Hi Ed
Thanks very much for sharing your code.
I have try its but i
have some problems.
let me tell you:
To dont make mystakes i take your
postest trades se below and put them
in a txt file named output.txt. Also
i keep your paths.
this mean i copy the output file at
C:\IBOutputFiles\output.txt.
ABX 2007-05-09, 11:00:00 ISLAND -56
31.2800 1,751.68 -1.00 0.00 P
ABX 2007-05-09, 11:00:00 NYSE -100 31.2800
3,128.00 -0.28 0.00 P
ABX 2007-05-09, 11:00:00 IDEAL -100 31.2800 3,128.00
0.00 0.00 P
ABX 2007-05-11, 11:01:18 NYSE 156 30.1000 -4,695.60 -1.00 0.00
P
ABX 2007-05-11, 11:01:18 NYSE 100 30.1000 -3,010.00 -0.28 0.00 P
In the file ts1.afl i keep the path of ts_proc.afl.
This means i
copy the file ts_proc.afl at the path
C:\Amibroker
Programs\myAFL\tradeStatistics\ts_proc.afl.
There i put also
ts1.afl.
So we have all the same.
I open the ts1.afl with the AFL
Editor and execute this ( apply
indicator).
in the Amibroker chart i
see a new window:
Total Rwetun Practice = 0, Total Return Theory=0.
The
chart is empty.
In your email you say that i should run this in a chart
window.
i tried to do this . I press Run Statistics.
The answer was that
the variable vout has not been initializied.
This variable i serch an dfoud
it the the ts_proc.afl file.
I try to explane me steps maybe i done a
mistake that you see fast.
I dont want to take you more of your time and
nerve you.
but it would relay be fine when you help me.
Asi
understand your code shows you the total return practice this
means you
will get a chart of your profit and losses of your portofoil.
this is
excactly what i need.. ( but ok first i must bring it work
with your
help).
regards
christos
--- In amibroker@xxxxxxxxxps.com,
"Edward Pottasch" <empottasch@...>
wrote:
>
> hi
Christos,
>
> I'll attach code that I use. It is designed for my
system where I
track the difference between the entryprice and the
openprice so is
basicly useless for general use. My system is designed
using the
openprice but in the practice you will never get the exact open
price
and I monitor the difference.
>
> It contains
files:
> ts1.afl this is the main code you run in a chart window
>
ts_proc.afl this file is included in ts1.afl. The path you will
have to
adjust yourself.
>
> the main file ts1.afl reads the IB output
file. This is a file I
call output.txt and your will have to make this
yourself like I
explained in my previous Email. The file looks
like:
>
> ABX 2007-05-09, 11:00:00 ISLAND -56 31.2800 1,751.68
-1.00 0.00 P
> ABX 2007-05-09, 11:00:00 NYSE -100 31.2800 3,128.00
-0.28 0.00 P
> ABX 2007-05-09, 11:00:00 IDEAL -100 31.2800 3,128.00
0.00 0.00 P
> ABX 2007-05-11, 11:01:18 NYSE 156 30.1000 -4,695.60 -1.00
0.00 P
> ABX 2007-05-11, 11:01:18 NYSE 100 30.1000 -3,010.00 -0.28 0.00
P
>
> just copy and paste all your trades from the daily
statement of IB.
>
> If you have al this setup you can run this
program and see what it
does. Then maybe yu could adjust it for your
needs,
>
> good luck, Ed
>
>
>
>
> ----- Original Message -----
> From: christos_mav
> To:
amibroker@xxxxxxxxxps.com
> Sent: Thursday, June 07, 2007 1:24 PM
> Subject: [amibroker]
Re: Trade Log for Amibroker and IB
>
>
> Hi Ed
>
> Ok i tried to understand what you wrote me.
> lets
assume.
> You donwload your daily statements from IB .
> I done
it also . I donwload it in word format. Then i open it and
> copy the
data in a textfile.
> This is what i get. (from my papertrading
account).
> The data looks like yours only with some Taps.
> I
thing until no its ok ...
>
> F 2007-06-06, 13:45:24 NYSE -1,000
8.2500 8,250.00 -5.00 6,108.2175
> -3.70195 0.00
> F 2007-06-06,
09:30:18 NYSE 1,000 8.2700 -8,270.00 -5.00
> -6,123.0253 -3.70195 0.00
>
> Now the proplems start.
> You say then i could read
this with amibroker ( ok i need a software
> for this and i hope you
will help me ) .
> So when i do all this steps what you telling me i
will get something
> like a chart in AB what shows me the performance
of my trades ..?
>
> I do not have understand how you read this
textfile into Amibroker...
> Do you mean you Import it ...(import wizard
import ascii)
> But there you could only import quotes !?
>
> and also this part with the static variables i dont
understand.
> maybe it would be more clear when i understand how you
read this
in AB.
>
> But ok now im a little bit confused. i
hope you or also the others
> cuold help me to solve this.
>
regards
> christos
>
> --- In amibroker@xxxxxxxxxps.com,
"Edward Pottasch" <empottasch@>
> wrote:
> >
>
> hi,
> >
> > I do not have time today and what I have
written in AFL is specific
> for my system but I can tell what I do. The
trades of the previous
> day I receive in the daily statement of IB. I
copy and paste these
> trades into a text file.
> >
>
> Then you can read this textfile into Amibroker but you will have
to
> do some programming. The "trick" I use is for the software
to
> recognize if the line it reads is a long entry or a short exit etc.
is
> to save information for each symbol in static variables. For
instance
> the IB data may look like:
> >
> > ABX
2007-05-09, 11:00:00 ISLAND -56 31.2800 1,751.68 -1.00 0.00 P
> >
ABX 2007-05-09, 11:00:00 NYSE -100 31.2800 3,128.00 -0.28 0.00 P
> >
ABX 2007-05-09, 11:00:00 IDEAL -100 31.2800 3,128.00 0.00 0.00 P
> >
ABX 2007-05-11, 11:01:18 NYSE 156 30.1000 -4,695.60 -1.00 0.00 P
> >
ABX 2007-05-11, 11:01:18 NYSE 100 30.1000 -3,010.00 -0.28 0.00 P
> >
> > save all relevant information in static variables and check for
a
> sign() change of the number of shares. If it finds the positions
is
> closed then the static variables are removed and the
relavant
> information is stored in Composites at the appropriate
date.
> >
> > Now it is easy to copy and paste info from IB
every day and keep
> trach of your trades and all kind of statistics you
lie to examine.
> Maybe tomorrow I can poste some code.
> >
> > rgds, Ed
> >
> >
> >
> >
> > ----- Original Message -----
> > From: christos_mav
> > To: amibroker@xxxxxxxxxps.com
> > Sent: Thursday, June 07, 2007 12:19 AM
> > Subject:
[amibroker] Trade Log for Amibroker and IB
> >
> >
>
> Hi.
> > I want to ask if somebody has a trade log for his
account on IB.
> > I want only to see my real trades that i have done
at my IB
acount in
> > a n Excel-File.
> > When i buy ,
how much , Price comissions ( all this in one line).
> > The problem
is that the Statement of IB is realy bad.
> > You couls export for
example your dayly statement but they give
you so
> > much infos
that you realy dont need.
> > For me its only important to see very
fast ma mistake.
> >
> > There are some softeware what you
could buy ( see IB homepage ) .
> > But ok .. only for a trade log
--they are to expensive.
> > Therefore i ask if somebody know
something else.
> >
> > This would be also a good thing to
implement in AB.
> > To press only one button in AB and import for
example your dayly
> > trades from IB to AB .
> >
>
> regards
> > Chris
> >
>