|
PureBytes Links
Trading Reference Links
|
Hi Richard---I found what I believe to be all the files to reinstall Nero to
burn new CDs. Do you have the serial numbers needed so I can get this done?
Will you send them to me?
Thanks
Wayne
----- Original Message -----
From: <amibroker@xxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, February 15, 2005 12:44 PM
Subject: [amibroker] Digest Number 3981
There are 25 messages in this issue.
Topics in this digest:
1. Re: Use Tradestation in place of Esignal/MyTrack/Amibroker/Sierra
From: "rekorbima" <amibroker@xxxxxxxxxxxxx>
2. Risk compounding with gains - problem
From: "Claude Caruana" <claudecaruana@xxxxxxxxxxx>
3. TrailStops in AB : One more try with a better reframe of my
unanswered query
From: Ajay Joglekar <technical.trader@xxxxxxxxx>
4. Re: Use Tradestation in place of Esignal/MyTrack/Amibroker/Sierra
From: "vlanschot" <ecbu@xxxxxxxxxxxxxx>
5. RE: TrailStops in AB : One more try with a better reframe of my
unanswered query
From: "Claude Caruana" <claudecaruana@xxxxxxxxxxx>
6. Re: TrailStops in AB : One more try with a better reframe of my
unanswered query
From: Ajay Joglekar <technical.trader@xxxxxxxxx>
7. Re: Question re: Automatic Refresh of Static Variables from Code
From: "Tomasz Janeczko" <amibroker@xxxxxx>
8. Re: TrailStops in AB : One more try with a better reframe of my
unanswered query
From: Graham <kavemanperth@xxxxxxxxx>
9. Negative Volume
From: "Paul Ho" <paultsho@xxxxxxxxxxxx>
10. RE: Can we plot ticker from a foreign database
From: "Paul Ho" <paultsho@xxxxxxxxxxxx>
11. Pair Trading
From: "dom1_1998" <Dom2000@xxxxxxxxxxx>
12. RE: Pair Trading
From: "Thomas Zmuck" <tzg@xxxxxxxxxxxxxxxx>
13. RE: Re: FXCM data
From: "Thomas Zmuck" <tzg@xxxxxxxxxxxxxxxx>
14. Re: Pair Trading
From: Dominick <Dom2000@xxxxxxxxxxx>
15. RE: Pair Trading
From: "Thomas Zmuck" <tzg@xxxxxxxxxxxxxxxx>
16. Re: Pair Trading
From: Dominick <Dom2000@xxxxxxxxxxx>
17. Constant volume chart
From: "sashafanny" <c.troncy@xxxxxxxxxxx>
18. Can ApplyStop be used in an IIF statement ?
From: "qweds_560" <qweds_560@xxxxxxxxx>
19. Re: Can ApplyStop be used in an IIF statement ?
From: "Tomasz Janeczko" <amibroker@xxxxxx>
20. RE: Risk compounding with gains - problem
From: "Claude Caruana" <claudecaruana@xxxxxxxxxxx>
21. Re: FXCM data
From: "ram_frca" <ramfrca@xxxxxxxxxxx>
22. Re: FXCM data
From: "ram_frca" <ramfrca@xxxxxxxxxxx>
23. Re[2]: Re: FXCM data
From: takeo kusumim <kusumi@xxxxxxxxxxxxxxxxx>
24. Simulate hedging?
From: "firehorse888uk" <firehorse888uk@xxxxxxxxxxx>
25. Automating user contributed AFL Library updates
From: "dmorrill_2004" <dmorrill_2004@xxxxxxxxx>
________________________________________________________________________
________________________________________________________________________
Message: 1
Date: Tue, 15 Feb 2005 05:53:47 -0000
From: "rekorbima" <amibroker@xxxxxxxxxxxxx>
Subject: Re: Use Tradestation in place of Esignal/MyTrack/Amibroker/Sierra
--- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <ecbu@xxxx> wrote:
> to their individual needs, and I'm not only talking about AFL-
> programming. There are many excellent add-ons (PSO, for one),
I can't find it in the files section. Is it still there? I searched
for the word "PSO", but it doesn't seem to exist.
-Paul
________________________________________________________________________
________________________________________________________________________
Message: 2
Date: Tue, 15 Feb 2005 13:12:27 +0700
From: "Claude Caruana" <claudecaruana@xxxxxxxxxxx>
Subject: Risk compounding with gains - problem
Hi All,
Can anybody help me with this? I am trying to achieve a position sizing
technique where half the current total profit (assuming there is a profit)
is re-invested into risk. Problem is that it seems like equity(0) is always
returning 250000 and the CurrentPL variable seems to always be 0.
StartCapital = 250000;
CapitalNow = equity(0);
CurrentPL = ((CapitalNow-StartCapital)/StartCapital);
RiskPerTrade = 0.001+(CurrentPL/2);
PositionSize = ((CapitalNow*RiskPerTrade) / stopPoints) * BuyPrice;
What I am expecting this to do is: let us say at one point the equity goes
up 2% from 250,000 to 255,000 - then:
Current PL = 255000-250000/250000 = 0.02
RiskPerTrade = 0.001+(0.02/2) = 0.011
Risk per trade now should go up from 0.001 to 0.011, but this isn't
happening.
I am aware I need to arrange this to handle losses, but I first would like
to sort out this issue.
Should I in fact be using equity(0) to achieve this or should I be using
some other function?
Thanks in advance for any help :-)
Claude
[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 3
Date: Tue, 15 Feb 2005 13:10:28 +0530
From: Ajay Joglekar <technical.trader@xxxxxxxxx>
Subject: TrailStops in AB : One more try with a better reframe of my
unanswered query
Hi all,
I wanted to know about the behavior of the Applystop
function as regards to trailing stop. Does trailing stop get activated
only after some profit level is reached? This could be the only
explanation of my trailing stop in the system not getting triggered
even tho' it should have.
>From my understanding of trailing stop it should get activated as soon
as the trade goes into even a miniscule profit.
