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Title: Re: [amibroker] Re: 'Rule Based' versus 'Discretionary' trading...
I haven't followed this thread in detail. However it might interest some of you how I am getting my objectives implemented. To keep this short ;-) I am leaving out programming details.
My objective is to get automation software in place so that I can test a complicated procedure of explorations and Backtests on historical data. It must Backtest and score multiple trading systems, use multiple foreign data bases, use multiple explorations, score across markets, etc. In other words: I want it to do whatever I can do manually but a hundred times faster and without errors.
With the kind help from Paul Ho, I finally got started with J-Script. I don't like picking up other languages but I saw no other way. btw, I am still looking for a good book on J-Script that is NOT web site oriented. If anyone can recommend a book that helps me to write basic code (not all that server stuff) please let me know. I am also looking for free J-Script debugging tools - same here: those that are not web/html oriented.
Phase 1 of my system will be limited to EOD data, Phase 2 will add Intraday trade management. The 2nd phase will be developed separately and will work independent from the first-phase.
The key JS functions are a set of functions to Backtest, run Explorations in the AA, and perform file operations, once I had those going the rest is relatively easy (thanks to Paul!).
We can't run the AA within the frame work of an afl formula - at least it appeared too difficult for me. Also, while it may be possible to do some of the tasks more efficient using the CBT I decided to mimic the manual manual operations I perform to run the protocol (without automation). This way I fully understand what is happening and know it will do exactly what i want. Normally one would start the J/_vbscript_s from the AB Tool menu. This is of course awkward; I want to control, start and stop, J-Scripts from within the afl formula. I also want conditional afl execution depending on what js is doing. To do this I use files to coordinate handshaking between AFL and J-Script.
To have j-script do what I want I write a set of parameters to a JSParam.js file from afl. This file is read and executed by my main J-script (like an #include or batch file). When JS has executed it it deletes this file. When afl sees the JSParam.js file has been deleted it can write another set of operations and create a new file that will be executed by js. JS continually writes its current state to a JSStatus.txt file which afl reads and displays. This allows me to know at all times what js is doing, this is to monitor the system and help in debugging. To prevent multiple js launches, js also creates a JSBusy.txt file when it starts, and deletes it when it is finished. When this file exists js will not start another version of the code. I use files as I would use static variables to coordinate programs running in afl.
At various points I explore the entire DB, collect performance metrics for several thousand stocks, sort performance metrics, and score tickers and systems. After each Backtest I read the metrics from the results.rlst in the Reports folder. I tried bubble sorts but they ran too slow (written in afl) so I developed a no-sorting method to get my top metrics. I simply scale and limit the range of the metric values, convert them to an integer, and use them as an index to a static text array. This way the metric values are automatically stored in order of magnitude in the array. Scaling values to a 1:1000 or 1:10000 range give me plenty of resolution for scoring. Outsiders and multiple values in the same integer are grouped in the same array element. To get my top metric scores I only have to read the top n metric values (empties are skipped). Very fast and no sorting needed :-) the next step will be to write my tickers to a number of trading lists that will be read by trade automation code (AT already working).
I maintain various other files that can be read by all software modules to share ticker lists, performance, and other data.
This is about where I am at right now. The procedure may take up to a few minutes per day for a single data base. Considering all the work its doing this is not bad. The js execution time is negligible compared to the AA operations.
There is one more problem I have to solve in order to check the system over historical data and that is to run the entire procedure at each bar and calculate the equity. btw, trades never last longer than one day. I was thinking of using the Bar-Replay but I see no way to stop/start it from afl. I just may have to write my own loop. Any ideas anyone?
The above may look like a round-about way to get something done however it is something that I can fully understand. No black boxes. btw, The EOD phase does not use optimizations.
Herman
Tuesday, August 26, 2008, 9:45:41 AM, you wrote:
>> the concept of "storing the trade data in static
>> arrays" and accessing it via AFL sounds pretty dam good...I assume
>> that is at the core of "system" backtests.
> No idea what others have done.
> Logically/mathematically I believe we can calculate the whole box and
> dice starting with only trade series% and bars in/bars out of trade,
> so yes, that is 'my' core.
> The little bit of scaled down modelling I have done so far confirms
> that.
