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Thanks Tomasz,
The notepad function sounds interesting. Can we read/write from afl?
It'd be REALY nice if we could have multiple notepads for each stock -
With reference ID, So the user could designate one for general text notes
(Default) and others for trade notes (ie comma seperated list of details
for reading via AFL/ID).
ATB
Michael.
At 06:29 AM 16/06/2004, you wrote:
>Hello,
>
>A new beta version (4.57.0) of AmiBroker has just been released.
>
>It is available for registered users only from the members area at:
><http://www.amibroker.com/members/bin/ab4570beta.exe>http://www.amibroker.com/members/bin/ab4570beta.exe
>and
><http://www.amibroker.net/members/bin/ab4570beta.exe>http://www.amibroker.net/members/bin/ab4570beta.exe
>
>(File size: 792 562 bytes, 792 KB)
>
>If you forgot your user name / password to the members area
>you can use automatic reminder service at:
><http://www.amibroker.com/login.html>http://www.amibroker.com/login.html
>
>The instructions are available below and in the "ReadMe" file
>( Help->Read Me menu from AmiBroker )
>
>
>It is highly recommended upgrade to all users of versions 4.53.x - 4.56.x
>
>
>Best regards,
>Tomasz Janeczko
>amibroker.com
>
>
>
>AmiBroker 4.57.0 Beta Read Me
>
>
>
>June 15, 2004 22:23
>
>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 4.57.0 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 4.57.0 (as compared to 4.56.1)
> * profit distribution chart took a bit long when profits were
> extremely large - now it is fixed
> * changed vertical line selection code to prevent line disappearing
> after RT update
> * vertical line selection is now working fine in multiple linked
> windows displaying different time frames
> * chart panes can be now moved up/down using View->Pane->Move Up/Down
> without need to re-insert everything to change the order
> * fixed 'approx. X days' text in the "Database Settings" window that
> reported wrong values in versions 4.53..4.56
> * when "show arrows" option is selected in AA window then correct
> interval is selected in the chart (it was not functioning properly for
> beta versions 4.53..4.56 and intraday data)
> * added Notepad window (View->Notepad) that allows to store free-text
> notes about particular security. Just type any text and it will be
> automatically saved / read back as you browse through symbols. Notes are
> global and are saved in "Notes" subfolder as ordinary
> * text files.
> * implemented browser-like history Back/Forward in menu View->History
> and in the toolbar,(keyboard shortcuts Back: Ctrl+Alt+LEFT, Forward:
> Ctrl+Alt+RIGHT, you can change it in Tools->Prefs->Keyboard) Please note
> that due to customization features of the toolbar on old installations
> the Back/Forward buttons will not appear unless added manually (click
> with RIGHT mouse button over standard toolbar, select "CUSTOMIZE" menu
> and add Back/Forward buttons.)
>
>CHANGES FOR VERSION 4.56.1 (as compared to 4.56.0)
> * fixed crash at address: 0x474f54
> * fixed K-ratio calculation. Now follows exactly corrected Excel sheet
> from page 89 of "Quantitative Trading Strategies" by Lars Kestner
> (published 2003).
> * because of many people not reading the comment regarding new "Limit
> trade size as % of entry bar volume" setting, implemented checking for
> volume = 0 in data files. If volume is equal to 0 in your data file then
> this trade size limit does not apply.
>
>CHANGES FOR VERSION 4.56.0 (as compared to 4.55.1)
> * fixed crash when RT quote window ticker list contained symbol that
> did not exist in the database
> * added Toolbar customization:
> * right-click over any toolbar and choose "CUSTOMIZE" menu to
> add/remove/arrange toolbar buttons. You can also press ALT key and
> move/arrange buttons within one toolbar without needing to open
> "customize" dialog
> * eSignal plugin 1.7.1: fixed problem with zero data when the user
> selected not enough bars to load (mixed mode requires a bit more bars)
>
>CHANGES FOR VERSION 4.55.1 (as compared to 4.55.0)
> * implemented workaround to Windows XP status bar display problem
> causing plugin status indicator not 'disappearing' sometimes
> * fixed problem with crash sometimes occuring when calling Import()
> OLE automation method
> * when AB was not running.
> * Versions 4.54-4.55 are localization-enabled and month names are
> localized too, localized strings have to be setup at the start of the
> program, but this was working correctly only if GUI was launched. When
> creating AB OLE object without GUI month name string were not
> * set-up correctly and this caused problems. (This fixes problems with
> CSI/UA export as well as AQ trying to import to non-existing instance of AB)
> * fputs/fgets/fclose/feof file functions are now protected against
> using null file handle
> * (common coding error among AFL users)
> * Parameter names are not truncated in the parameter list
>
>CHANGES FOR VERSION 4.55.0 (as compared to 4.54.0)
> * Median and Percentile calculations include current bar
> * new symbols added via CategoryAddSymbol trigger workspace ticker
> list refresh
> * calling COM methods returning nothing (void) does not cause "type
> mismatch" message
> * duplicate parameters are no longer produced when user specifies
> parameter names with trailing/leading spaces in
> Param()/ParamStr()/ParamColor()
> * now it is safe to call AB.RefreshAll() from inside of AmiBroker
> because this method is protected against locking up / looping by not
> allowing consequent refresh if previous refresh occured in less than one
> second
> * Parameters window now is resizable
> * Parameters window now support date and time parameters.