-Ajay
---------- Forwarded message ----------
From: Ajay Joglekar <technical.trader@xxxxxxxxx>
Date: Mon, 14 Feb 2005 15:21:29 +0530
Subject: Trailing stops not getting triggered in real trading
To: amibroker@xxxxxxxxxxxxxxx
Hi all,
I had this system which worked just fine in backtesting.Now sometime
around this week I got a signal out of it and I traded it. Now as I
expected it went into profit.Also I had set the trailing stop loss by
using the ApplyStop function.Now the market went against my paper
profits and so I took my profit but when I checked my system then it
did not have the trailing stop triggered which i found funny when
according to my logic it should have gotten triggered.
This is my stop rule:
ApplyStop(stopTypeTrailing,stopmodepercent,x,0,true,0);
My trade timing entries are set to
Buy and cover on high on no delay
sell and short on low with no delay
Some more details which can help someone diagnose the problem.
Day1 : Entry Profit = 0
Day2 : Profit = 2%
Day3 : Profit = 1%
Now I took the exit on day 3 assuming that I had actually had a 50%
loss on my paper profit. And so the trailing would have been easily
hit.
Now either there is some setting I am missing or my understanding on
trailing stops is flawed or AB has a bug.
Can anyone help me with this?
-Ajay
________________________________________________________________________
________________________________________________________________________
Message: 4
Date: Tue, 15 Feb 2005 07:40:23 -0000
From: "vlanschot" <ecbu@xxxxxxxxxxxxxx>
Subject: Re: Use Tradestation in place of Esignal/MyTrack/Amibroker/Sierra
Indeed, can't find it either anymore. I know Fred is working on an
upgrade, so you may try to contact him directly
(or Fred, can you reply?)
PS
--- In amibroker@xxxxxxxxxxxxxxx, "rekorbima" <amibroker@xxxx> wrote:
>
> --- In amibroker@xxxxxxxxxxxxxxx, "vlanschot" <ecbu@xxxx> wrote:
>
> > to their individual needs, and I'm not only talking about AFL-
> > programming. There are many excellent add-ons (PSO, for one),
>
> I can't find it in the files section. Is it still there? I
searched
> for the word "PSO", but it doesn't seem to exist.
>
> -Paul
________________________________________________________________________
________________________________________________________________________
Message: 5
Date: Tue, 15 Feb 2005 15:07:05 +0700
From: "Claude Caruana" <claudecaruana@xxxxxxxxxxx>
Subject: RE: TrailStops in AB : One more try with a better reframe of my
unanswered query
Hello Ajay,
I'm still a newbie, but I'll attempt.
In your code you are using exitatstop = 0. Could this be the cause of your
problem?
>From the Amibroker helpfile:
"
ExitAtStop = 0 - means check stops using only trade price and exit at
regular trade price
(if you are trading on close it means that only close price will be checked
for exits and exit will be done at close price)
ExitAtStop = 1 - check High-Low prices and exit intraday on price equal to
stop level on the same bar when stop was triggered
ExitAtStop = 2 - check High-Low prices but exit NEXT BAR on regular trade
price.
"
Also, you are using volatility = true. Make sure that in your real trading,
you are keeping this in mind. My broker will only take fixed trailing stops,
and I suspect most other brokers do this as well.
Regards,
Claude
_____
From: Ajay Joglekar [mailto:technical.trader@xxxxxxxxx]
Sent: Tuesday, February 15, 2005 14:40
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] TrailStops in AB : One more try with a better reframe
of my unanswered query
Hi all,
I wanted to know about the behavior of the Applystop
function as regards to trailing stop. Does trailing stop get activated
only after some profit level is reached? This could be the only
explanation of my trailing stop in the system not getting triggered
even tho' it should have.
>From my understanding of trailing stop it should get activated as soon
as the trade goes into even a miniscule profit.
-Ajay
---------- Forwarded message ----------
From: Ajay Joglekar <technical.trader@xxxxxxxxx>
Date: Mon, 14 Feb 2005 15:21:29 +0530
Subject: Trailing stops not getting triggered in real trading
To: amibroker@xxxxxxxxxxxxxxx
Hi all,
I had this system which worked just fine in backtesting.Now sometime
around this week I got a signal out of it and I traded it. Now as I
expected it went into profit.Also I had set the trailing stop loss by
using the ApplyStop function.Now the market went against my paper
profits and so I took my profit but when I checked my system then it
did not have the trailing stop triggered which i found funny when
according to my logic it should have gotten triggered.
This is my stop rule:
ApplyStop(stopTypeTrailing,stopmodepercent,x,0,true,0);
My trade timing entries are set to
Buy and cover on high on no delay
sell and short on low with no delay
Some more details which can help someone diagnose the problem.
Day1 : Entry Profit = 0
Day2 : Profit = 2%
Day3 : Profit = 1%
Now I took the exit on day 3 assuming that I had actually had a 50%
loss on my paper profit. And so the trailing would have been easily
hit.
Now either there is some setting I am missing or my understanding on
trailing stops is flawed or AB has a bug.
Can anyone help me with this?
-Ajay
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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<http://docs.yahoo.com/info/terms/> .
[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 6
Date: Tue, 15 Feb 2005 15:04:18 +0530
From: Ajay Joglekar <technical.trader@xxxxxxxxx>
Subject: Re: TrailStops in AB : One more try with a better reframe of my
unanswered query
hey i think the solution was under my nose . But reading it in your
post so as to reply back made me read it in a more focussed manner. So
thanks to you. Ok here is the deal.
I am selling and shorting with 0 delay on the low of the day (this is
a pessimistic assumption and so gives me a greater hence better
assessment of the risk ). So if exitatstop = 0 then it would check my
trade price which is the low of the day and I think that that is the
reason my trail did not get triggered in the system. I will have to
check with the actual prices.
But I think this should be it.
As for volatile = true you can keep changing the trail everyday. Maybe
not intraday but I am sure that you can do that even with your broker.
All brokers allow day after day modification of trailstops.Btw I trade
on the Indian market so maybe the brokers are different.
Lots of thanks.
-Ajay
On Tue, 15 Feb 2005 15:07:05 +0700, Claude Caruana
<claudecaruana@xxxxxxxxxxx> wrote:
>
>
>
> Hello Ajay,
>
>
>
> I'm still a newbie, but I'll attempt…
>
>
>
> In your code you are using exitatstop = 0. Could this be the cause of your
> problem?
