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That can not be done with Amibroker alone-its not possible with
yahoo data.
You can do it with Quotes Plus (www.qp2.com) then use the
GetExtraData feature.
Hope that helps.
Brian
--- In amibroker@xxxxxxxxxxxxxxx, "virtuouz_pagan" <mbsingh@xxxx>
wrote:
>
> One other thing. Can AmiBroker scan for low float stocks? IF so,
> how can that be done.
>
> thanks...
>
> --- In amibroker@xxxxxxxxxxxxxxx, "virtuouz_pagan" <mbsingh@xxxx>
> wrote:
> >
> > thank you Tom...very helpful.
> >
> > one follow up question. You mentioned that there can be only
one
> > open position open per security. Does this mean that averaging
> > in/out cannot be done. For instance, i have a system that uses
> > various critierias for entry. Once a trade is made, if those
> > criterias continue to trigger signals, the system will open
> > additional position each time the signal is triggered. this is
by
> > design and i wanted the system to have the ability to average in.
> >
> > maybe an example would be clear. here is one my scripts. the
> > source is provided. can everything done here be easily converted
> to
> > AFL? thanks again
> >
> > http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?
id=33609
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> <amibroker@xxxx>
> > wrote:
> > > Hello,
> > >
> > > "i think the feature i would miss the most is the Position
> > > Management. "
> > >
> > > I am not sure if you mean managing position size but
> > > if so, it is available here via PositionSize variable.
> > > http://www.amibroker.com/guide/h_backtest.html
> > >
> > > "I also liked the WLD layout and editor. just started
> > > evaluating Amibroker and the editor there seems/feels like
just
> a
> > > textbox..a large one."
> > >
> > > The AFL editor will be changed in next few betas.
> > >
> > > "1) can you annotate your charts programmatically in
AmiBroker?"
> > >
> > > Currently only using NoteSet/NoteGet functions
> > > http://www.amibroker.com/f?noteset
> > > (this writes/reads notes to notepad window)
> > >
> > > "2) if position management functions are not available, how
can
> > you
> > > keep track of open trades and such things as profit, bars,
MFE,
> > etc?"
> > > Currently AmiBroker keeps track of open trades so, that it
allows
> > > one open position per security at given bar. So you can have
> > > multiple positions on multiple symbols but only one position
on
> > > given security at given time point.
> > > To find out if you are in the long position you can use simple
> > statement
> > > like this:
> > > In_long = Flip( Buy, Sell );
> > >
> > > Profit per security is simply obtained using Equity(1)
function,
> > > for example profit of long trades:
> > >
> > > e = Equity(1 );
> > > LongProfit = e - ValueWhen( Buy, e );
> > >
> > > MAE/MFE per symbol can be easily obtained via HighestSince,
> > LowestSince
> > > functions.
> > >
> > > "3) writing Systems. Each system is represented by an AFL
file,
> > > correct? "
> > > Yes.
> > >
> > > "4) can scripts be reused? for instance, i have some Utility
> > scripts
> > > i use in WLD. i can include them using the "$I" include
> > instruction
> > > and this gives me access to all functions in that script."
> > >
> > > Yes AFL has #include statement too:
> > > http://www.amibroker.com/guide/afl/afl_view.php?name=%23include
> > >
> > > "5) Can anyone point me to any recent reviews of AmiBroker?"
> > > Active Trader Magazine, October 2004
> > > pages 22...24
> > >
> > >
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "virtuouz_pagan" <mbsingh@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Wednesday, October 20, 2004 10:00 PM
> > > Subject: [amibroker] Re: AmiBroker vs Wealth-Lab
> > >
> > >
> > >
> > >
> > > i think the feature i would miss the most is the Position
> > > Management. I also liked the WLD layout and editor. just
> started
> > > evaluating Amibroker and the editor there seems/feels like
just
> a
> > > textbox..a large one.
> > >
> > > I have some systems i would like to try and convert to
> AmiBroker.
> > > will see what that entails. Questions:
> > > 1) can you annotate your charts programmatically in AmiBroker?
> > > 2) if position management functions are not available, how can
> you
> > > keep track of open trades and such things as profit, bars,
MFE,
> > etc?
> > > 3) writing Systems. Each system is represented by an AFL
file,
> > > correct?
> > > 4) can scripts be reused? for instance, i have some Utility
> > scripts
> > > i use in WLD. i can include them using the "$I" include
> > instruction
> > > and this gives me access to all functions in that script. Can
a
> > > similar thing be done in AmiBroker?
> > > 5) Can anyone point me to any recent reviews of AmiBroker?
