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Dennis.
My idea is to use text files to store trades. Then write a indicator
that will read the file and mark the buy/sell/short/cover. I also
want to borrow idea from Herman(see his TWS trade extraction tool in
the afl library) to export my trades automatically into those text
files.
The overall idea here is to do the following
1. plot the entry and exists
2. Calculate the MFE and MAE automaticlly.
Let me know what you think.
Regards
--- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@xxx> wrote:
>
> Seede,
>
> I had to put this aside for a while. I am in the middle of
rewriting
> the whole Parameters window UI in AFL for my system. I also added
> auto selecting volume bar charts and range bar charts, but in the
> process I found out that the manual trades AFL below does not work
> with my new charts. I do not understand what the problem is yet.
> ATC is writing them but foreign reads them as null. It may be
just
> related to the latest betas. I will have to look again later.
>
> However, I am planning on using the principles of the manual
trades
> for a number of purposes --including better trend line studies
that
> would auto snap to a local peak or valley tagged to the database
> timeframe and extend a limited distance. All things I have
> requested, but I need them now and can't wait forever --I only hope
I
> can figure out how to do it.
>
> I would like to hear about your ideas also.
>
> Dennis
>
>
> On Aug 27, 2007, at 2:40 PM, murthysuresh wrote:
>
> > Dennis
> > Do you have any updates. I have a few ideas and maybe we can work
to
> > make it happen.
> >
> > Regards
> >
> > Seede
> > --- In amibroker@xxxxxxxxxxxxxxx, Dennis Brown <see3d@> wrote:
> >>
> >> Hello,
> >>
> >> I wanted to be able to enter trades manually --representing the
> > ideal
> >> discretionary system trades for comparing different automated
> > systems
> >> trying to mimic them. I combined several different ideas I found
> >> here to make the code below.
> >>
> >> To operate, you select a name, make an empty ticker, then enable
> >> manual trades, select a bar and place a marker on it.
> >>
> >> It remembers the markers and can display them on any chart. The
> > same
> >> idea could be used to mark universal things on a chart such as
> >> options expirations, fed announcements, 9-11, other market moving
> >> news that would affect all charts in back testing. It could also
> > be
> >> modified to switch files 1-1 for each current ticker for ticker
> >> specific events. The advantage is that the data is retained
> > across
> >> different panes etc. --unlike drawn studies which can not be
> > shared,
> >> cut, pasted, and could easily be lost.
> >>
> >> So far, I have noticed a couple anomalies in operation that I
> > can't
> >> explain.
> >> The first time I enter a marker after starting AB, it seems to
> >> disappear after a bit and has to be reentered once.
> >> It lost my markers once, and I am not sure why that happened --
the
> >> files were still there.
> >> Also, I wanted to have a way to make it hard to clear all the
> > markers
> >> by mistake. I was looking for a way to require the shift key
down
> >> when clicking on the make empty ticker button as a fail safe. Or
> >> perhaps there is a way to make a confirmation dialog box.
> >>
> >> I would appreciate any help with these issues and comments for
> >> improvements.
> >>
> >> You make take the following code and use it or post it however
you
> >> like as far as I am concerned.
> >>
> >> ~Dennis
> >>
> >> _SECTION_BEGIN("Manual Trades");
> >> // This section allows manual trades to be entered and saved
> >> permenantly as a ticker
> >> // ~name1 is Buy flags
> >> // ~name2 is Sell flags
> >> // ~name3 is Short flags
> >> // ~name4 is Cover flags
> >>
> >> function saveManual(array, ManName)
> >> {AddToComposite(array ,ManName ,"x",atcFlagEnableInIndicator|
> >> atcFlagDefaults);}
> >>
> >> function saveAllManual(BuyMan, SellMan, ShortMan, CoverMan,
ManName)
> >> {
> >> saveManual(BuyMan , ManName+"1");
> >> saveManual(SellMan , ManName+"2");
> >> saveManual(ShortMan , ManName+"3");
> >> saveManual(CoverMan , ManName+"4");
> >> }
> >>
> >> ManualName = ParamStr("Manual Trade Ticker", "~Kezha");
> >> createManual = ParamTrigger("Make Empty Ticker", "Make Empty
> > Ticker" );
> >> EnableManual = ParamToggle("Enable Manual Trades", "OFF|ON" );
> >> setbuy = ParamTrigger("Buy", "Buy" );
> >> setsell = ParamTrigger("Sell", "Sell" );
> >> setshort = ParamTrigger("Short", "Short" );
> >> setcover = ParamTrigger("Cover", "Cover" );
> >> clear = ParamTrigger("Clear", "Clear" );
> >>
> >> bi = BarIndex();
> >> sbi = SelectedValue( bi )-bi[0];
> >>
> >> if( createManual )
> >> {
> >> saveAllManual(0, 0, 0, 0, ManualName);
> >> }
> >>
> >> if( enableManual )
> >> {
> >> BuyMan = Foreign(ManualName+"1" ,"c");
> >> SellMan = Foreign(ManualName+"2" ,"c");
> >> ShortMan = Foreign(ManualName+"3" ,"c");
> >> CoverMan = Foreign(ManualName+"4" ,"c");
> >>
> >> if( setbuy ){BuyMan[sbi ] = 1; saveManual(BuyMan ,
> > ManualName+"1");}
> >> if( setsell ){SellMan[sbi ] = 1; saveManual(SellMan,
> > ManualName+"2");}
> >> if( setshort ){ShortMan[sbi ] = 1; saveManual(ShortMan,
> > ManualName
> >> +"3");}
> >> if( setcover ){CoverMan[sbi ] = 1; saveManual(CoverMan,
> > ManualName
> >> +"4");}
> >> if( clear )
> >> {
> >> BuyMan[sbi ] = 0;
> >> SellMan[sbi ] = 0;
> >> ShortMan[sbi ] = 0;
> >> CoverMan[sbi ] = 0;
> >> saveAllManual(BuyMan, SellMan, ShortMan, CoverMan,
> > ManualName);
> >> }
> >> PlotShapes( BuyMan * shapeUpArrow,colorGreen,0,L,-25);
> >> PlotShapes( SellMan * shapeDownArrow ,colorRed ,0,H,-25);
> >> PlotShapes( ShortMan *
> > shapeHollowDownTriangle ,colorRed ,0,H,-25);
> >> PlotShapes( CoverMan * shapeHollowUpTriangle,colorGreen,0,L,-
> > 25);
> >> }
> >> _SECTION_END();
> >>
> >
> >
> >
> >
> > 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
> >
> > Yahoo! Groups Links
> >
> >
> >
>
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