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[amibroker] Re: What's wrong with this formula?



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Thank 
you very much Tomasz, to be able to access both types of data is just <FONT 
size=3>great. Your work is much 
appreciated!!
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>Perhaps my questions/desires are a bit premature... but could you 
explain to what extend we can use this. For example:
<FONT face=Arial color=#0000ff 
size=2> 
1) 
When we run a back test set to Daily periodicity, will the back tester use EOD 
or RT data? ...Will a choice be possible at some point?
<FONT face=Arial color=#0000ff 
size=2> 
2) 
When using TimeFrames, will using TimeFrameSet(inDaily) use the EOD db 
and TimeFrameSet(in1Minute) use the RT db? ...Will a DataBaseSet(EOD) and 
DataBaseSet(RT) be available at some point?
 
3) If 
possible at this stage, how would we code to run the first part 
of the system in EOD, for example to calculate Timing signals and Scores, and 
then switch to 1-Minute data to process intraday entries/exits? 

<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>TIA,
<FONT face=Arial color=#0000ff 
size=2>herman.

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Tomasz Janeczko 
  [mailto:amibroker@xxxxxx]Sent: Wednesday, April 28, 2004 2:23 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] 
  AmiBroker 4.54.0 BETA released
    
  
  Hello,A new beta version (4.54.0) of 
  AmiBroker has just been released.
  It is available for registered users only 
  from the members area at:<A 
  href=""><FONT face=Arial 
  size=2>http://www.amibroker.com/members/bin/ab4540beta.exe<FONT 
  face=Arial size=2>and<A 
  href=""><FONT face=Arial 
  size=2>http://www.amibroker.net/members/bin/ab4540beta.exe<FONT 
  face=Arial size=2>(File size: 770 408 bytes, 770 KB)If 
  you forgot your user name / password to the members areayou can use 
  automatic reminder service at: <A 
  href=""><FONT face=Arial 
  size=2>http://www.amibroker.com/login.html<FONT face=Arial 
  size=2>The instructions are available below and in the "ReadMe" file( 
  Help->Read Me menu from AmiBroker )
   
  The highlight of this version is mixed 
  EOD/intraday mode that allows
  working with very long EOD histories and intraday 
  data in single database
  (there is no longer the need to run two instances 
  for that). Currently this mode is supported
  by eSignal and Market Cast plugins 
  only.
   
  The archive comes with updated versions of 
  eSignal (1.7.0) and MarketCast (1.1.0)
  plugins both featuring support for new mixed 
  EOD/Intraday mode.
   
  To create database with new mixed mode you have 
  to go to
  File->New database and create it as usual, but 
  later click on "Intraday Settings" button
  and make sure that "Allow mixed intraday/EOD" box 
  is checked.
   
  Best regards,Tomasz Janeczkoamibroker.com 
  
  
  AmiBroker 4.54.0 Beta Read Me
  April 28, 2004 20:08 
  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 
  4.54.0 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 4.54.0 (as compared to 
  4.53.1)
  
    "Allow mixed EOD/intraday data" mode added 
    (controllable from File->Database Settings->Intraday, checkbox with 
    the same name) it allows to work with database that has a mixture of 
    intraday and EOD data in one data file. If this is turned on then in 
    intraday modes EOD bars are removed on-the-fly and in daily mode EOD bars 
    are displayed instead of time compressed intraday or if there is no EOD bar 
    for corresponding day then intraday bars are compressed as usual. 
    This mode works in conjunction with new versions 
    of plugins that allow mixed data. Mixed mode is now supported by MarketCast 
    plugin (1.1 or higher)(Australia) and eSignal plugin (1.7.0 or higher) 
    only.
    Mixed mode allows intraday plus very long daily 
    histories in one database.
    Note that this is EXPERIMENTAL feature. 
    
    
    Real-Time quote window enhancedNow only 
    fields that are changed change the background to 'yellow' and if the value 
    in given field increases then it is displayed in green if decreases then is 
    displayed in red. This allows easy identification of movement.
    
     all strings in the program moved to 
    resources for easy localization 
    
     fixed problem with SetForeign()+FullName() 
    returning symbol instead of full name of foreign security.
    
     added new AFL function IsContinuous() to 
    check if "continuous" flag is turned on in Symbol->Information 
    window
    
     OLE properties can be retrieved 
    (DISPATCH_PROPERTYGET) directly from AFL now using parameterless function 
    syntax. This allows reading values exposed by OLE automation directly from 
    AFL code. Example:
    AB = CreateObject("Broker.Application"); 
    Stocks = AB.Stocks(); // get collection Stock = Stocks.Item( Name() 
    ); // currently selected "FullName : " + Stock.FullName(); 
    "Alias : " + Stock.Alias(); "Address : " + Stock.Address(); 
    "Shares: " + Stock.Issue(); "Book value: " + Stock.BookValue(); 
    "Market : " + Stock.MarketID(); "WebID : " + 
    Stock.WebID();
    You can check if OLE object is valid by calling 
    IsNull() function, example:
    AB = CreateObject("Broker.Application"); 
    Stocks = AB.Stocks(); // get collection Stock = Stocks.Item( "INTC" 
    ); if( IsNull( Stock ) ) {   printf("COM object 
    invalid (Null) - symbol does not exist\n"); } else { 
      printf("COM object valid - you can access its methods\n"); 
    }  
    