> > >
> > > thanks
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, Daniel Ervi <daniel@xxxx>
> wrote:
> > > > Hi,
> > > >
> > > > I'm still around, and probably much more active with
AmiBroker
> > > than I have ever been. The acquisition of Wealth-Lab by
> Fidelity
> > > tipped the scales back to Amibroker for me. I've been porting
> all
> > > my WLD systems and DLLs back to AmiBroker. Now that
AmiBroker
> > > supports automated trading, at least in beta format, I have no
> > > compelling reason to stay with WLD, and many reasons not to.
> > > >
> > > > However, I will still miss a few things from the WLD
platform:
> > > >
> > > > - Better graphics support. This means the Windows Device
> > > Context drawing add-in API, along with all the easy
WealthScript
> > > DrawCircle, DrawHorzLine, DrawText, DrawRectangle,
DrawTriangle,
> > > etc, functions. All my addin DLLs used the Windows API
> directly,
> > > which was the single biggest hurdle for me in porting my
> material
> > > back to AmiBroker. Having this available would allow such a
> rich
> > > set of drawing features to be made available, the platform
would
> > > truly become unlimited. LineArray() helped, but it allocates
a
> > > complete array for each trendline I draw in my pattern DLL
> > routines,
> > > which slows things down. Tomasz has promised this in a future
> > > release, and he does keep his promises so I am happy to make
do
> in
> > > the mean time.
> > > >
> > > > - Position management functions - I'm guessing this would
be
> > > tough to implement in AmiBroker as it might require changes to
> the
> > > backtester, but from a traders viewpoint it really does
simplify
> > how
> > > we code our systems. PositionBasisPrice, PositionMAE,
> > > PositionEntryPrice, PositionActive, PositionExitBar,
> > PositionProfit,
> > > etc, really make evaluating a trade simple, and you don't have
> to
> > > remember the boolean state of your system. Scaled exits with
> > > SplitPosition was a bonus too.
> > > >
> > > > - Separate position sizing scripts. I loved this feature
> > > most!!! It made it so simple to code five or six different MM
> > > schemes (Volatility, % risk, Round lots, Streaks, etc.) and
then
> > > apply it to any system simply by clicking. The influence that
> MM
> > > can have on a system is phenomenal, and I still think WLD is
the
> > > undeniably best way of exploring this. AmiBroker is capable
of
> > all
> > > the same tests, but your MM and trading scripts are tied
> together
> > in
> > > the same AFL. If you write a new script you need to integrate
> all
> > > your MM code again, or maybe build an #include hierarchy for
> it.
> > It
> > > is doable, but point and click it much easier, and allowed for
> > rapid
> > > evaluation of different schemes...
> > > >
> > > > Having addressed what *I feel* are AmiBrokers shortfalls,
> there
> > > are so many features that I missed, that I have rediscovered:
> > > >
> > > > - I missed how FAST Amibroker is. My pattern engine can
blow
> > > through 100's of stocks in just seconds. WLD with the same
> > pattern
> > > engine, would take 5-7 minutes for a scan of 25 patterns
against
> > 500
> > > stocks.
> > > > - I missed AFL brevity. Testing new ideas is so quick
using
> > AFL.
> > > > - I missed the Plugin API. Given this will only appeal to
> > > programmers, but it is such a joy to use with the syntax
> > > highlighting and tight integration. Now that I can use my
> Delphi
> > > code via the API I am a very happy camper!
> > > > - I missed the native AddToComposite feature. This is the
> best
> > > implementation of such a feature I've seen in any package I've
> > ever
> > > used.
> > > > - There is more, but I don't want this to sound like a
> > > commercial...
> > > >
> > > > I'd suggest trying the Amibroker package out. Go back and
> read
> > > some of the posts here, maybe try some of the AFL systems
posted
> > at
> > > http://www.amibroker.com, talk to a few other users, and then
> form
> > > your own opinion. We all use the package differently, much
like
> > we
> > > all trade systems differently. What works for me might not be
a
> > fit
> > > for you.
> > > >
> > > > If you don't have any software whatsoever, at $129.00/
$199.00,
> > > nothing can touch Amibroker. I compare WLD and AB only
because
> I
> > > already own both. If I had to buy only one again, AB is
simply
> a
> > > much better deal.
> > > >
> > > > Daniel
> > > >
> > > >
> > > >
> > > > On Wed, 20 Oct 2004 03:37:18 -0000, virtuouz_pagan wrote:
> > > > >
> > > > >
> > > > > daniel,
> > > > > if you are still around. i would very much value your
> > evaluation
> > > on
> > > > > the latest version of Amibroker or any other software.