>
>
>
> From the Amibroker helpfile:
>
> "
>
> ExitAtStop = 0 - means check stops using only trade price and exit at
> regular trade price
> (if you are trading on close it means that only close price will be
checked
> for exits and exit will be done at close price)
> ExitAtStop = 1 - check High-Low prices and exit intraday on price equal
to
> stop level on the same bar when stop was triggered
> ExitAtStop = 2 - check High-Low prices but exit NEXT BAR on regular trade
> price.
>
> "
>
> Also, you are using volatility = true. Make sure that in your real
trading,
> you are keeping this in mind. My broker will only take fixed trailing
stops,
> and I suspect most other brokers do this as well.
>
>
>
> Regards,
>
> Claude
>
>
>
>
>
> ________________________________
>
>
> From: Ajay Joglekar [mailto:technical.trader@xxxxxxxxx]
> Sent: Tuesday, February 15, 2005 14:40
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] TrailStops in AB : One more try with a better
reframe
> of my unanswered query
>
>
>
>
> Hi all,
>
> I wanted to know about the behavior of the Applystop
> function as regards to trailing stop. Does trailing stop get activated
> only after some profit level is reached? This could be the only
> explanation of my trailing stop in the system not getting triggered
> even tho' it should have.
>
> From my understanding of trailing stop it should get activated as soon
> as the trade goes into even a miniscule profit.
>
> -Ajay
>
>
> ---------- Forwarded message ----------
> From: Ajay Joglekar <technical.trader@xxxxxxxxx>
> Date: Mon, 14 Feb 2005 15:21:29 +0530
> Subject: Trailing stops not getting triggered in real trading
> To: amibroker@xxxxxxxxxxxxxxx
>
>
> Hi all,
>
> I had this system which worked just fine in backtesting.Now sometime
> around this week I got a signal out of it and I traded it. Now as I
> expected it went into profit.Also I had set the trailing stop loss by
> using the ApplyStop function.Now the market went against my paper
> profits and so I took my profit but when I checked my system then it
> did not have the trailing stop triggered which i found funny when
> according to my logic it should have gotten triggered.
> This is my stop rule:
>
> ApplyStop(stopTypeTrailing,stopmodepercent,x,0,true,0);
>
> My trade timing entries are set to
> Buy and cover on high on no delay
> sell and short on low with no delay
>
> Some more details which can help someone diagnose the problem.
>
> Day1 : Entry Profit = 0
> Day2 : Profit = 2%
> Day3 : Profit = 1%
>
> Now I took the exit on day 3 assuming that I had actually had a 50%
> loss on my paper profit. And so the trailing would have been easily
> hit.
>
> Now either there is some setting I am missing or my understanding on
> trailing stops is flawed or AB has a bug.
>
> Can anyone help me with this?
>
> -Ajay
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
>
>
>
>
>
> 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.
________________________________________________________________________
________________________________________________________________________
Message: 7
Date: Tue, 15 Feb 2005 11:02:16 +0100
From: "Tomasz Janeczko" <amibroker@xxxxxx>
Subject: Re: Question re: Automatic Refresh of Static Variables from Code
Tim,
RefreshAll triggers refresh not more often than once per second.
Apparently your stock tree is very large and takes more than one second to
refresh.
Right now a solution is to:
a) CLOSE stock tree so RefreshAll does not need to refresh it.
b)
Use this:
periods = Param("periods", 10,1,25,1);
if( StaticVarGet("periods") != periods )
{
StaticVarSet("periods",periods);
oAB = CreateObject("Broker.Application");
oAB.RefreshAll();
}
Plot(RSI(periods), "RSI", colorRed);
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Tim Gadd" <timgadd@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, February 15, 2005 3:41 AM
Subject: [amibroker] Question re: Automatic Refresh of Static Variables from
Code
>
>
> I want to use the PARAM function to interactively change a common
> lookback period for 2 different indicators that appear in 2 different
> panes. For simplicity, lets say I want an RSI plot in 2 different
> panes. With the code below, I can change the lookback period for the
> first plot by right clicking in the pane and using the slider.
>
> periods = Param("periods", 10,1,25,1);
> StaticVarSet("periods",periods);
> Plot(RSI(periods), "RSI", colorRed);
>
> With the following code for the second plot, the lookback period in
> the second plot will change to that of the first plot, but only if I
> manually Refresh (using the toolbar icon or menu or keyboard
> shortcut).
>
> periods = StaticVarGet("periods");
> Plot( RSI(periods), "RSI", colorBlue);
>
> I have been informed that, by adding the following code to the second
> plot, I will not have to manually Refresh.
>
> oAB = CreateObject("Broker.Application");
> oAB.RefreshAll();
>
> When I add this to the code of the second plot, I get an automatic
> Refresh alright, but it is constant and nonstop. It is nearly
> impossible to do anything else in Amibroker (the "Filling Symbol
> Tree ... please wait" message is continually displayed for each
> Refresh).
>
> I hope there is way to have the Refresh triggered only one time when
> the slider is moved to a new value, or at least to set the frequency
> of the Refresh.
>
> Help appreciated,
>
> Tim Gadd
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
>
________________________________________________________________________
________________________________________________________________________
Message: 8
Date: Tue, 15 Feb 2005 18:20:27 +0800
From: Graham <kavemanperth@xxxxxxxxx>
Subject: Re: TrailStops in AB : One more try with a better reframe of my
unanswered query
Your applystop line only has x in it, can you provide the line/s that define
x
On Tue, 15 Feb 2005 13:10:28 +0530, Ajay Joglekar
<technical.trader@xxxxxxxxx> wrote:
>
> Hi all,
>
> I wanted to know about the behavior of the Applystop
> function as regards to trailing stop. Does trailing stop get activated
> only after some profit level is reached? This could be the only
> explanation of my trailing stop in the system not getting triggered
> even tho' it should have.
>
> From my understanding of trailing stop it should get activated as soon
> as the trade goes into even a miniscule profit.
