[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] delayed real-time data



PureBytes Links

Trading Reference Links









I think you have to submit it to Tomasz so that it is
checked and registered.

 



Cheers,
Graham
http://e-wire.net.au/~eb_kavan/ 



<span
>-----Original Message-----
From: bluesinvestor
[mailto:bluesinvestor@xxxxxxxxxxxxx] 
Sent: Friday, July 02, 2004 3:18
AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Bullish
Percent Index Code #1

<font size=3
face="Times New Roman"> 

<font size=2 color=blue
face="Courier New">I forget how to add files to the 3rd party page so I
attach it here again.

<font size=2 color=blue
face="Courier New"> 

<font size=2 color=blue
face="Courier New">Regards,

<font size=2 color=blue
face="Courier New">Peter

<font size=2 color=blue
face="Courier New"> 





<font
size=3 face="Times New Roman">





<span
>From:<font
size=2 face=Tahoma> john gibb
[mailto:jgibb1@xxxxxxxxxxxxx] 
Sent: Thursday, July 01, 2004 9:30
AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Bullish
Percent Index Code #1



<font size=3
face="Times New Roman"> 



<span
>Hi,





<font size=3
face="Times New Roman"> 





<span
>where can
i download the associated DLL from?





<font size=3
face="Times New Roman"> 





<span
>thanks





<font size=3
face="Times New Roman"> 





<span
>-john







<span
>----- Original Message ----- 





<font
size=2 face=Arial>From: <a href=""
title="bluesinvestor@xxxxxxxxxxxxx">bluesinvestor 





<span
>To:<font
size=2 face=Arial> <a
href="" title="amibroker@xxxxxxxxxxxxxxx">amibroker@xxxxxxxxxxxxxxx






<span
>Sent:<font
size=2 face=Arial> Wednesday,
June 30, 2004 7:34 PM





<span
>Subject:<font
size=2 face=Arial> RE:
[amibroker] Bullish Percent Index Code #1





<font size=3
face="Times New Roman"> 



<font size=2 color=blue
face="Courier New">Tools->Plug-ins

<font size=2 color=blue
face="Courier New"> 

<font size=2 color=blue
face="Courier New">Do you have &#8216;Point & Figure Plug-in&#8217;?

<font size=2 color=blue
face="Courier New"> 

<font size=2 color=blue
face="Courier New">Regards,

<font size=2 color=blue
face="Courier New">Peter

<font size=2 color=blue
face="Courier New"> 





<font
size=3 face="Times New Roman">





<span
>From:<font
size=2 face=Tahoma> John
Ingle [mailto:jcingle_2000@xxxxxxxxx] 
Sent: Wednesday, June 30, 2004
9:15 PM
To: <a
href="">amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Bullish
Percent Index Code #1



<font size=3
face="Times New Roman"> 



<font size=3
face="Times New Roman">Thank you for the code, I
have been wanting to try this type of charting after reading 'Point &
Figure Charting' Complete Guide by Carroll Aby.





<font size=3
face="Times New Roman"> 





<font size=3
face="Times New Roman">If I understand correctly
the .dll should be downloaded to the plugins folder and the code below
will be put in the IB of AB.





<font size=3
face="Times New Roman"> 





<font size=3
face="Times New Roman">If this is correct I am
getting a sntax error: Line 12, Column 13:





<font size=3
face="Times New Roman">xo=xocalcPnF(
------------^





<font size=3
face="Times New Roman">Error 23.
Syntax error





<font size=3
face="Times New Roman"> 





<font size=3
face="Times New Roman">Can you assist please.





<font size=3
face="Times New Roman"> 





<font size=3
face="Times New Roman">Thanks,





<font size=3
face="Times New Roman">John

bluesinvestor
<bluesinvestor@xxxxxxxxxxxxx> wrote:





<font size=2 color=blue
face="Courier New">I created the attached DLL a while back and found the results to be
accurate.  The exploration (and BP calcs) makes calls to the QP2 DLL so if
you do not have Quotes Plus just remark them out.