     IsEmpty/IsNull and IsTrue functions operate 
    with scalars and OLE dispatches without upsizing them to 
    array
  CHANGES FOR VERSION 4.53.1 (as compared to 
  4.53.0)
  
    addressed problem with broker.layers file. Now 
    version 4.53.1 correctly reads broker.layers file saved with older versions 
    however note that old versions are not compatible with new format. 
    layer properties dialog provides more 
    comfortable setting of layer visibility 
    other minor fixes
  CHANGES FOR VERSION 4.53.0 (as compared to 
  4.52.0)
  
    per-group intraday settings (filtering/daily 
    compression) Use Symbol->Categories: "GROUP" -> Use own intraday 
    settings, clickon "Intraday settings" button to define intraday settings 
    specific to given group.
    intraday settings now allow to specify separate 
    day (RTH) and night (ETH) sessions
    time filtering now allows to display:a) 24 
    hours trading (no filtering)b) day session onlyc) night session 
    onlyd) day and night sessions only
    new intraday time compression mode: Day/Night - 
    shows two bars (day and night) per day
    daily compression can be now based ona) 
    exchange time (available since 4.00)b) local time (available since 
    4.50)c) day/night session times definable by the user (new)
    when "activatestopsimmediately" is turned ON 
    then cash from stopped out positions is NOT available to enter trades the 
    same day
    easy access to selected category settings from 
    Symbol->Information window.
    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)
  
    fixed problem with fixup=0 and handling multiple 
    data holes in a row
    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 3to make sure that ASCII importer accepts 
    only symbols that have no more than 3 characters (this excludes ASX options 
    and warrants)
    fixed problem with incorrect very first value of 
    the array returned by variable-period version of HHV/LLV 
    fixed Procedure/function parameter overwrite 
    issue when using built-in price arrays and variable overwrite 
    issue
    memory allocated for return value is marked for 
    earlier freeing so calling user-defined functions inside loops should 
    consume less memory 
    Interval() function enhanced. Now accepts format 
    parameter:Interval( format = 0 );possible values:format = 0 - 
    returns bar interval in secondsformat = 1 - as above plus TICK bar 
    intervals are returned with negative signso Interval() function applied 
    to 10 tick chart will return -10format = 2 - returns STRING with name of 
    interval such as "weekly/monthly/daily/hourly/15-minute/5-tick"
    vertical quote selection line in linked windows 
    is now independent 
    changing "same day stops" via 
    SetOption("ActivateStopsImmediately") in portfolio backtest mode has an 
    effect now (previously reacted only on manual settings)
    SetOption("CommissionMode", mode ) works now in 
    portfolio mode too (previously workedin old backtest mode 
    only)
    SetOption("CommissionAmount", amount ) works now 
    in portfolio mode too (previously workedin old backtest mode 
    only)
    $SEPARATOR command in ASCII importer definitions 
    now allows to import files that have fields separated by more than one 
    separator characters Separator string (array of characters) must be enclosed 
    in quotation marks. If there is only one separator character (as in old 
    versions) then quotation marks are needed.For example files with joined 
    date and time$SEPARATOR ", "$FORMAT 
    DATE_YMD,TIME,OPEN,HIGH,LOW,CLOSEwill 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)
    Import wizard now supports new separators 'comma 
    or space', 'semicolon or space' and 'tab or space' 
    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)
  
    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)
  
    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/optimize1 : individual 
    backtest/optimize2 : old backtest/optimizeFor 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 backtestAB.Analysis.Optimize( 0 ); // perform 
    portfolio optimize
    
    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();
    
    AFL function Now( format = 0 ) accepts new 
    parameter values 
    Returns current date / time in numerous of 
    formats: // formats supported by old versionsformat = 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 4.51format = 
    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)
    
    Custom indicators:If plot name is empty the 
    value of such plot does not appear in the titleand 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 titlePlot( MA( C, 20 ), "MA20", colorGreen 
    );
    
    SetOption( "field", value )accepts new 
    fields:"CommissionMode" - 0 - use portfolio manager commission 
    table1 - percent of trade2 - $ per trade3 - $ 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 )
    
    new AFL function: GetOption( "field" ) - 
    retrieves the settings, accepted fields the same as in SetOption.
    Example:
    PositionSize = -100 / 
    GetOption("MaxOpenPositions");
    
    new AFL function: GetRTData( "field" )- 
    retrieves the LAST (the most recent) value of the following 
    fieldsreported 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 refreshedway 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");
    
    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.comSend 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 
  


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