>
> -Ajay
>
> ---------- Forwarded message ----------
> From: Ajay Joglekar <technical.trader@xxxxxxxxx>
> Date: Mon, 14 Feb 2005 15:21:29 +0530
> Subject: Trailing stops not getting triggered in real trading
> To: amibroker@xxxxxxxxxxxxxxx
>
> Hi all,
>
> I had this system which worked just fine in backtesting.Now sometime
> around this week I got a signal out of it and I traded it. Now as I
> expected it went into profit.Also I had set the trailing stop loss by
> using the ApplyStop function.Now the market went against my paper
> profits and so I took my profit but when I checked my system then it
> did not have the trailing stop triggered which i found funny when
> according to my logic it should have gotten triggered.
> This is my stop rule:
>
> ApplyStop(stopTypeTrailing,stopmodepercent,x,0,true,0);
>
> My trade timing entries are set to
> Buy and cover on high on no delay
> sell and short on low with no delay
>
> Some more details which can help someone diagnose the problem.
>
> Day1 : Entry Profit = 0
> Day2 : Profit = 2%
> Day3 : Profit = 1%
>
> Now I took the exit on day 3 assuming that I had actually had a 50%
> loss on my paper profit. And so the trailing would have been easily
> hit.
>
> Now either there is some setting I am missing or my understanding on
> trailing stops is flawed or AB has a bug.
>
> Can anyone help me with this?
>
> -Ajay
>
>
> 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
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
________________________________________________________________________
________________________________________________________________________
Message: 9
Date: Wed, 16 Feb 2005 01:20:21 +1100
From: "Paul Ho" <paultsho@xxxxxxxxxxxx>
Subject: Negative Volume
Hi,
I download the australian indices from yahoo, when I plot the volume on
weekly data. I get negative weekly volume probably due to integer
overflow. plotting V/1000 also doesnt work for obvious reason. Does
anybody have any good idea on a workaround for this problem.
Paul.
[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 10
Date: Wed, 16 Feb 2005 01:34:37 +1100
From: "Paul Ho" <paultsho@xxxxxxxxxxxx>
Subject: RE: Can we plot ticker from a foreign database
Yes, Data importing using "importing metastock data" works, but setting
the data source to "metastock plugin" doesnt.
I am trialling it out on importing a few tickers only. Can Amiquote
remember the translation table or I'll have to reload it everytime it
starts?
Paul.
-----Original Message-----
From: William Peters [mailto:william@xxxxxxxxxxx]
Sent: Sunday, 6 February 2005 3:16 PM
To: Paul Ho
Subject: Re: [amibroker] Can we plot ticker from a foreign database
Paul,
You can import data and it gets stored locally in the AmiBroker
database
even though your using the MS Plugin but you first need to solve the
problem of duplicate ticker names.
Maybe you can rename all your US tickers with a .US suffix (i.e MSFT.US)
and then use the symbol translation table in AmiQuote to match
them with the real ticker name. So the entry in the translation table
would be MSFT.US,MSFT
You can easily create this for all the US stocks in one go and then
paste it
into the AmiQuote translation table.
Let us know how you get on.
Regards,
William Peters (AmiBroker Group Moderator)
www.amitools.com
Saturday, February 5, 2005, 9:53:06 PM, you wrote:
PH> I dont mind combining it, just that combining create a few issues
PH> 1. the australian market uses a metastock plugin and a different
data
PH> supplier.
PH> 2. I use yahoo for the US stocks and indices on a local database
PH> 3. I use brite for bonds and commodities
PH> My idea was the possibility to do some intermarket analysis. for
PH> example, based the condition of the bond market or the commodity
market,
PH> backtest a different set of trading strategies for stocks. I could
PH> combine (2) and (1) together, thats possible, Does anybody have any
idea
PH> to put 1 into one big happy family.
PH> cheers
PH> Paul.
PH> -----Original Message-----
PH> From: William Peters [mailto:william@xxxxxxxxxxx]
PH> Sent: Sunday, 6 February 2005 12:56 PM
PH> To: Paul Ho
PH> Subject: Re: [amibroker] Can we plot ticker from a foreign database
PH> Paul,
PH> If you combine them all within the same database under different
markets
PH> you can use the plotforeign() function. Apart from that there is no
PH> easy solution.
PH> Regards,
PH> William Peters (AmiBroker Group Moderator)
PH> www.amitools.com
PH> Saturday, February 5, 2005, 7:54:44 PM, you wrote:
PH>> Hi
PH>> I currently have a number of databases, one for Australian stocks,
PH> one
PH>> for the US stock markets, one for bonds etc .I would like to plot a
PH>> foreign ticker from a foreign database. Is this possible?
PH>> Cheers
PH>> Paul.
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
<mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>
* Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service <http://docs.yahoo.com/info/terms/> .
[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 11
Date: Tue, 15 Feb 2005 12:41:37 -0000
From: "dom1_1998" <Dom2000@xxxxxxxxxxx>
Subject: Pair Trading
I copied this post from another site. I also did a check on Amibroker
.chm on "pair trading" but couldn't find anything close to this method.
I'm not sure if our "Correlation or RSquared" formulas are the same thing.
It calculates the correlation of any two stocks, and finds the max
negative correlation, then long one and short another.
For example, if one stock A showed price movement of 8%, 10%, 13% and
17% over four period.
step 1, calculate the mean of these returns.
mean(A) = (8+10+13+17)/4 =12
step 2, calculate the deviation.
period 1: 8-12=-4
p2: 10-12=-2
p3: 13-12=1
p4: 17-12=5
step 3, square the deviations.
get 16, 4, 1, 25
step 4, sum the squared deviations and divide by (n-1)
variance(A) = (16+4+1+25)/(4-1)=15.33
step 5, take the square root of the variance to calculate standard
deviation.
standard deviation(A)=sqrt(15.33)=3.92
Suppose a stock B returns 1%, 2%, 4%, 5% at the same period, with
same procedure, we get the standard deviation(B)=1.83, mean is 3
Calculate the covariance of stock A and B:
the formular is (Sum(A-MEANa)*(B-MEANb))/(n-1).
i.e. (8-12)*(1-3)+(10-12)*(2-3)+..+..=21
21/(4-1)=7
Finally, the correlation coefficient is 7/(3.92*1.83)=.976
The number ranges from -1 to 1. If stock B's return is 5%,4%,2%,1%
(reversed), the coefficient should be -.976. Choose the two with the
coefficient as near as -1. Long one and short another, but be sure
not to take the wrong direction. :-)
dom
________________________________________________________________________
________________________________________________________________________
Message: 12
Date: Tue, 15 Feb 2005 13:57:59 +0100
From: "Thomas Zmuck" <tzg@xxxxxxxxxxxxxxxx>
Subject: RE: Pair Trading
Hi dom,
i have found the informatios below in the help. Maybe this is what you
search.