>> At the same time this discussion came up,I was demoing a "position
>> size" optimizer(pre-coded kelly,optimal f,martingale/anti
>> martingale,MC etc).......
>> .......variables such as position sizing/money management
>> need to be adressed,not too mention the risk reward of the system.
> You know people want personal solutions.....that is the way it is...
> I am heading in that direction .... I know we can do it statically
> via the CBT (after a backtest on historical data) but I got
> interested in trying it live around the same time Herman started
> talking about inline metrics so here I am.... if I can create a
> trade series matrix on the fly I can definitely get my own stuff to
> work ... yes I am interested in optimal F.
> So far I haven't tried to create a robust trade series that suits all
> (stops etc) so I can't cry wolf until I have tried to use everything
> that I can.
> Doing it is one thing ... doing it fast enough for live work is
> another.
> I also got interested in tuning the life trades, using a live metric
> to guide the session, around the same time as Herman started talking
> about it.
> I think that is the cutting edge of it but my first target is
> actually a live optimalF ... just to see what it looks like on the
> fly.
> I don't know about you but running multiple systems, intraday, and
> trying to mentally calculate position size is definitely for the
> young fellas.
> The other thing I like about it is how much I learn about backtesting
> by trying to emulate one.
> brian_z
> --- In amibroker@xxxxxxxxxxxxxxx, "matrix10014" <allansn@xxx> wrote:
>> Hello all,
>> Sorry for the WFA confusion,and Brian you are correct.I am looking
>> for the "Discretionary Traders Back Tester".I am far from being a
>> programmer,but the concept of "storing the trade data in static
>> arrays" and accessing it via AFL sounds pretty dam good...I assume
>> that is at the core of "system" backtests.
>> At the same time this discussion came up,I was demoing a "position
>> size" optimizer(pre-coded kelly,optimal f,martingale/anti
>> martingale,MC etc)where discretionary trades had to be manually
> input
>> as no software actually generates an "exportable discretionary
> trade
>> file" and it dawned on me that Amibroker has the full capability to
>> do it all..with a little help from my friends.
>> My hope is we can utilise the best of Amibroker whether one bases
>> their approach on algorithmic trading,candlesticks or
>> Gann/Elliot.Once a trade is on,it needs to be managed regardless of
>> the approach,and variables such as position sizing/money management
>> need to be adressed,not too mention the risk reward of the system.
>> Thanks to all,
>> Allan
>> --- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@> wrote:
>> >
>> > Only speaking for myself.
>> >
>> > > I can certainly see the value in calculating a full suite of
>> > >metrics
>> > > based on the discretionary trades made via clicking on a chart
>> over
>> > >a
>> > > given time period. These would be the equivalent of a
> mechanical
>> > > trader's backtest results and would be the benchmark by which
>> > > approaches were measured.
>> >
>> > Yes, that is what I would like to be able to do..... it is the
>> > Discretionary Traders backtester.
>> >
>> > > But, how exactly would a discretionary trader perform a WFA
> given
>> > > that WFA is the application of optimized parameters upon
> untested
>> > > data?
>> >
>> > If I used that term I used it rather loosely ... if Alan used it
> I
>> > know what he meant..... fair enough, reserve the term for Walk
>> > Forward as we know it now ... yes, they are different
>> processes.....
>> > let's use something else, for what Alan wants, to avoid confusion.
>> >
>> > Yes, I am only talking about a live simulation with the
>> > trades 'recorded' for later analysis AND/OR live metrics/money
>> > management (part A would be a good start) .... I still like the
>> idea
>> > of being able to store the trades in static arrays that can be
>> > accessed via AFL.... don't know if that would fit in there or not.
>> >
>> > brian_z
>> >
>> > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
>> > >
>> > > I can certainly see the value in calculating a full suite of
>> > metrics
>> > > based on the discretionary trades made via clicking on a chart
>> over
>> > a
>> > > given time period. These would be the equivalent of a
> mechanical
>> > > trader's backtest results and would be the benchmark by which
>> > > approaches were measured.
>> > >
>> > > But, how exactly would a discretionary trader perform a WFA
> given
>> > > that WFA is the application of optimized parameters upon
> untested
>> > > data?
