PureBytes Links
Trading Reference Links
|
Ed. You're correct that Vout is used in the
function. But what if oprice[i] equals zero the first time you are using this
function ? Then you will have an error ... Would be better I think to initialize
Vout before the IF ...
Regards, Ton.
----- Original Message -----
Sent: Friday, June 08, 2007 2:51 PM
Subject: Re: [amibroker] Re: Trade Log
for Amibroker and IB
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 > > >
Telefonieren Sie ohne weitere Kosten mit Ihren Freunden von PC zu
PC! Jetzt Yahoo!
Messenger installieren!
Yahoo! Clever - Der einfachste Weg, Fragen zu stellen
und Wissenswertes mit Anderen zu teilen.
ÐÏࡱá
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 Yahoo! Messenger
installieren!
__._,_.___
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
SPONSORED LINKS
__,_._,___
|
|