Ton,
yes maybe it would be a more correct way of
programming but it will not solve the fact that the code does not work for
Chris. Program will not crash but give the wrong answer, I expect. It can
not recognize the symbol. It has something to do with his database and the way
symbols are named (I think).
rgds, Ed
----- Original Message -----
Sent: Friday, June 08, 2007 10:07
PM
Subject: Re: [amibroker] Re: Trade Log
for Amibroker and IB
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 > > >
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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
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