> > > > >
> > > > > currently i have used WLD, NeoTicker and to lesser degree,
> > > > > AmiBroker. WLD i am most familiar with, but with fidelity
> > taking
> > > > > over..time to move on. NeoTicker is very powerful, but
> support
> > > and
> > > > > user community is very lacking.
> > > > > that leaves AmiBroker, which i am hoping you can give an
> update
> > > > > on...
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, Daniel Ervi
> > > <daniel@xxxx> wrote:
> > > > >
> > > > >> Sorry for the late reply, but I missed this thread.
> > > > >>
> > > > >> I own both AmiBroker and Wealth-Lab, and have used, and
> still
> > > use,
> > > > >>
> > > > > both pretty extensively. Below are the pro's and cons for
> each,
> > > > > based *on my usage* of them and their suitability to my
> needs.
> > > > > Please don't flame me, as this is based on my perceptions,
> and
> > > > > yours will probably differ. :)
> > > > >
> > > > >>
> > > > >> Amibroker Pro's:
> > > > >>
> > > > >> - Fast. Incredibly fast!
> > > > >> - Automation interface is very complete, and Plugin API is
> > > > >>
> > > > > excellent
> > > > >> - Built in Composite support.
> > > > >> - Great for rapid indicator/system testing because of the
> > simple
> > > > >>
> > > > > array notation
> > > > >> - The latest betas have portfolio testing which is truly
> > > necessary
> > > > >>
> > > > > IMHO
> > > > >> - Excellent support, with thorough answers within hours
> > > > >> - The community following (this list) is a great resource
> for
> > > > >>
> > > > > newbies of both trading and programming
> > > > >> - The third-party addins add some really great features
and
> > most
> > > > >>
> > > > > are free
> > > > >> - Tick-by-tick updates of indicators is great for monitor
> > > systems
> > > > >>
> > > > > in an auto-trading environment
> > > > >> - I prefer the C++-style syntax over the Delphi syntax
> > > > >>
> > > > >>
> > > > >> Amibroker Con's:
> > > > >>
> > > > >> - No Quote.Com support. I know the developers API is
> > expensive,
> > > > >>
> > > > > but Quote.com is the only data provider to supply > 120
days
> of
> > > > > historical 1 min data and unlimited symbols. It goes back
to
> > > 1997
> > > > > for most stocks and indexes on a 1 min basis. I have >10
> gigs
> > > of 1
> > > > > min data for the SP500 components at my disposal thanks to
> > > > > Quote.com.
> > > > >
> > > > >> - Limited drawing support. What is here is great, but
there
> > > are a
> > > > >>
> > > > > few things that would make it superb. Being able to plot a
> > > > > triangle or box would allow one to plot Gartley's or
> highlight
> > > > > trades with a green or red box based on whether they made
a
> > > profit
> > > > > or not, or maybe highlight the opening range in orange
until
> > it
> > > is
> > > > > over. Changing background colors would allow gradients to
> show
> > a
> > > > > condition getting better or worse. You get the idea...
> > > > >
> > > > >> - No position management functions. I find it harder to
> > program
> > > > >>
> > > > > systems when you rely on a simple boolean on/off for
> entry/exit
> > > > > signals. In WL, once a position is created, you can use
> > > position-
> > > > > based functions like PositionEntryBar() or PositionActive
()
> or
> > > > > PositionMFE() to loop through a collection of positions
and
> > apply
> > > > > simple tests/exits to them. Multiple concurrent position
> > systems
> > > > > are greatly simplified this way as trade management is
done
> on
> > a
> > > > > trade by trade basis. FWIW, this would eliminate the need
for
> > > > > functions like ExRem().
> > > > >
> > > > >> - No native class/object support. This can be done via
the
> > API,
> > > > >>
> > > > > so it's not that big a deal. But for complex scripts (ie a
> > > native
> > > > > AFL genetic algorithm implementation via includes) this
> would
> > be
> > > a
> > > > > life-saver.
> > > > >
> > > > >> - No auto-trading interface/API. This for me is the
biggest
> > > > >>
> > > > > reason I have WL.
> > > > >> - Position Sizing algorithms needs to be done via your
> > > script. WL
> > > > >>
> > > > > allows you to separate the Positions Sizing from the trade
> > > > > entry/exit scripts. This makes it easy to try various
> position
> > > > > sizing algorithms without the need to change any code.
> > > > >
> > > > >> - No built in debugger (ie breakpoints, etc)
> > > > >>
> > > > >>
> > > > >> Wealth-Lab Pro's:
> > > > >>
> > > > >> - Native auto-trading with attached portfolio management.