Regards
Thomas Zmuck
www.tradingbasis.com <http://www.tradingbasis.com/>
CORRELATION
- correlation
Statistical functions
(AFL 1.4)
SYNTAX
correlation( ARRAY1, ARRAY2, periods )
RETURNS
ARRAY
FUNCTION
Calculates correlation between ARRAY1 and ARRAY2 using periods range
EXAMPLE
correlation( close, ref( close, -5 ), 5 ); - this calculates correlation
between close price and and close price 5 days back
SEE ALSO
References:
The CORRELATION function is used in the following formulas in AFL on-line
library:
* Alpha and
<http://www.amibroker.com/library/detail.php?id=157&hilite=CORRELATION> Beta
and R_Squared Indicator
* crMathLib
<http://www.amibroker.com/library/detail.php?id=278&hilite=CORRELATION>
* R-Squared
<http://www.amibroker.com/library/detail.php?id=233&hilite=CORRELATION>
More information:
Updated on-line reference
<http://www.amibroker.com/guide/afl/afl_view.php?name=CORRELATION>
Best regards
Thomas Zmuck
www.tradingbasis.com
-----Original Message-----
From: dom1_1998 [mailto:Dom2000@xxxxxxxxxxx]
Sent: Tuesday, February 15, 2005 1:42 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Pair Trading
I copied this post from another site. I also did a check on Amibroker
.chm on "pair trading" but couldn't find anything close to this method.
I'm not sure if our "Correlation or RSquared" formulas are the same thing.
It calculates the correlation of any two stocks, and finds the max
negative correlation, then long one and short another.
For example, if one stock A showed price movement of 8%, 10%, 13% and
17% over four period.
step 1, calculate the mean of these returns.
mean(A) = (8+10+13+17)/4 =12
step 2, calculate the deviation.
period 1: 8-12=-4
p2: 10-12=-2
p3: 13-12=1
p4: 17-12=5
step 3, square the deviations.
get 16, 4, 1, 25
step 4, sum the squared deviations and divide by (n-1)
variance(A) = (16+4+1+25)/(4-1)=15.33
step 5, take the square root of the variance to calculate standard
deviation.
standard deviation(A)=sqrt(15.33)=3.92
Suppose a stock B returns 1%, 2%, 4%, 5% at the same period, with
same procedure, we get the standard deviation(B)=1.83, mean is 3
Calculate the covariance of stock A and B:
the formular is (Sum(A-MEANa)*(B-MEANb))/(n-1).
i.e. (8-12)*(1-3)+(10-12)*(2-3)+..+..=21
21/(4-1)=7
Finally, the correlation coefficient is 7/(3.92*1.83)=.976
The number ranges from -1 to 1. If stock B's return is 5%,4%,2%,1%
(reversed), the coefficient should be -.976. Choose the two with the
coefficient as near as -1. Long one and short another, but be sure
not to take the wrong direction. :-)
dom
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
http://groups.yahoo.com/group/amibroker/
amibroker-unsubscribe@xxxxxxxxxxxxxxx
http://docs.yahoo.com/info/terms/
[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 13
Date: Tue, 15 Feb 2005 14:02:32 +0100
From: "Thomas Zmuck" <tzg@xxxxxxxxxxxxxxxx>
Subject: RE: Re: FXCM data
Hello Rama and Byron,
about Data:
I use the data from metatrader. They are much longer than esignal.
However also no realtime datafeed. So i export it manually.
DDE is free on metatrader.
Maybe you would like it.
1 hour history is available right now back to 30-January 2003
More than one year of history !
1min history is available right now back to 09-February 2005
Best regards
Thomas Zmuck
www.tradingbasis.com
-----Original Message-----
From: Byron [mailto:bporter@xxxxxxxxxxxxxxxxxxx]
Sent: Tuesday, February 15, 2005 3:48 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: FXCM data
Rama,
The last time I check with FXCM was abour a year ago, they would not
give their data away for free at that time.
How does Tradestation 2000i or Hypertrader connect to FXCM? If you
can find out how they do it, then we can probably connect Amibroker
to it in the same way.
The problem with DDE is that it will only collect real time data,
you cannot bring in history. I used FX-trek to get realtime data
and cut and paste to get history(which was only about 1000 bars -
not very long if you are looking at 1 min data)
If you find out something new, please let me know.
Byron
--- In amibroker@xxxxxxxxxxxxxxx, "ram_frca" <ramfrca@xxxx> wrote:
>
> Hi Byron,
>
> Thank you for your fast reply. I did see the DDE section where
they
> talk about FXCM / Fx-Trek data hook-up using DDE. What I had in
mind
> was getting the datafeed directly from FXCM and routing it to
> AmiBroker. I know that such a solution exists for TradeStation
2000i.
> Software from HyperTrader is able to achieve it. I was hoping that
> there might be a direct solution like that for AmiBroker.
>
> I am hoping that developer of AmiBroker will come with a direct
> solution.
>
> Thanks again for taking the time to post a reply to my question.
>
> Sincerely,
>
> Rama.
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Byron" <bporter@xxxx> wrote:
> >
> > Rama,
> > Search the Amibroker website for FXCM - in the DDE section, it
will
> > show you how to hook up the FXCM data to Amibroker. The only
> > problem, you have to buy the data feed at $40 to $50 a month the
> > last time I checked.
> > Good luck,
> > Byron
> > --- In amibroker@xxxxxxxxxxxxxxx, "ram_frca" <ramfrca@xxxx>
wrote:
> > >
> > > Hi,
> > >
> > > Does the current version of AmiBroker support the realtime
data
> > feed
> > > from FXCM?
> > >
> > > I would like to use AmiBroker with FXCM data, if that is
possible.