>> > >
>> > > I doubt that you are suggesting that the discretionary trader
>> would
>> > > manually iterate over the same chart trying different
> approaches,
>> > and
>> > > that AB (or any other product) would then have to somehow
> figure
>> > out
>> > > what the methodology was in order to apply that logic into the
>> next
>> > > out of sample period. Yet, that would be the only way to marry
>> the
>> > > two concepts (i.e. discretionary and WFA).
>> > >
>> > > Even if the software did have some kind of artificial
>> intelligence
>> > > that could capture logic based on the discretionary trades made
>> > > within a period, what would be the point? The discretionary
>> trader
>> > > would not confine themself to the signals produced by the WFA.
> If
>> > > they did, they would no longer be discretionary, but instead be
>> > > mechanical traders :)
>> > >
>> > > It seems to me that WFA is the exact opposite of discretionary
>> > > trading.
>> > >
>> > > Mike
>> > >
>> > > --- In amibroker@xxxxxxxxxxxxxxx, "matrix10014" <allansn@>
> wrote:
>> > > >
>> > > > Hi Sidhartha,
>> > > > No offense to anyone,but it is a bit of a messy solution and
>> one
>> > > that
>> > > > is good enough to make one dangerous.
>> > > >
>> > > > It certainly appears that a skilled programmer could make the
>> > > > necessary changes to bring it to a professional level,but I
> am
>> > > > certainly not that person.
>> > > >
>> > > > IMHO,whether one is a discretionary trader or system
> trader,the
>> > > > ability to perform some sort on WFA is essential,and the very
>> > same
>> > > > analytics/statistics should be available to both styles.
>> > > >
>> > > > Does anyone think the discretionary traders at firms such as
>> SAC
>> > > > capital simply wing it,while the stat arb boys have all the
>> > > > firepower??
>> > > >
>> > > >
>> > > >
>> > > >
>> > > > --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70"
> <sidhartha70@>
>> > > > wrote:
>> > > > >
>> > > > > I took a look at Herman's thread Mike and I personally
> think
>> > it's
>> > > a
>> > > > > bit of a messy solution to what Allan is requesting.
>> Basically
>> > he
>> > > > > wants something of 'professional' quality rather than
> tacked
>> on.
>> > > > >
>> > > > >
>> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@>
> wrote:
>> > > > > >
>> > > > > > Your comment on simulated discretionary trading was
>> addressed
>> > > > earlier
>> > > > > > in the thread by Herman, though perhaps not to the degree
>> of
>> > > > backtest
>> > > > > > metrics that you might be after.
>> > > > > >
>> > > > > >
>> http://finance.groups.yahoo.com/group/amibroker/message/128437
>> > > > > >
>> > > > > > Mike
>> > > > > >
>> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "matrix10014"
> <allansn@>
>> > > wrote:
>> > > > > > >
>> > > > > > > Hi T,
>> > > > > > > As a discretionary trader,I find the charting
> package
>> in
>> > > Ami
>> > > > to
>> > > > > > be
>> > > > > > > excellent.The only gripe I have is that one can not
> shift
>> > to
>> > > > higher
>> > > > > > > time frames(daily to weekly) without the chart and
>> > trendlines
>> > > > > > jumping
>> > > > > > > all over the place,i.e.,from one date to the
> next.Without
>> > > > having
>> > > > > > the
>> > > > > > > end dates locked(far right dates),multiple time frame
>> > > analysis
>> > > > > > > becomes a very difficult task,and analysis is rendered
>> > > > useless.Its
>> > > > > > > essential that the far right side of the chart have the
>> > same
>> > > > date
>> > > > > > on
>> > > > > > > any time frame.I discussed it in the past,but you had
>> your
>> > > own
>> > > > > > > views.Sadly,I had to go to another program.
>> > > > > > >
>> > > > > > > On another note,and far more important, a discretionary
>> > > trader
>> > > > > > needs
>> > > > > > > the same risk management tools that a system trader
>> > does.The
>> > > > two
>> > > > > > > styles are not so disimilar that a system trader has
> the
>> > > > benefit of
>> > > > > > > full backtesting/optimisation/WFA while the
> discretionary
>> > > > trader
>> > > > > > > should be left to perform his analysis with a
>> pencil,paper
>> > > and
>> > > > > > > abacus.Ami should offer the capability to SIMULATE
>> > > > discretionary
>> > > > > > > trading.That means the ability to point and click on
> the
>> > > chart
>> > > > and
>> > > > > > > record all Entrys(long and short),Exits,and stops with
>> > > > > > > pyramiding/scaling capabilities.In addition full
>> reporting
>> > > > should
>> > > > > > be
>> > > > > > > available with a scaled down version of backtest
> results
>> as
>> > > > well as
>> > > > > > > the capability to export the trades should one wish to
> do
>> > > > perform
>> > > > > > > further analysis,i.e position sizing,Money management.
