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ok...and that's ok. it can't be done by most other software natively
i think. for now i can hard code the float for the stock i want to
analyze..or maybe, as i get more familiar with the system, create an
add-in that can "scrape" it from yahoo...
--- In amibroker@xxxxxxxxxxxxxxx, "Brian" <cadvantag@xxxx> wrote:
>
> 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
> > > > > >>>
> > > > > >>>
> > > > > >>> ------------------------ Yahoo! Groups Sponsor --------
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> > > > > >>>
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> > > > > > ~->
> > > > > >
> > > > > > Check AmiBroker web page at:
> > > > > > http://www.amibroker.com/
> > > > > >
> > > > > > Check group FAQ at:
> > > > > >
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > Yahoo!
> > > > > > Groups Links
> > > > > >
> > > > > >
> > > > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Check AmiBroker web page at:
> > > > http://www.amibroker.com/
> > > >
> > > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > Yahoo! Groups Links
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
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:
http://docs.yahoo.com/info/terms/
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