<font size=2 color=blue
face="Courier New"> 

<font size=2 color=blue
face="Courier New">Even though Tomasz has included the ability to chart Xs and
Os, the scaling differences caused a problem.  The code below will
chart candlesticks with the appropriate color (see beginning remarks in the
AFL).  The solid line will also show the level where the traditional PnF
chart would be.

<font size=2 color=blue
face="Courier New"> 

<font size=2 color=blue
face="Courier New">There is also an attempt to create the BPNYSE, but I did not test
completely and I havent taken the time to test recently either.

<font size=2 color=blue
face="Courier New"> 

<font size=2 color=blue
face="Courier New">If there are any questions please let me know.

<font size=2 color=blue
face="Courier New"> 

<font size=2 color=blue
face="Courier New">Regards,

<font size=2 color=blue
face="Courier New">Peter

<font size=2 color=blue
face="Courier New"> 

<font size=2 color=blue
face="Courier New"> 

<font size=2 color=green
face="Courier New">// This DLL is
invoked by calling xocalcPnF(boxsize[0=traditional],reversal)<font
size=2 color=black face="Courier New">
<span
>// There will be 3 values returned by the
DLL: PnFBuySell, PnFCol and PnFVal<font size=2
color=black face="Courier New">
<span
>// For PnFBuySell: 1=Buy / 0=Sell<font
size=2 color=black face="Courier New">
<span
>// For PnFCol: 1=X / 0=O<font
size=2 color=black face="Courier New">
<span
>// For PnFVal: This is the value that
would be expressed on a traditional PnF chart.<font
size=2 color=black face="Courier New">

xo=<font
size=2 face="Courier New">xocalcPnF<font
color=black>(<span
>0,<font
color=fuchsia>3<span
>);<font size=2
color=black face="Courier New">

Color=<font
size=2 face="Courier New">IIf<span
>(PnFBuySell == <span
>1
AND PnFCol == <font
color=fuchsia>1<span
>, colorBlue,<font
size=2 color=black face="Courier New">
   <font
size=2 face="Courier New">IIf<span
>(PnFBuySell == <span
>1
AND PnFCol == <font
color=fuchsia>0<span
>, colorYellow,<font
size=2 color=black face="Courier New">
   <font
size=2 face="Courier New">IIf<span
>(PnFBuySell == <span
>0
AND PnFCol == <font
color=fuchsia>1<span
>, colorOrange,<font
size=2 color=black face="Courier New">
   <font
size=2 face="Courier New">IIf<span
>(PnFBuySell == <span
>0
AND PnFCol == <font
color=fuchsia>0<span
>, colorRed,<font
color=fuchsia>1<span
>))));<font size=2
color=black face="Courier New">

Plot(PnFVal,<font
color=fuchsia>"PnF"<font
color=black>,Color,<span
>1+<font
color=fuchsia>4<span
>);<font size=2
color=black face="Courier New">
Plot(<span
>C,<span
>"C"<span
>,Color,<span
>64);<font size=2 color=black
face="Courier New">

Filter=<span
>C><font
size=2 color=fuchsia face="Courier New">0<font size=2 color=black
face="Courier New">;<font
size=2 color=black face="Courier New">
AddColumn(<span
>C,<span
>"Close"<span
>);<font size=2
color=black face="Courier New">
AddColumn(PnFBuySell,<font
color=fuchsia>"Buy/Sell"<font
color=black>);<font
size=2 color=black face="Courier New">
AddColumn(PnFCol,<font
color=fuchsia>"Col"<font
color=black>);<font
size=2 color=black face="Courier New">
AddColumn(PnFVal,<font
color=fuchsia>"Val"<font
color=black>);<font
size=2 color=black face="Courier New">

