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Title: AmiBroker User's List
Hello,
I sent erroneously, and
separately within the last days, 2 posts on the same topic : how to mix
intrady and EOD data on Amibroker ? I noticed that on today’s posts,
where Tomasz replied on the first one. Please kindly delete the second post,
which will not bring anything new on this.
Thank you,
Carl Vanhaes
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
Sent: Tuesday, September 16, 2008
9:40 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Digest Number
8203
Messages In This Digest (6 Messages)
Messages
Analysis.RangeFromDate
- defines "From" date
Posted by:
"marketmonk777" RedEyes777@xxxxxxxxx
marketmonk777
Mon Sep 15, 2008
11:36 pm (PDT)
Hi,
Can someone provide an example on how I would use this property in a scan?
I would like to hard code in a date in which to run a scan from
(locate signals from that date forward).
And this can be used from within AFL right?
Regards,
MM
you can write AFL
functions that will perform matrix operations. I think
Fred did it in the past and have posted it here before.
also you can use the recently uploaded R-Maths to do it (I havent checked
but I would think so). Of course a dll is also possible. I have written a
dll that does a number of matrix operations in the past. It is just a
function that you can call within AFL just like any native AFL functions.
/Paul.
_____
From: amibroker@xxxxxxxxxps.com [mailto:amibroker@xxxxxxxxxps.com] On
Behalf
Of Elizabeth Kennedy
Sent: Tuesday, 16 September 2008 1:22 PM
To: amibroker@xxxxxxxxxps.com
Subject: [amibroker] Question for Tomasz re: Matrices, vectors and complex
numbers
Dear Tomasz,
I would appreciate if you could let me now the following.
I have a working C++ code (give by a friend of mine) which uses of matrices,
vectors and complex numbers. As I understand AFL does not handle them.
So my intention is to pay someone to write a DLL for me so that DLL will
make use of the matrices etc outside of AMI and return the calculated values
to AMI.
So my question is whether this is even possible in the first place - any
direction on this would be greatly appreciated.
By the way C++ code I have contain statements like:
#include <vector>
#include <complex>
using namespace std;
typedef complex<double> COMPLEX;
:
vector<double> InverseMatrix( vector<double> M, const long n )
:
void DFit( const vector<double> &values, const long &
vector<double> &litudes, vector<double> &phases )
Thanks again
Liz
Hello,
Sure it is possible. The API docs are here:
http://www.amibroker.com/devlog/2006/12/15/amibroker-development-kit-adk-for-cc-now-available-to-everyone/
There is also 3rd party DLL that allows some matrix / table functionality with
full source files,
so you can take it as "how-to" example/
http://www.amibroker.org/3rdparty/OSAKA_105s.zip
You may take a look at RMath
http://finance.groups.yahoo.com/group/amibroker/message/129238
http://finance.groups.yahoo.com/group/amibroker/message/129240
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: Elizabeth Kennedy
To: amibroker@xxxxxxxxxps.com
Sent: Tuesday, September 16, 2008 5:22 AM
Subject: [amibroker] Question for Tomasz re: Matrices, vectors and complex
numbers
Dear Tomasz,
I would appreciate if you could let me now the following.
I have a working C++ code (give by a friend of mine) which uses of matrices,
vectors and complex numbers. As I understand AFL does not handle them.
So my intention is to pay someone to write a DLL for me so that DLL will make
use of the matrices etc outside of AMI and return the calculated values to AMI.
So my question is whether this is even possible in the first place - any
direction on this would be greatly appreciated.
By the way C++ code I have contain statements like:
#include <vector>
#include <complex>
using namespace std;
typedef complex<double> COMPLEX;
:
vector<double> InverseMatrix( vector<double> M, const long n )
:
void DFit( const vector<double> &values, const long &
vector<double> &litudes, vector<double> &phases )
Thanks again
Liz
Hi all,
I have been trying *unsuccessfully* to generate the all time low Close
and the date it occurred on using either the Lowest(Close) or
LLV(Close, BarCount) function.
The two specific problems I am having is that;
1) the lowest value is not always the all time low but the low up
until the vertical line select is set if I have clicked somewhere on
the chart. If I move that line manually by clicking on the chart the
low changes, so it may be correct or it may not depending on the price
history.