>> > > > > > >
>> > > > > > > Unless one is performing algorithmic trading/mean
>> reversion
>> > > > > > > strategies,I think there is a fine line between rule
>> based
>> > > > trading
>> > > > > > vs
>> > > > > > > discretionary.Granted the approachs are different,but
>> once
>> > a
>> > > > trade
>> > > > > > is
>> > > > > > > on,one still has to manage it with the very best tools
>> > > > > > > available.Hopefully,Ami can level the playing field
>> between
>> > > the
>> > > > > > > system "tools" vs the "discretionary" tools avaiable.
>> > > > > > >
>> > > > > > > Allan
>> > > > > > >
>> > > > > > >
>> > > > > > >
>> > > > > > >
>> > > > > > >
>> > > > > > > Allan
>> > > > > > >
>> > > > > > >
>> > > > > > >
>> > > > > > >
>> > > > > > >
>> > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
>> > <groups@>
>> > > > > > > wrote:
>> > > > > > > >
>> > > > > > > > I appreciate all suggestions and there is really no
>> > problem
>> > > > > > > > in adding new features provided that there is demand
>> for
>> > > them.
>> > > > > > > > I specifically asked for charting suggestions, as
> this
>> is
>> > > way
>> > > > > > > > more "subjective" thing than backtesting and other
> rule-
>> > > based
>> > > > > > tools.
>> > > > > > > > Discretionary traders seem to be very sensitive to
> all
>> > those
>> > > > > > > > little details and aesthetics. These are are
> sometimes
>> > easy
>> > > > to
>> > > > > > > develop
>> > > > > > > > sometimes not, but unless you hear the feedback it is
>> not
>> > > > possible
>> > > > > > > > to know what every single person uses.
>> > > > > > > > So again, feedback is appreciated. If possible and
> not
>> > too
>> > > > time
>> > > > > > > consuming
>> > > > > > > > for you, I greatly appreciate filling the issue via
>> > > feedback
>> > > > > > > center. If not,
>> > > > > > > > I can keep track on my internal list.
>> > > > > > > >
>> > > > > > > > Best regards,
>> > > > > > > > Tomasz Janeczko
>> > > > > > > > amibroker.com
>> > > > > > > > ----- Original Message -----
>> > > > > > > > From: "sidhartha70" <sidhartha70@>
>> > > > > > > > To: <amibroker@xxxxxxxxxxxxxxx>
>> > > > > > > > Sent: Tuesday, August 19, 2008 5:30 PM
>> > > > > > > > Subject: [amibroker] Re: 'Rule Based'
>> > > versus 'Discretionary'
>> > > > > > > trading...
>> > > > > > > >
>> > > > > > > >
>> > > > > > > > > How97,
>> > > > > > > > >
>> > > > > > > > > I agree. You've stated nothing that I haven't
> already.
>> > > > > > > > >
>> > > > > > > > > I do use other software... MarketDelta & have been
>> > > looking
>> > > > at
>> > > > > > > Ninja
>> > > > > > > > > with a market profile plug in as an alternative.
>> > > > > > > > >
>> > > > > > > > > Like others, I'm not desperately keen on using
>> multiple
>> > > > software
>> > > > > > > > > systems. I'd rather try and get it under one roof.
>> And
>> > > the
>> > > > > > truth
>> > > > > > > is it
>> > > > > > > > > really wouldn't be hard for TJ to add some of that
>> > > > > > functionality.
>> > > > > > > > >
>> > > > > > > > > I'm adding my voice to a largely dominant rule
> based
>> > > > crowd... I
>> > > > > > > hope
>> > > > > > > > > you're ok with free _expression_ of wishes and
>> ideas...??
