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Seede,
It sounds like a good project, but I don't think what I wrote before
or intend on writing would be of much value to you for this.
Regards,
Dennis
On Aug 27, 2007, at 4:01 PM, murthysuresh wrote:
> 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
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>>>
>>> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>>>
>>>
>>>
>>
>
>
>
>
> 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
>
>
>
Please note that this group is for discussion between users only.
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For other support material please check also:
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