> * Corresponding new AFL functions are:
> * ParamDate( "Name", "Default date", format = 0 );
> * where:
> * "Name" is a string holding parameter name
> * "Default date" is a string holding date in any any format:
> * YYYY-MM-DD
> * MM/DD/YY
> * DD-MM-YY
> * etc, etc.
> * format - defines return value format, allowable values are:
> * 0 - return value is a NUMBER and holds DateNum. Ie: 990503 for May
> 3, 1999,
> * 1 - return value is a STRING formatted holding date according to
> your windows regional settings
> * ParamTime( "Name", "Default time", format = 0 );
> * where:
> * "Name" is a string holding parameter name
> * "Default time" is a string holding date in any of the following
> formats:
> * HH:MM:SS
> * HH:MM
> * format - defines return value format, allowable values are:
> * 0 - return value is a NUMBER and holds TimeNum. Ie: 133515 for 13:35:15
> * 1 - return value is a STRING formatted holding time according to
> your windows regional settings
>
> * Examples:
> * Title = WriteVal( ParamDate("ParamDateAsDateNum","2004-05-14"), 7.0 );
> * Title = ParamDate("ParamDateAsString","2004-05-17",1);
> * portfolio/individual backtester/optimizer, new setting in
> AA->Settings->Portfolio:
> * "Limit trade size as % of entry bar volume" (default = 10%)
> * This prevents from entering the trades greater than given percentage
> of entry bar's volume.
> * For example if backtesting daily data and today's volume for thinly
> traded stock is 177,000 shares, setting this to 10% will limit the
> maximum trade size to 17,700 shares (10% of total daily volume). This
> prevents from 'affecting the market'
> * by huge orders.
> * IMPORTANT NOTE:
> * Some instruments like MUTUAL FUNDS come without VOLUME data. To
> backtest such instruments please set this field to ZERO (0). This
> effectively turns OFF this feature. Otherwise you won't be able to enter
> any trade at all. Suggestions are welcome how to handle this problem
> automatically (maybe just detect if bar's volume is ZERO and then allow
> entering any size?)
> * K-ratio calculation changed following the change made by its
> creator, Mr. Lars Kestner.
> * Quoting from the book "Quantitative Trading Strategies" from 2003 by
> Lars Kestner:
> * [ - - - ]
> * " The K-ratio is a unitless measure of performance that can be
> compared across markets and time periods. [ - - - ] Traders should
> * search for strategies yielding K-ratios greater than +0.50.
> Together, the Sharpe ratio and K-ratio are the most important
> * measures when evaluating trading strategy performance. Note: When I
> created the K-ratio in 1996, I thought I had created a
> * robust measure to evaluate performance. In mid-2000, trader Bob
> Fuchs brought a small error to my attention regarding the
> * scaling of the K-ratio. He was correct in his critique and I have
> corrected the error in this text. Publications prior to 2002 will
> * show a different formula for the K-ratio. The updated formula in
> this book is correct."
> * Mr Lars Kestner has corrected his formula based on this critique:
> K-ratio = slope / ( sterr * per )
> slope: Linear regression slope of equity line sterr: Standard error of
> slope per: Number of periods in the performance test
> Special thanks to Jeremy Berkovits who brought that to my attention.
>
>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 enhanced Now 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, click
> * on "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 only
> * c) night session only
> * d) 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 on
> * a) 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 3
> * to 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 seconds
> * format = 1 - as above plus TICK bar intervals are returned with
> negative sign
> * so Interval() function applied to 10 tick chart will return -10
> * format = 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 worked
> * in old backtest mode only)
> * SetOption("CommissionAmount", amount ) works now in portfolio mode
> too (previously worked
> * in 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,CLOSE
> * will 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/optimize
> * 1 : individual backtest/optimize
> * 2 : old backtest/optimize
> * For 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 backtest AB.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
> versions format = 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 4.51 format = 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
> title
> * and 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 title Plot( MA( C, 20 ),
> "MA20", colorGreen );
> * SetOption( "field", value )
> * accepts new fields:
> * "CommissionMode" -
> * 0 - use portfolio manager commission table
> * 1 - percent of trade
> * 2 - $ per trade
> * 3 - $ 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 fields
> * reported 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 refreshed
> * way 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.com
>
>
>Check AmiBroker web page at:
><http://www.amibroker.com/>http://www.amibroker.com/
>
>Check group FAQ at:
><http://groups.yahoo.com/group/amibroker/files/groupfaq.html>http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
>
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