AddColumn(MarketID<font
color=black>(<span
>0),<font
color=fuchsia>"ID"<font
color=black>);<font
size=2 color=black face="Courier New">
AddTextColumn(MarketID<font
color=black>(<span
>1),<font
color=fuchsia>"Market"<font
color=black>);<font
size=2 color=black face="Courier New">
<span
>//AddColumn(GetExtraData("HasOptions"),"Optionable");<font
size=2 color=black face="Courier New">
AddColumn(<span
>C>MA<span
>(C,<font
color=fuchsia>50<span
>),"10Wk"<span
>);<font size=2
color=black face="Courier New">
AddColumn(<span
>C>MA<span
>(C,<font
color=fuchsia>150<span
>),"30Wk"<span
>);<font size=2
color=black face="Courier New">
AddColumn(EMA<font
color=black>(C,<font
color=fuchsia>5<span
>)>EMA<span
>(C,<font
color=fuchsia>15<span
>),"5-15"<span
>);<font size=2
color=black face="Courier New">
AddColumn(RelStrength<font
color=black>(<span
>"!DJI"<span
>),"RS");<font
size=2 color=black face="Courier New">
AddColumn(IndustryID<font
color=black>(),<span
>"IID"<span
>);<font size=2
color=black face="Courier New">
AddTextColumn(IndustryID<font
color=black>(<span
>1),<font
color=fuchsia>"Industry"<font
color=black>);<font
size=2 color=black face="Courier New">
AddColumn(SectorID<font
color=black>(),<span
>"SID"<span
>);<font size=2
color=black face="Courier New">
AddTextColumn(SectorID<font
color=black>(<span
>1),<font
color=fuchsia>"Sector"<font
color=black>);<font
size=2 color=black face="Courier New">
AddColumn((Ref<font
color=black>(C,-<font
color=fuchsia>1<span
>)-L)/(<span
>H-L)*<font
color=fuchsia>100<span
>,"Range"<font
color=black>);<font
size=2 color=black face="Courier New">

x=<font
size=2 face="Courier New">IIf<span
>(MarketID<span
>()==<span
>3,AddToComposite<font
color=black>(PnFBuySell,<font
color=fuchsia>"%BPNYSEcalc"<font
color=black>,<span
>"X"<span
>),0);<font
size=2 color=black face="Courier New">
y=<font
size=2 face="Courier New">IIf<span
>(MarketID<span
>()==<span
>3
AND (PnFBuySell==<font
color=fuchsia>0<span
> OR
PnFBuySell==1<font
color=black>),AddToComposite<font
color=black>(<span
>1,<font
color=fuchsia>"%BPNYSEcalc"<font
color=black>,<span
>"V"<span
>),0);<font
size=2 color=black face="Courier New">
<span
>/*x=MarketID()==3;<font
size=2 color=green face="Courier New">
y=MarketID()==3 AND (PnFBuySell==0 OR
PnFBuySell==1);
AddColumn(x,"X");
AddColumn(y,"Y");*/<font
size=2 color=black face="Courier New">
Buy=<font
size=2 color=fuchsia face="Courier New">0<font size=2 color=black
face="Courier New">;





<font
size=3 face="Times New Roman">





<span
>From:<font
size=2 face=Tahoma> john gibb
[mailto:jgibb1@xxxxxxxxxxxxx] 
Sent: Wednesday, June 30, 2004
10:06 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Bullish
Percent Index Code #1



<font size=3
face="Times New Roman"> 



<span
>Hi Graham,





<font size=3
face="Times New Roman"> 





<span
>I use only EOD data and you mention
"real time basis", so I might not be the best to give you feedback.





<font size=3
face="Times New Roman"> 





<span
>However, for me and some symbols,
the blue staircase doesn't line up on the lowest lows and highest highs. (see
attached, applied to the QQQs)





<font size=3
face="Times New Roman"> 





<span
>Should it?





