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Chris,
the hard thing to solve this on my side is that
indeed the files ts1.afl and ts_proc.afl you send to me I put in C:\ and it
works for me. If I look at your Word file all looks fine. The error
message has to do with the fact that it can not find the open price for
ABX.
As you can see vout is used in the
function:
function getOpenPrice(oprice)
{
for (i = 0; i < BarCount; i++)
{
if (oprice[ i ] != 0)
{
vout = oprice[ i
];
break;
}
}
return
vout;
}
at some point in ts_proc.afl it tries to find the
open price using the following code:
oo = Foreign( symb,
"O");
oprice = IIf(DateTime() ==
dateNumber,oo,Null);
oprice =
getOpenPrice(oprice);
My code extracts "ABX" from the output.txt file and
calls it symb. However if ABX in your database has an additional space
then oo = Foreign( symb, "O"); then it can give this error. I
tested for instance the following:
// extract
symbol
sp1 = strpos[ 0 ];
symb =
StrMid(ss,0,sp1);
symb = symb + " ";
adding a space to symb and then I also get the same
error.
So my code puts into symb "ABX" for
sure. Then ABX in your databse is not really called "ABX" but maybe "ABX
". This you need to find out. What do you see when you add the
line:
"name: " +
Name() + " length: " + StrLen(Name());
inside one of your other chart
windows? The show ABX. It show give: name: ABX length:
3
in the interpretation
window.
rgds,
Ed
----- Original Message -----
Sent: Friday, June 08, 2007 2:10 PM
Subject: Re: [amibroker] Re: Trade Log
for Amibroker and IB
hi
so it works at you without problems on c:
I will send you one
time the word file ( i have ziped i now ) maybe it works
when you like you
can have a look.
if you find something its ok otherwise its also ok
.
thanks that you tryed.
regards
chris
Edward
Pottasch <empottasch@xxxxxxxbe>
schrieb:
hi,
I can't read the word file for some
reason.
I put your files in the c:\ and ran
it with the file (attached) containing the data. Works fine on this side. So
not sure what the problem is if you say that you have the AFL running inside
a database that contains ABX. If it still gives the same error message it
can not read the open price of ABX. So it is not able to see ABX for some
reason.
rgds,
Ed
-----
Original Message -----
Sent:
Friday, June 08, 2007 12:00 PM
Subject:
Re: [amibroker] Re: Trade Log for Amibroker and IB
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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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
Telefonieren Sie ohne weitere Kosten mit Ihren Freunden von PC zu PC! Jetzt
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