HI Ed
ok this was a mistake ADX .. its ABX (BARRICK GOLD CORP-COM)
.
I have pu now the
files:
output.txt
ts1.afl
ts_proc.afl
at c:\ drive and change
also the paths in the files.
so i have now in the ts1.afl this include
file
#include "C:\ts_proc.afl"
and for the output file this
fn = "C:\\output.txt";
i send you also the summery in a
wordfile with
pictures.
regards
christos
Edward
Pottasch <empottasch@xxxxxxxbe> schrieb:
Cgristos,
let me check first if you have ABX in your
database. It is not ADX but ABX. I ask this because vout is
initialised when it finds the open price of ABX and this is the error you
get.
So if you have ABX in your database and it has
data in it from at least May the 9-th then it will find the open price and
it will initialise vout.
If you have all this and it still doesn't work
then possibly it can not find the file output.txt. So check also if you have
the path set right and there is not a mistake made with a typo error. If it
still doesn't work let me know,
rgds, Ed
-----
Original Message -----
Sent:
Friday, June 08, 2007 10:40 AM
Subject:
Re: [amibroker] Re: Trade Log for Amibroker and IB
Hi Ed
ok this is a good step, ( yes my Data are the same from
the Daily statements, and i also tarde in IB.
Yes i have also the
symbol ADX in my Database (ADAMS EXPRESS CO-COM)
I take your trades to
minimize the failures , but ok i could take also mine becasue they are the
same.
so this is not the failure case.
When i execute ts1 in
the chart--> Press Parameters--> RunStatistics .. it shows me
that "vout" is not been initialized.
So this mean something is
missing.
regards
Christos
Edward
Pottasch <empottasch@xxxxxxxbe> schrieb:
hi Christos,
I run this code inside the US database. So
it will look for the symbols in this database to get the open price of
ABX. This code I set up specifically to monitor the difference
between the open price and my entry (slippage).
So if your database does not have the stock
ABX in it it will not be able to finds its openprice.
If you trade stocks as well with IB you
should be getting the same Daily Account Statements with IB and therefor
can make a similar output.txt file like I do. If you trade something
else then I do not know how the Daily Statement will look
like.
So you set it up OK but I think you do not
have a database which includes ABX running underneath this
code.
rgds, Ed
-----
Original Message -----
Sent:
Friday, June 08, 2007 9:28 AM
Subject:
[amibroker] Re: Trade Log for Amibroker and IB
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
> >
>
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