> > >
> > > Many thanks in advance for all your helpful replies.
> > >
> > > Rama.
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
________________________________________________________________________
________________________________________________________________________
Message: 14
Date: Tue, 15 Feb 2005 08:07:44 -0500
From: Dominick <Dom2000@xxxxxxxxxxx>
Subject: Re: Pair Trading
Hi Tom:
I am aware of that one and I also have the exploration that compares
different stocks to a choosen particular stock.
I guess what's throwing me off is the long method to arrive at a result
on the post compared to an extremely short formula in Amibroker.
I was just wondering if they're both the same.
Thx,
dom
________________________________________________________________________
________________________________________________________________________
Message: 15
Date: Tue, 15 Feb 2005 15:21:17 +0100
From: "Thomas Zmuck" <tzg@xxxxxxxxxxxxxxxx>
Subject: RE: Pair Trading
Hi,
i believe you need to make backtest to find out any difference.
I have searched my afl files and have found a file.
Maybe you can use it.
I have attached it.
Best regards
Thomas Zmuck
www.tradingbasis.com
-----Original Message-----
From: Dominick [mailto:Dom2000@xxxxxxxxxxx]
Sent: Tuesday, February 15, 2005 2:08 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Pair Trading
Hi Tom:
I am aware of that one and I also have the exploration that compares
different stocks to a choosen particular stock.
I guess what's throwing me off is the long method to arrive at a result
on the post compared to an extremely short formula in Amibroker.
I was just wondering if they're both the same.
Thx,
dom
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
[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 16
Date: Tue, 15 Feb 2005 09:25:42 -0500
From: Dominick <Dom2000@xxxxxxxxxxx>
Subject: Re: Pair Trading
Got that one too. :))
I think you're right. I'll have to make a backtest for comparing.
Thanks for the help.
dom
Thomas Zmuck wrote:
> Hi,
>
> i believe you need to make backtest to find out any difference.
> I have searched my afl files and have found a file.
> Maybe you can use it.
> I have attached it.
>
>
>
>
> Best regards
>
>
>
> Thomas Zmuck
>
> www.tradingbasis.com
>
>
>
> -----Original Message-----
> From: Dominick [mailto:Dom2000@xxxxxxxxxxx]
> Sent: Tuesday, February 15, 2005 2:08 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Pair Trading
>
>
> Hi Tom:
>
> I am aware of that one and I also have the exploration that compares
> different stocks to a choosen particular stock.
> I guess what's throwing me off is the long method to arrive at a result
> on the post compared to an extremely short formula in Amibroker.
>
> I was just wondering if they're both the same.
>
> Thx,
>
> dom
>
>
>
>
> 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 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
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>
> * Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service <http://docs.yahoo.com/info/terms/>.
>
>
[This message contained attachments]
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________________________________________________________________________
Message: 17
Date: Tue, 15 Feb 2005 14:56:45 -0000
From: "sashafanny" <c.troncy@xxxxxxxxxxx>
Subject: Constant volume chart
Hello,
Do you know if there is a possibility in amibroker itself or via a
plugin to draw constant volume chart ( ie : each bar has the same
volume ) ?
Thanks
________________________________________________________________________
________________________________________________________________________
Message: 18
Date: Tue, 15 Feb 2005 15:31:31 -0000
From: "qweds_560" <qweds_560@xxxxxxxxx>
Subject: Can ApplyStop be used in an IIF statement ?
Can ApplyStop be used in an IIF statement e.g.:
Buy=IIf(ApplyStop(0,2,20,1),0,1);
Short=IIf(ApplyStop(0,2,20,1),0,1);
ApplyStop doesn't actually return anything, however is it a
condition that AA can evaluate?
________________________________________________________________________
________________________________________________________________________
Message: 19
Date: Tue, 15 Feb 2005 16:45:40 +0100
From: "Tomasz Janeczko" <amibroker@xxxxxx>
Subject: Re: Can ApplyStop be used in an IIF statement ?
Hello,
No you can't. ApplyStops provides instruction to backtester to use specific
stops at a later stage (i.e. backtest stage)
To have different stops on long/short side you would need to implement
them on your own using loop.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "qweds_560" <qweds_560@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, February 15, 2005 4:31 PM
Subject: [amibroker] Can ApplyStop be used in an IIF statement ?
>
>
> Can ApplyStop be used in an IIF statement e.g.:
>
> Buy=IIf(ApplyStop(0,2,20,1),0,1);
> Short=IIf(ApplyStop(0,2,20,1),0,1);
>
> ApplyStop doesn't actually return anything, however is it a
> condition that AA can evaluate?
>
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
>
________________________________________________________________________
________________________________________________________________________
Message: 20
Date: Tue, 15 Feb 2005 23:23:18 +0700
From: "Claude Caruana" <claudecaruana@xxxxxxxxxxx>
Subject: RE: Risk compounding with gains - problem
Hi again.
I found the problem to be that the equity() function will only work if
placed after the buy/sell signals.
Problem is that I need it before the buy signal in order to calculate the
position size.
Anybody can indicate a way to determine the equity value before the buy
signal??
Thanks in advance for any input.
Claude
_____
From: Claude Caruana [mailto:claudecaruana@xxxxxxxxxxx]
Sent: Tuesday, February 15, 2005 13:12
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Risk compounding with gains - problem
Hi All,
Can anybody help me with this? I am trying to achieve a position sizing
technique where half the current total profit (assuming there is a profit)
is re-invested into risk. Problem is that it seems like equity(0) is always
returning 250000 and the CurrentPL variable seems to always be 0.
StartCapital = 250000;
CapitalNow = equity(0);
CurrentPL = ((CapitalNow-StartCapital)/StartCapital);
RiskPerTrade = 0.001+(CurrentPL/2);
PositionSize = ((CapitalNow*RiskPerTrade) / stopPoints) * BuyPrice;
What I am expecting this to do is: let us say at one point the equity goes
up 2% from 250,000 to 255,000 - then:
Current PL = 255000-250000/250000 = 0.02
RiskPerTrade = 0.001+(0.02/2) = 0.011
Risk per trade now should go up from 0.001 to 0.011, but this isn't
happening.