>> > > > > > > > >
>> > > > > > > > > I think others have also made it clear on this
> thread
>> > > that
>> > > > > > they'd
>> > > > > > > like
>> > > > > > > > > to see some more functionality on the charting side
>> too.
>> > > > > > > > >
>> > > > > > > > >
>> > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "how97"
>> <101.158294@>
>> > > > wrote:
>> > > > > > > > >>
>> > > > > > > > >> I believe it is clear that the large majority of
> the
>> > AB
>> > > > users
>> > > > > > > want
>> > > > > > > > >> to have the possibility for rule-based trading,
>> > > > backtesting,
>> > > > > > > > >> automatic analysis, automatic trading etc. For
> that
>> > > group
>> > > > > > > Amibroker
>> > > > > > > > >> is just excellent and it is constantly enhanced in
>> > these
>> > > > > > > > >> possibilities. And that is what the large majority
>> of
>> > > its
>> > > > > > users
>> > > > > > > > >> wants. And AB strongly supported by its users and
>> > driven
>> > > > by
>> > > > > > > their
>> > > > > > > > >> wishes.
>> > > > > > > > >>
>> > > > > > > > >> The large majority of users is clearly not the
>> > > > discretionary
>> > > > > > > > >> traders. These may need better or specialized
>> > charting.
>> > > > That
>> > > > > > may
>> > > > > > > > >> well be. If this better charting software exists
>> > already
>> > > > as
>> > > > > > you
>> > > > > > > are
>> > > > > > > > >> saying, why are you not using it, why did you come
>> > here
>> > > to
>> > > > AB?
>> > > > > > > What
>> > > > > > > > >> were you looking for?
>> > > > > > > > >>
>> > > > > > > > >> I think it is also a clear preference of Tomasz to
>> > > develop
>> > > > AB
>> > > > > > > into a
>> > > > > > > > >> direction where most of its users wants to ahve
> it.
>> > And
>> > > > that
>> > > > > > is
>> > > > > > > > >> good. A lot of the stuff in AB is much too complex
>> if
>> > > you
>> > > > are
>> > > > > > > just
>> > > > > > > > >> looking for other kinds of charting. So why
> bother?
>> > You
>> > > > need
>> > > > > > to
>> > > > > > > use
>> > > > > > > > >> a different software.
>> > > > > > > > >>
>> > > > > > > > >> By the way: In my opinion AB allows excellent
>> charting.
>> > > > > > > > >>
>> > > > > > > > >> Regards
>> > > > > > > > >> how97
>> > > > > > > > >>
>> > > > > > > > >> --- In amibroker@xxxxxxxxxxxxxxx, "sidhartha70"
>> > > > <sidhartha70@>
>> > > > > > > > >> wrote:
>> > > > > > > > >> >
>> > > > > > > > >> > From my perspective, and this is really why I
>> > > connected
>> > > > > > > charting to
>> > > > > > > > >> > the ideas of 'rule based' vs 'discretionary'
>> > > trading...
>> > > > if
>> > > > > > you
>> > > > > > > are
>> > > > > > > > >> a
>> > > > > > > > >> > discretionary trader, from a software
> perspective
>> it
>> > > is
>> > > > ALL
>> > > > > > > about
>> > > > > > > > >> > visibility. If the software you are using
> doesn't
>> or
>> > > > can't
>> > > > > > > give you
>> > > > > > > > >> > the best visibility available then you are at a
>> > > > > > disadvanatge.
>> > > > > > > You
>> > > > > > > > >> > can't make sensible discretionary trading
>> decisions
>> > > > without
>> > > > > > > being
>> > > > > > > > >> able
>> > > > > > > > >> > to see how current market structure has evolved,
>> > what
>> > > > market
>> > > > > > > > >> dynamics
>> > > > > > > > >> > are at play, how the auction process is evolving
>> at
>> > > > > > different
>> > > > > > > time
>> > > > > > > > >> > frames etc..etc.. You simply don't get that from
>> bar
>> > &
>> > > > > > candle
>> > > > > > > > >> charts.
>> > > > > > > > >> >
>> > > > > > > > >> > Hence my obsession with Market Profile &
>> Equivolume
>> > > and
>> > > > > > > generally
>> > > > > > > > >> more
>> > > > > > > > >> > accessability and adaptability to AmiBroker's
>> > charting
>> > > > > > > facilicites.