> This
> > > > >>
> > > > > was implemented really well because of the attached
> portfolio,
> > > and
> > > > > I have used it with over 20 positions auto-trading at once
> on
> > a 5
> > > > > min timeframe. It didn't miss a beat.
> > > > >
> > > > >> - Rich set of graphics features. I have some pretty
advanced
> > > > >>
> > > > > plots that highlight all types of scenario's during the
> > trading
> > > day.
> > > > >
> > > > >> - Built in debugger, with breakpoints and the ability to
> look
> > at
> > > > >>
> > > > > variable contents
> > > > >> - API's available for most areas of the program,
including a
> > > > >>
> > > > > broker interface
> > > > >> - Language is based on Delphi/Pascal (OOP) and allows for
> > > > >>
> > > > > classes/inheritance/polymorphism/etc.
> > > > >> - Ability to download new "chartscripts" (systems,
> indicators,
> > > > >>
> > > > > etc) via a menu option. This is a great *built-in*
> repository
> > > for
> > > > > those starting out, or for those looking to explore other
> > ideas.
> > > > > Simply refresh the system by choosing "download
> chartscripts"
> > > from
> > > > > the menu.
> > > > >
> > > > >> - Position Sizing is a separate script. Once you see the
> > > > >>
> > > > > difference that position sizing can have on a strategy,
this
> > > > > feature becomes critical. You can apply any sizing
strategy
> > > during
> > > > > system ranking/optimization/portfolio simulations/etc.
This
> can
> > > > > dramatically change the results of these methods.
> > > > >
> > > > >> - Custom optimization fitness functions. You can program
an
> > > > >>
> > > > > expectancy function and use it as your optimization
criteria
> > for
> > > > > example.
> > > > >
> > > > >> - Full suite of position management functions.
> > > > >>
> > > > >>
> > > > >> Wealth-Lab Con's:
> > > > >>
> > > > >> - Slow. Molasses slow compared to AB. If you have greater
> than
> > > > >>
> > > > > 100,000 bars, forget about it.
> > > > >> - Indicators don't update on tick intervals. The last
price
> > bar
> > > > >>
> > > > > (aka ghost bar) does, but nothing else.
> > > > >> - Plugin API is based on COM (slower) and doesn't allow
for
> > > native
> > > > >>
> > > > > syntax-highlighting
> > > > >> - You can't import ASCII files to a faster native binary
> > format.
> > > > >>
> > > > > So every system test you run has to re-parse the data,
which
> > can
> > > > > slow you down dramatically on large datasets.
> > > > >
> > > > >> - Simple/Rapid indicator and system development is slower
> > > compared
> > > > >>
> > > > > to AB. The Metastock-style array notation in AB is a huge
> > > > > timesaver. There are wizards in WL3 to help with this, but
I
> > > still
> > > > > find the process cumbersome compared to AB/MS.
> > > > >
> > > > >> - You can't auto-trade on less than 1 minute bars. It
would
> > > have
> > > > >>
> > > > > been nice to trade the ES or NQ on tick bars, but it can't
> be
> > > done
> > > > > yet.
> > > > >>
> > > > >>
> > > > >> These are *my* impressions on the two packages. I use AB
> > > whenever
> > > > >>
> > > > > I need to rapidly test an idea, or if I am trying to run a
> > test
> > > on
> > > > > a large set of data. I then move to WL to refine the
ideas,
> > > apply
> > > > > position sizing, and then deploy them via the auto-
trading.
> So
> > > for
> > > > > me at least, the two complement each other very well.
> > > > >
> > > > >>
> > > > >> Hope I don't stir up any trouble with this post. I just
> > wanted
> > > to
> > > > >>
> > > > > stress that both packages have there place, and although
AB
> is
> > > > > great in it's current state, there is always room for
> > > improvement.
> > > > > Or else TJ would have retired ages ago, right TJ? ;)
> > > > >
> > > > >>
> > > > >> Daniel
> > > > >>
> > > > >>
> > > > >> On Mon, 10 Nov 2003 03:44:07 -0000, seneca_kw wrote:
> > > > >>> I enoyed the recent informative thread on AmiBroker vs
> > > > >>> Metastock. I'd appreciate a similar comparison with
Wealth-
> > > > >>> Lab. I searched the archive but found no mention of WL.
> > > > >>>
> > > > >>> I'm not expecting a point-by-point rundown, but for
those
> who
> > > > >>>
> > > > > have
> > > > >>> tried both, is there one feature or another that really
> was
> > a
> > > > >>> difference maker?
> > > > >>>
> > > > >>> Thanks,
> > > > >>> Wayne
> > > > >>>
> > > > >>>
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