<font size=3
face="Times New Roman"> 





<span
>-john





<font size=3
face="Times New Roman"> 





<span
>----- Original Message ----- 





<span
>From: "Graham" <<a
href=""><span
>gkavanagh@xxxxxxxxxxxxx<font
size=2 face=Arial>>





<span
>To: <<a
href=""><span
>amibroker@xxxxxxxxxxxxxxx<font
size=2 face=Arial>>





<span
>Sent: Tuesday, June 29, 2004 8:43 PM





<span
>Subject: [amibroker] Bullish Percent
Index Code #1





<font size=3
face="Times New Roman"> 



Here
is stage 1 of the code on the road to producing BPI figures. This is
just the forming of the boxed values of price data. It applies only to each
stock and so far just a plot to see if the P&F values can be created on a
real time basis.

Looking for comments back after you have had a chance to work out what I
have done, and what the results look like. Any suggestions on how to tidy up
the code, any errors/omissions, appreciated as sometimes I can take a long
road as an idea meanders through my head. 

The PF values appear as a blue staircase line on backdrop of the price
chart.

Copy the code below to IB window


Cheers,
Graham
<font size=2
face=Arial>http://e-wire.net.au/~eb_kavan/


//
Bullish Percent Index
// Buy Signals generated via P&F 
// Graham Kavanagh  30 Jun 2004
SetBarsRequired(100000,100000);


function ToBox( Price )
{
 Boxes = 
 Min( Price, 0.25 )/0.0625 + 
 Max( ( Min( Price, 1 )-0.25 ) ,0 )/0.125 + 
 Max( ( Min( Price, 5 )-1 ) ,0 )/0.25 + 
 Max( ( Min( Price, 20 )-5 ) ,0 )/0.5 + 
 Max( ( Min( Price, 100 )-20 ) ,0 )/1 + 
 Max( ( Min( Price, 200 )-100 ) ,0 )/2 + 
 Max( ( Min( Price, 500 )-200 ) ,0 )/4 + 
 Max( ( Min( Price, 1000 )-500 ) ,0 )/5 + 
 Max( ( Min( Price, 25000 )-1000 ) ,0 )/50 + 
 Max( ( Price-25000 ) ,0 )/500 ;
 
 return Boxes; 
}

// round boxes down for High and up for Low
Lx = ceil(ToBox(L));
Hx = floor(ToBox(H));

// set variable values for locating peak/troughs of columns
Bar = BarIndex();
BarDate = DateNum();
BarTurn = 0;
DateTurn = 0;
DateEnd = 0;
BarEnd = 0;
fall = 1;
rise = 0;

PFC[0] = Lx[0];

reverse = 3;
dirn = -1; // -1=down, 1=up

for( i = 1; i < BarCount; i++ )
{
 if( Lx[i]<=(PFC[i-1]-1) && V[i]>0 &&
dirn==-1)         //continue down
 {
  PFC[i] = Lx[i];
  DateEnd[i] = BarDate[i];
  BarEnd[i] = Bar[i];
  fall[i] = 1;
  rise[i] = 0;
 }
 else
 {
  if( Hx[i]>=(PFC[i-1]+Reverse) && Lx[i]>PFC[i-1] &&
V[i]>0 && dirn==-1)
//Change direction to up
  {
   dirn = 1;
   PFC[i] = Hx[i];
   BarTurn[i] = Bar[i];
   DateTurn[i] = BarDate[i];
   DateEnd[i] = BarDate[i];
   BarEnd[i] = Bar[i];
   fall[i] = 0;
   rise[i] = 1;
  }
  else
  {
   if( Hx[i]>=(PFC[i-1]+1) && V[i]>0 &&
dirn==1)         //Continue up
   {
    PFC[i] = Hx[i];
    DateEnd[i] = BarDate[i];
    BarEnd[i] = Bar[i];
    fall[i] = 0;
    rise[i] = 1;
   }
   else
   {
    if( Lx[i]<=(PFC[i-1]-Reverse) &&
Hx[i]<PFC[i-1] && V[i]>0 && dirn==1)
//Change direction to down
    {
     dirn = -1;
     PFC[i] = Lx[i];
     BarTurn[i] = Bar[i];
     DateTurn[i] = BarDate[i];
     DateEnd[i] = BarDate[i];
     BarEnd[i] = Bar[i];
     fall[i] = 1;
     rise[i] = 0;
    }
    else
    {
     PFC[i] = PFC[i-1];
     rise[i] = rise[i-1];
     fall[i] = fall[i-1];
    }
   }
  }
 }
}