>> > > > > > > > >> >
>> > > > > > > > >> > Currently it's a fabulous piece of software,
>> > > > particualrly
>> > > > > > > for 'rule
>> > > > > > > > >> > based' traders.... But probably a less fabulous
>> > piece
>> > > of
>> > > > > > > software
>> > > > > > > > >> for
>> > > > > > > > >> > discretionary day traders for example. But of
>> > course,
>> > > I
>> > > > > > > appreciate,
>> > > > > > > > >> > it's hard to be all things to all men...
>> > > > > > > > >> >
>> > > > > > > > >> > --- In amibroker@xxxxxxxxxxxxxxx, Ken Close
>> > > <ken45140@>
>> > > > > > wrote:
>> > > > > > > > >> > >
>> > > > > > > > >> > > One simple suggestion for charting improvement:
>> > > > > > > > >> > >
>> > > > > > > > >> > > Put in the ability to insert a "Tab" character
>> in
>> > a
>> > > > Title
>> > > > > > > > >> statement
>> > > > > > > > >> > in order
>> > > > > > > > >> > > to make it easier to produce multi-line tables
>> > > > > > > with "columns"
>> > > > > > > > >> left
>> > > > > > > > >> > justified
>> > > > > > > > >> > > no matter how many decimal places in previous
>> > values
>> > > > in
>> > > > > > the
>> > > > > > > same
>> > > > > > > > >> row. I
>> > > > > > > > >> > > have done it via complex IIF statements but
> how
>> > nice
>> > > > it
>> > > > > > > would be
>> > > > > > > > >> to
>> > > > > > > > >> > insert
>> > > > > > > > >> > > the code for a tab character to create
> columns.
>> > No,
>> > > I
>> > > > do
>> > > > > > > not
>> > > > > > > > >> want to do
>> > > > > > > > >> > > this with the gfx commands (too complex for
> this
>> > > > > > > application).
>> > > > > > > > >> > >
>> > > > > > > > >> > > Ken
>> > > > > > > > >> > >
>> > > > > > > > >> > > -----Original Message-----
>> > > > > > > > >> > > From: amibroker@xxxxxxxxxxxxxxx
>> > > > > > > > >> [mailto:amibroker@xxxxxxxxxxxxxxx]
>> > > > > > > > >> > On Behalf
>> > > > > > > > >> > > Of Tomasz Janeczko
>> > > > > > > > >> > > Sent: Monday, August 18, 2008 4:33 PM
>> > > > > > > > >> > > To: amibroker@xxxxxxxxxxxxxxx
>> > > > > > > > >> > > Subject: Re: [amibroker] 'Rule Based'
>> > > > > > versus 'Discretionary'
>> > > > > > > > >> trading...
>> > > > > > > > >> > >
>> > > > > > > > >> > > Hello,
>> > > > > > > > >> > >
>> > > > > > > > >> > > Not wanting to hijack this thread but whenever
> I
>> > ask
>> > > > about
>> > > > > > > some
>> > > > > > > > >> itemized
>> > > > > > > > >> > > list of what is exactly "weak" in AB charting,
> I
>> > > don't
>> > > > > > > receive
>> > > > > > > > >> any
>> > > > > > > > >> > > meaningful reply. I would really want to know
>> some
>> > > > > > objective
>> > > > > > > list
>> > > > > > > > >> > instead of
>> > > > > > > > >> > > statements I heard on ET that "charts are
> ugly"
>> > > which
>> > > > for
>> > > > > > me
>> > > > > > > > >> > unfortunatelly
>> > > > > > > > >> > > means nothing, considering the hunderds of
> ways
>> > > charts
>> > > > can
>> > > > > > > be
>> > > > > > > > >> customized
>> > > > > > > > >> > > according to user taste in AB.
>> > > > > > > > >> > >
>> > > > > > > > >> >
>> > > > > > > > >>
>> > > > > > > > >
>> > > > > > > > >
>> > > > > > > > >
>> > > > > > > > > ------------------------------------
>> > > > > > > > >
>> > > > > > > > > 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.
> 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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> <*> Your use of Yahoo! Groups is subject to:
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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
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__,_._,___
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