Re: [amibroker] Re: no amibroker book?, AmiBroker Email List Archive

On Feb 11, 2008 4:07 AM, Christopher <chrisjeal@xxxxxxxxxxx> wrote:

Hi Howard,
I would be interested in a book on how to use Amibroker correctly, how
will you let people know when you have published the book?

Have you thought of selling it as a pdf something like on clickbank?
As you will have no costs up front and will sell as many as wanted no
more and no less - also you could offer updated pages as needed.
Just an Idea.
Yours
Chris

--- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@xxx> wrote:
>
> Greetings all --
>
> What a nice surprise, it looks like there is a new price point. I
did not
> think the market would bear so much. (Grin)
>
> " I WILL GET IT but I would pay $120.00 for the very basics in afl in a
> minute. "
>
> "Introduction to AmiBroker" is alive and well. I have other
projects that
> are getting done along with writing it. Some days Introduction is
on the
> top of the list, other days it is not. But it will be published.
>
> It will be pretty much what its title says -- a book about
AmiBroker. Since
> AmiBroker is a trading system development platform, there will be
discussion
> of trading and trading systems. But, readers looking for a book
about the
> design, testing, and validation of trading systems should look at
> "Quantitative Trading Systems," which is already available. The
> Introduction book is a separate book, more about AmiBroker, less about
> trading systems, and at a more basic level. It is not a new edition
of QTS.
>
> Thanks for the suggestions about joint authorship. I have already
explored
> that.
>
> The author of a book gets very little compensation -- no matter how
it is
> published. Top end compensation for the author(s) -- if there are
multiple
> authors, they split this -- is usually about 10% of the retail price
of the
> book. A $40 book gives two authors $2.00 each per copy.
Introduction to
> AmiBroker might sell 2000 copies over two or three years. At the rate
> Tomasz is expanding the capabilities of AmiBroker, it would be unwise to
> make too large a press run, and wise to plan on revised editions
regularly.
> There are several sections I have re-written already as AmiBroker
changed,
> and the first edition has not yet gone to press.
>
> There is little reward and a lot of difficulty coordinating efforts.
The
> logistics of two people working from different locations on a manuscript
> several hundred pages long are very difficult.
>
> It is a one-person job.
>
> Thanks,
> Howard
>
>
>
>
> On Feb 8, 2008 12:25 PM, Ronald Davis <xokie7@xxx> wrote:
>
> > Lloyd>>>I, also would like to see a presentation using first
principles.
> > My
> >
> > understanding is that Howard will be completing an entry level book
> > this spring as soon as he completes some obligations this month.
> >
> > It might be a better book if Howard and Graham were to agree to
JOINTLY
> > write the book. The best and most understandable explanations that
have
> > been given to me have been those from Graham. Graham seems to have an
> > outstanding ability to describe things in a very understandable
way. Here
> > is his description of SUM from the user manual. Ron D
> >
> >
===========================================================================
> > Sum adds up the last "n" number of bars. It sums whatever you put
into the
> > first part of the sum formula.
> >
> > Cum(1) adds 1 to the previous value of Cum, so the first bar is 1
and it
> > just keeps adding one to the last bar value of cum(1).
> > You can use Cum to add anything, like how many times you get
rising days
> > in
> > the entire chart:
> >
> > Rise = C>O; //this gives results of 0 or 1
> > TotalRise = Cum(Rise);
> >
> > You could limit this as well to time periods, or any other condition
> > Example
> > would be one for total rise days since 1995:
> >
> > RecentRise = C>O and Year()>=1995; //this gives results of 0 or 1
> > TotalRise = Cum(RecentRise);
> >
> > If you wanted to know how many rising days in the last 12 bars you
would
> > use:
> >
> > LastRises = Sum(Rise,12);
> >
> > ===================================================================
> >
> > ----- Original Message -----
> > From: "Thomas Ludwig" <Thomas.Ludwig@xxx <Thomas.Ludwig%40gmx.de>>
> > To: <amibroker@xxxxxxxxxxxxxxx <amibroker%40yahoogroups.com>>
> > Sent: Friday, February 08, 2008 1:14 PM
> > Subject: Re: [amibroker] Re: no amibroker book?
> >
> > > brian_z111 wrote:
> > >
> > >> However, I also agree with the others that we need a good AFL book
> > >> and IMO Tomasz is the man to write it - yes, even if he has to stop
> > >> development to do it - take a sabbatical and get out the feathered
> > >> pen Tomasz
> > >
> > > Brian, I agree with Paul and vlanschot that TJ cannot afford to
do this.
> > > And quite frankly - no offense meant, TJ!!! - I'm not sure if
he's the
> > > right guy to do this. I'm afraid he's frequently thinking in quite
> > > different categories than most of us who are non-programmers and
> > > apparantly much more simple-minded ;-) He's often made the statement
> > > that every AB user should read the manual from the first to the last
> > > page over and over again. Yes, true - but that doesn't really
help in
> > > many situations.
> > >
> > > Examples? The description of Exrem and Exremspan - without hints
from
> > > other guys here in the mailing list (who are obviously more
intelligent
> > > than I am) I would never have understood the whole purpose of these
> > > functions and when to use them.
> > > Another one: The description of Equity() - my goodness, after
all these
> > > years I still have troubles at times to decide which flag I
should use
> > > and with which consequences.
> > >
> > > There are many other examples of functions available in AB that
may be
> > > useful for me in specific situations - but I simply don't understand
> > > and use them (like Varset). In the past I had very often the
> > > impression - with a "normal" occupation, a wife and two children who
> > > sometimes felt neglected - that I'm the wrong target customer for AB
> > > and TJ. But, well, over the years the moments of desperation have
> > > become fewer thanks to a lot of pasting of infos from the list here
> > > (like Graham has mentioned).
> > >
> > > Having said this, I think an AFL book is needed written strictly
from
> > > the user's perspective. I think most of us non-programmers and
> > > non-engineers are in need of "cooking recipes" that organize,
structure
> > > or arrange the vast multitude of possibilities available in AB in
> > > order to facilitate everyday usage of this excellent application. A
> > > nice example from the AB library as a starter would be
> > > http://www.amibroker.com/library/detail.php?id=547
> > >
> > > Brian, Herman and you are doing a really marvelous job for the
UKB. But
> > > perhaps some more of such "cooking recipes" should be included. It
> > > would be great if more AB users could contribute them.
> > >
> > > Just my 2 cents ...
> > >
> > > Greetings,
> > >
> > > Thomas
> > >
> > >
> > >
> > > 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
> > >
> > >
> > >
> >
> >
> >
>