I am aware I need to arrange this to handle losses, but I first would like
to sort out this issue.
Should I in fact be using equity(0) to achieve this or should I be using
some other function?
Thanks in advance for any help :-)
Claude
Check AmiBroker web page at:
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[This message contained attachments]
________________________________________________________________________
________________________________________________________________________
Message: 21
Date: Tue, 15 Feb 2005 16:39:12 -0000
From: "ram_frca" <ramfrca@xxxxxxxxxxx>
Subject: Re: FXCM data
Hi Byron,
I will let you know if anything useful materialises. As far as I can
tell the data "seem" to come directly from the server when I was
using Hypertrader and TS2000i with FXCM data. I could not
get any more information on this topic from any one.
Sincerely,
Rama.
--- In amibroker@xxxxxxxxxxxxxxx, "Byron" <bporter@xxxx> wrote:
>
> Rama,
> The last time I check with FXCM was abour a year ago, they would
not
> give their data away for free at that time.
> How does Tradestation 2000i or Hypertrader connect to FXCM? If you
> can find out how they do it, then we can probably connect Amibroker
> to it in the same way.
> The problem with DDE is that it will only collect real time data,
> you cannot bring in history. I used FX-trek to get realtime data
> and cut and paste to get history(which was only about 1000 bars -
> not very long if you are looking at 1 min data)
> If you find out something new, please let me know.
>
> Byron
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ram_frca" <ramfrca@xxxx> wrote:
> >
> > Hi Byron,
> >
> > Thank you for your fast reply. I did see the DDE section where
> they
> > talk about FXCM / Fx-Trek data hook-up using DDE. What I had in
> mind
> > was getting the datafeed directly from FXCM and routing it to
> > AmiBroker. I know that such a solution exists for TradeStation
> 2000i.
> > Software from HyperTrader is able to achieve it. I was hoping
that
> > there might be a direct solution like that for AmiBroker.
> >
> > I am hoping that developer of AmiBroker will come with a direct
> > solution.
> >
> > Thanks again for taking the time to post a reply to my question.
> >
> > Sincerely,
> >
> > Rama.
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Byron" <bporter@xxxx> wrote:
> > >
> > > Rama,
> > > Search the Amibroker website for FXCM - in the DDE section, it
> will
> > > show you how to hook up the FXCM data to Amibroker. The only
> > > problem, you have to buy the data feed at $40 to $50 a month
the
> > > last time I checked.
> > > Good luck,
> > > Byron
> > > --- In amibroker@xxxxxxxxxxxxxxx, "ram_frca" <ramfrca@xxxx>
> wrote:
> > > >
> > > > Hi,
> > > >
> > > > Does the current version of AmiBroker support the realtime
> data
> > > feed
> > > > from FXCM?
> > > >
> > > > I would like to use AmiBroker with FXCM data, if that is
> possible.
> > > >
> > > > Many thanks in advance for all your helpful replies.
> > > >
> > > > Rama.
________________________________________________________________________
________________________________________________________________________
Message: 22
Date: Tue, 15 Feb 2005 16:41:27 -0000
From: "ram_frca" <ramfrca@xxxxxxxxxxx>
Subject: Re: FXCM data
Hi Thomas,
Many thanks for your suggestion. I will certainly look into it.
Sincerely,
Rama.
--- In amibroker@xxxxxxxxxxxxxxx, "Thomas Zmuck" <tzg@xxxx> wrote:
> Hello Rama and Byron,
>
> about Data:
> I use the data from metatrader. They are much longer than esignal.
> However also no realtime datafeed. So i export it manually.
> DDE is free on metatrader.
> Maybe you would like it.
>
> 1 hour history is available right now back to 30-January 2003
> More than one year of history !
>
> 1min history is available right now back to 09-February 2005
>
>
> Best regards
>
>
> Thomas Zmuck
> www.tradingbasis.com
>
>
>
> -----Original Message-----
> From: Byron [mailto:bporter@x...]
> Sent: Tuesday, February 15, 2005 3:48 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: FXCM data
>
>
>
> Rama,
> The last time I check with FXCM was abour a year ago, they would
not
> give their data away for free at that time.
> How does Tradestation 2000i or Hypertrader connect to FXCM? If you
> can find out how they do it, then we can probably connect Amibroker
> to it in the same way.
> The problem with DDE is that it will only collect real time data,
> you cannot bring in history. I used FX-trek to get realtime data
> and cut and paste to get history(which was only about 1000 bars -
> not very long if you are looking at 1 min data)
> If you find out something new, please let me know.
>
> Byron
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ram_frca" <ramfrca@xxxx> wrote:
> >
> > Hi Byron,
> >
> > Thank you for your fast reply. I did see the DDE section where
> they
> > talk about FXCM / Fx-Trek data hook-up using DDE. What I had in
> mind
> > was getting the datafeed directly from FXCM and routing it to
> > AmiBroker. I know that such a solution exists for TradeStation
> 2000i.
> > Software from HyperTrader is able to achieve it. I was hoping
that
> > there might be a direct solution like that for AmiBroker.
> >
> > I am hoping that developer of AmiBroker will come with a direct
> > solution.
> >
> > Thanks again for taking the time to post a reply to my question.
> >
> > Sincerely,
> >
> > Rama.
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Byron" <bporter@xxxx> wrote:
> > >
> > > Rama,
> > > Search the Amibroker website for FXCM - in the DDE section, it
> will
> > > show you how to hook up the FXCM data to Amibroker. The only
> > > problem, you have to buy the data feed at $40 to $50 a month
the
> > > last time I checked.
> > > Good luck,
> > > Byron
> > > --- In amibroker@xxxxxxxxxxxxxxx, "ram_frca" <ramfrca@xxxx>
> wrote:
> > > >
> > > > Hi,
> > > >
> > > > Does the current version of AmiBroker support the realtime
> data
> > > feed
> > > > from FXCM?
> > > >
> > > > I would like to use AmiBroker with FXCM data, if that is
> possible.
> > > >
> > > > Many thanks in advance for all your helpful replies.
> > > >
> > > > Rama.