2) I am using the ValueWhen function to give the date when the lowest
or LLV array is satisfied, however it seems to only produce the date
that the vertical line select is currently sitting at, even if the
lowest price is correct the date is always wrong unless I were to
manually click on that exact date that the low occurs on.
So how can I separate the output of these functions from the select
chart vertical line so it gives me the all time lows/dates of the
entire chart (whether it is all visible or not) independent of where I
am clicking in the chart? Is this even possible?
Below is my test code: (some alternative lines are commented out)
Lowest_Close = Lowest(Close);
//Lowest_Close = LLV( Close, BarCount );
//L_date = ValueWhen(LLV( Close, BarCount ), DateTime(),1);
L_date = ValueWhen(Lowest(Close), DateTime(), 1);
Lowest_date = NumToStr( L_date, formatDateTime);
Title = Name() + ": Total bars " + BarCount + " Low = " +
Lowest_Close
+ " on " + Lowest_date;
Hopefully someone can point out what is wrong here......
Re: Help needed
with simple Lowest or LLV afl code
Posted by:
"Graham" kavemanperth@xxxxxxxxx
kavemanperth
Tue Sep 16, 2008
12:01 am (PDT)
try this to find
the lowest close for entire history
Lowest_Close = lastvalue( Lowest(Close) );
L_date =lastvalue( ValueWhen( Lowestbars(Close)==0, DateTime(), 1) );
Lowest_date = NumToStr( L_date, formatDateTime);
Title = Name() + ": Total bars " + BarCount + " Low = " +
Lowest_Close
+ " on " + Lowest_date;
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2008/9/16 imorf69 <imorf69@xxxxxxcom.au>:
> Hi all,
> I have been trying *unsuccessfully* to generate the all time low Close
> and the date it occurred on using either the Lowest(Close) or
> LLV(Close, BarCount) function.
> The two specific problems I am having is that;
>
> 1) the lowest value is not always the all time low but the low up
> until the vertical line select is set if I have clicked somewhere on
> the chart. If I move that line manually by clicking on the chart the
> low changes, so it may be correct or it may not depending on the price
> history.
>
> 2) I am using the ValueWhen function to give the date when the lowest
> or LLV array is satisfied, however it seems to only produce the date
> that the vertical line select is currently sitting at, even if the
> lowest price is correct the date is always wrong unless I were to
> manually click on that exact date that the low occurs on.
>
> So how can I separate the output of these functions from the select
> chart vertical line so it gives me the all time lows/dates of the
> entire chart (whether it is all visible or not) independent of where I
> am clicking in the chart? Is this even possible?
>
> Below is my test code: (some alternative lines are commented out)
>
> Lowest_Close = Lowest(Close);
> //Lowest_Close = LLV( Close, BarCount );
> //L_date = ValueWhen(LLV( Close, BarCount ), DateTime(),1);
> L_date = ValueWhen(Lowest(Close), DateTime(), 1);
> Lowest_date = NumToStr( L_date, formatDateTime);
> Title = Name() + ": Total bars " + BarCount + " Low =
" + Lowest_Close
> + " on " + Lowest_date;
>
> Hopefully someone can point out what is wrong here......
hi James,
what you need to do is use the same timeframes in the Buy/Sell equations.
So for instance you are working in the 1-minute time frame then you define your
daily constraints as:
// set timeframe
TimeFrameSet( inDaily );
emaDaily = EMA(C,50); buyDaily = C > emaDaily;
// restore to current time frame
TimeFrameRestore();
// expand the Daily timeframe array to the timeframe you are using currently
buyDaily = TimeFrameExpand( buyDaily, inDaily );
// now you can use this array in your buy/sell constraints
Buy = Cross (High, BuyUpper) AND buyDaily;
regards,Ed
----- Original Message -----
From: James
To: amibroker@xxxxxxxxxps.com
Sent: Monday, September 15, 2008 11:16 PM
Subject: [amibroker] Daily system as a filter for intraday system
I would like to test using a daily system as a filter for an intraday system so
that long positions are only taken if the daily system is long and vice-versa.
I understand the set time frame aspect, what I don't understand is how to set
the daily system's position as a condition. See AFL thought illustration in red
below. Could someone point me in the right direction.
Buy = Cross (High, BuyUpper) AND (Daily system is long);
Sell = Cross (StopLower, Low);
Short = Cross (SellLower, Low) AND (Daily system is short);
Cover = Cross (High, StopUpper);
Thank you,
James
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