//Convert boxes to prices for check plotting

b1=0 + 0.25 / 0.0625;
b2=b1 + (1-0.25) / 0.125;
b3=b2 + (5-1) / 0.25;
b4=b3 + (20-5) / 0.5;
b5=b4 + (100-20) / 1;
b6=b5 + (200-100) / 2;
b7=b6 + (500-200) / 4;
b8=b7 + (1000-500) / 5;
b9=b8 + (25000-100) / 50;


function ToPrice( Value )
{
 Price = 
 Min( Value, b1 ) * 0.0625 + 
 Min( Max( Value-b1, 0 ), b2-b1 ) * 0.125 + 
 Min( Max( Value-b2, 0 ), b3-b2 ) * 0.25  + 
 Min( Max( Value-b3, 0 ), b4-b3 ) * 0.5 + 
 Min( Max( Value-b4, 0 ), b5-b4 ) * 1 + 
 Min( Max( Value-b5, 0 ), b6-b5 ) * 2 + 
 Min( Max( Value-b6, 0 ), b7-b6 ) * 4 + 
 Min( Max( Value-b7, 0 ), b8-b7 ) * 5 + 
 Min( Max( Value-b8, 0 ), b9-b8 ) * 50 + 
 Max( Value-b9, 0 ) * 500 ;

  return Price; 
}

Plot( C, "", colorBlack, styleBar);
Plot( toprice(PFC), "", colorBlue, styleStaircase);
//Plot( toprice(Lx), "", colorRed, styleStaircase);
//Plot( toprice(Hx), "", colorGreen, styleStaircase);


Title = Name()+" "+Date()+ " PFC = " + pfc + ", Rise =
" + rise + ", Fall =
" + fall;



------------------------ Yahoo! Groups Sponsor --------------------~--> 
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
<font
size=2 face=Arial>http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->


Check AmiBroker web page at:
<span
>http://www.amibroker.com/

Check
group FAQ at: <a
href=""><font
size=2 face=Arial>http://groups.yahoo.com/group/amibroker/files/groupfaq.html<font
size=2 face=Arial> 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
     <a
href=""><span
>http://groups.yahoo.com/group/amibroker/

<*>
To unsubscribe from this group, send an email to:
     <a
href=""><span
>amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*>
Your use of Yahoo! Groups is subject to:
     <a
href=""><span
>http://docs.yahoo.com/info/terms/
 


Check
AmiBroker web page at:<span
>
http://www.amibroker.com/

Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html


<font size=3
face="Times New Roman">

Check
AmiBroker web page at:<span
>
http://www.amibroker.com/

Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html





> ATTACHMENT part 2 application/x-zip-compressed name=PnF.zip





<font
size=3 face="Times New Roman">





Do
you Yahoo!?
<a
href="">Yahoo!
Mail - 50x more storage than other providers! 

Check
AmiBroker web page at:<span
>
http://www.amibroker.com/

Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html






Check
AmiBroker web page at:<span
>
http://www.amibroker.com/

Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html








Check
AmiBroker web page at:<span
>
http://www.amibroker.com/

Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html





<font size=2
face="Times New Roman">

Check
AmiBroker web page at:<span
>
http://www.amibroker.com/

Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html<font
size=2> 










Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html








Yahoo! Groups Sponsor


  ADVERTISEMENT 












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.