>
>
>
>
>
>
> 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
________________________________________________________________________
________________________________________________________________________
Message: 23
Date: Wed, 16 Feb 2005 02:41:53 +0900
From: takeo kusumim <kusumi@xxxxxxxxxxxxxxxxx>
Subject: Re[2]: Re: FXCM data
you can get metatrader histrical data by using hyperserver.
http://www.hypertrader.it/hserverl.shtml
i create orignal plugin to feed metatrader data.
it can get realtime intraday data.
i think metatrader data is strange.
On Tue, 15 Feb 2005 14:02:32 +0100
"Thomas Zmuck" <tzg@xxxxxxxxxxxxxxxx> wrote:
>
> Hello Rama and Byron,
>
> about Data:
> I use the data from metatrader. They are much longer than esignal.
> However also no realtime datafeed. So i export it manually.
> DDE is free on metatrader.
> Maybe you would like it.
>
> 1 hour history is available right now back to 30-January 2003
> More than one year of history !
>
> 1min history is available right now back to 09-February 2005
>
>
> Best regards
>
>
> Thomas Zmuck
> www.tradingbasis.com
>
>
>
> -----Original Message-----
> From: Byron [mailto:bporter@xxxxxxxxxxxxxxxxxxx]
> Sent: Tuesday, February 15, 2005 3:48 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: FXCM data
>
>
>
> Rama,
> The last time I check with FXCM was abour a year ago, they would not
> give their data away for free at that time.
> How does Tradestation 2000i or Hypertrader connect to FXCM? If you
> can find out how they do it, then we can probably connect Amibroker
> to it in the same way.
> The problem with DDE is that it will only collect real time data,
> you cannot bring in history. I used FX-trek to get realtime data
> and cut and paste to get history(which was only about 1000 bars -
> not very long if you are looking at 1 min data)
> If you find out something new, please let me know.
>
> Byron
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ram_frca" <ramfrca@xxxx> wrote:
> >
> > Hi Byron,
> >
> > Thank you for your fast reply. I did see the DDE section where
> they
> > talk about FXCM / Fx-Trek data hook-up using DDE. What I had in
> mind
> > was getting the datafeed directly from FXCM and routing it to
> > AmiBroker. I know that such a solution exists for TradeStation
> 2000i.
> > Software from HyperTrader is able to achieve it. I was hoping that
> > there might be a direct solution like that for AmiBroker.
> >
> > I am hoping that developer of AmiBroker will come with a direct
> > solution.
> >
> > Thanks again for taking the time to post a reply to my question.
> >
> > Sincerely,
> >
> > Rama.
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Byron" <bporter@xxxx> wrote:
> > >
> > > Rama,
> > > Search the Amibroker website for FXCM - in the DDE section, it
> will
> > > show you how to hook up the FXCM data to Amibroker. The only
> > > problem, you have to buy the data feed at $40 to $50 a month the
> > > last time I checked.
> > > Good luck,
> > > Byron
> > > --- In amibroker@xxxxxxxxxxxxxxx, "ram_frca" <ramfrca@xxxx>
> wrote:
> > > >
> > > > Hi,
> > > >
> > > > Does the current version of AmiBroker support the realtime
> data
> > > feed
> > > > from FXCM?
> > > >
> > > > I would like to use AmiBroker with FXCM data, if that is
> possible.
> > > >
> > > > Many thanks in advance for all your helpful replies.
> > > >
> > > > Rama.
>
>
>
>
>
>
> 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
>
>
>
>
>
>
________________________________________________________________________
________________________________________________________________________
Message: 24
Date: Tue, 15 Feb 2005 18:30:38 -0000
From: "firehorse888uk" <firehorse888uk@xxxxxxxxxxx>
Subject: Simulate hedging?
Hi,
I would like to test out a strategy that involves holding both long
and short positions at the same time. Is this possible?
Thanks
________________________________________________________________________
________________________________________________________________________
Message: 25
Date: Tue, 15 Feb 2005 17:26:13 -0000
From: "dmorrill_2004" <dmorrill_2004@xxxxxxxxx>
Subject: Automating user contributed AFL Library updates
I've just recently purchased AmiBroker and am in the process of
learning how to use it. One of the things that attracted to the
program is its flexibility and active user community.
In particular, one of the assets I found attractive is the library
of AFL files that have been contributed by users over the years. To
make access to this library easier, I wrote a little script that
downloads all of the files in the AFL Library and installs them in
the AmiBroker/Formulas/AFL Library directory so that I can easily
access them from the "Charts" page of the "Workspace" window. I've
further categorized them into sections like "Indicator", "System",
and so on, based on the original author's classification.
Then, to keep things up-to-date, I automatically run the script
nightly to check for any updates on the AmiBroker web site. Any new
additions are downloaded and installed into the proper categories.
Furthermore, I have a section called "Latest" which shows all AFL
Files added in the last 30 days. And to let myself know that updates
have been made, I send myself an e-mail describing what changes have
been made to the library.
In the process of writing this script, I began to think that this
might be useful to other AmiBroker users besides myself. So I've
modified the script to also build an afl_library.zip file containing
all of the contributed AFL files and upload it to my personal web
site, where anyone can download it. If anyone is interested, the URL
for this is:
http://www.themorrillfamily.com/david/downloads
I've also modified the script so that it can send update e-mails to
a distribution list, so if anyone is interested in these update e-
mails, let me know and I will add you to the distribution list as
well. The e-mail contains a summary of the AFL files that have been
added to the library, as well as the complete text of the added
files. If you want to be added to the list, let me know at
dmorrill_2004 at yahoo dot com. Please mention "AFL Library e-mail"
in the subject line (so that I don't automatically delete it as
spam).
I want to thank everyone who has contributed to the AFL Library
for sharing their scripts and ideas, and I hope my little script
will make the library just a little more useful to others also. In
particular, I'm hoping it will encourage people who post useful
scripts to this mailing list to also take a moment to post them to
the amibroker.com web site also, to facilitate sharing with other
users.
Note that my script does not make any changes to the contributed AFL
files other than to add a comment header which lists all of the
information and descriptive text provided by the file's author when
it was originally added to the AmiBroker AFL Library. This is to
help ensure that the original author and amibroker.com web site
receive proper credit once the file is installed.
Dave Morrill
________________________________________________________________________
________________________________________________________________________
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
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