial
size=2>herman.
<FONT
face=Arial>
<FONT
face=Arial>
<FONT face=Tahoma
size=2>-----Original Message-----From: Fred
[mailto:ftonetti@xxxxxxxxxxxxx]Sent: Monday, April 12, 2004 8:49
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: Real-Time Trading System ExamplesAs I stated a
year or so ago, not only do EOD prices differ from intraday prices with
regards to the open, they differ regarding the close as well and in some
cases with high and low. I'm not sure why you think the EOD prices
are more accurate, especially when it comes to what is reported for
closing prices as these are typically settling prices that occur AFTER
the close and are therefore NOT tradable, but if that's what you want to
use, so be it. They are however at best only meaningful when
trading on delay i.e. buy/sell at tomorrows open NOT todays prices
whether they are based on close or intraday as they aren't in print
yet. From my perspective the only meaningful numbers are those
related to intraday not EOD.--- In amibroker@xxxxxxxxxxxxxxx,
"Herman van den Bergen" <psytek@xxxx> wrote:> There is NO
problem with how AmiBroker processes data and there is NO>
problem with Data Vendors, the price differences cannot be blamed on>
anybody, they are simply a fact of market data.> > The
differences become more important as your trades becomes shorter,
which> is the case when you migrate from EOD to RT (my situation).
Another factor> is whether you work with Indices, ETFs or
Composites. The only way for you> to know if/how you are effected
is to do your own testing. Market data is> the foundation of all
your trading systems and you should know what you are> working
with.> > IMHO, Using EOD prices in your formulas is similar to
using "smoothed" RT> prices however the advantage of using EOD
Prices is that it gives you more> accuracy in backtesting and has
no lag. My limited experience is that EOD> Open prices are
released within the first second after the Open (no lag),>
tracking this price from the eSignal EOD server starts at 09:18:00 and
it> often zeroes in on the real Open price well before 9:30:00
a.m.> > Below are some examples, comparing QP2 with eSignal
RT.> take care,> herman>
> Ticker Date/Time EOD-Open
RT-Open %Difference> AAPL
03/08/04 26.79 26.62 0.63%> AAPL
12/16/03 20.19 20.08 0.54%> AAPL
03/30/04 27.86 27.72 0.50%> AAPL
12/15/03 21.49 21.39 0.47%> AAPL
02/18/04 23.18 23.08 0.43%> AAPL
03/19/04 25.7 25.59 0.43%> AAPL
12/12/03 21.32 21.23 0.42%> AAPL
12/17/03 20.08 20 0.40%> AAPL
01/30/04 22.74 22.65 0.40%> AAPL
03/18/04 25.94 25.85 0.35%>
> Ticker Date/Time EOD-Open
RT-Open %Difference> YHOO
03/19/04 46.54 44.93 3.46%> YHOO
11/14/03 42.88 42.66 0.51%> YHOO
01/13/04 49.95 49.73 0.44%> YHOO
03/04/04 43.46 43.34 0.28%> YHOO
01/02/04 45.5 45.38 0.26%> YHOO
03/01/04 44.52 44.41 0.25%> YHOO
02/25/04 44.39 44.31 0.18%> YHOO
01/29/04 46.57 46.49 0.17%> YHOO
02/11/04 47.03 46.95 0.17%> YHOO
02/13/04 47.61 47.54 0.15%>
> Ticker Date/Time EOD-Open
RT-Open %Difference> QCOM
03/16/04 64 63.16 1.31%> QCOM
02/05/04 56.52 55.95 1.01%> QCOM
10/21/03 45.39 44.95 0.97%> QCOM
12/19/03 51.72 51.56 0.31%> QCOM
03/17/04 64.74 64.54 0.31%> QCOM
11/04/03 47.74 47.6 0.29%> QCOM
12/12/03 50.18 50.05 0.26%> QCOM
03/01/04 63.39 63.25 0.22%> QCOM
11/20/03 45.56 45.48 0.18%> QCOM
02/17/04 58.09 58 0.15%> > > >
-----Original Message-----> From: Tomasz Janeczko
[mailto:amibroker@xxxx]> Sent: Monday, April 12, 2004
5:26 AM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: Re: [amibroker] Re:
Real-Time Trading System Examples> Importance:
High> > > 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/MarketOpenCloseOrd>
ersSimulated.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 Janeczko>
amibroker.com> ----- Original Message
-----> From: Herman van den
Bergen> To:
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. 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.>
> 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.>
> I have not had an occassion where i needed
the EOD version to access the> RT version.>
>
h> -----Original
Message-----> From:
danielwardadams
[mailto:danielwardadams@xxxx]>
Sent: Sunday, April 11, 2004 9:40
PM> To:
amibroker@xxxxxxxxxxxxxxx>
Subject: [amibroker] Re: Real-Time Trading System Examples> >
> I'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@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.
|