Hello, ... Hmm... I don't quite understand. If given symbol is two years old then LastBar( DateNum() ) will be that of TWO YEARS ago, and definitely not...
3209
Terry
magicth
Oct 3, 2006 10:24 pm
Moztrader, I use CSI Data which has extinct stocks, a "must have" feature IMO. I use the following code to exit / not enter positions if the stock is about to...
3208
Graham
kavemanperth
Oct 3, 2006 10:08 pm
You can add an exit condition that if the last bar is not current date then exit eg sell = sell or ( barindex()==(barcount-1) and lastvalue(datenum())<1061003 ...
3207
intermilan04
Oct 3, 2006 6:41 pm
There may be a way to do what you want to do, but I just delete the symbol altogether. Your system should not stop working just because one symbol was...
3206
fglaustin
Oct 3, 2006 6:38 pm
simple enough - i am interested. keep me posted on the developments....
3205
Terry
magicth
Oct 3, 2006 3:49 pm
Yuki, I truly agree with all your points, but have one piece of math to be considered because I always wondered why anyone would sell their winning systems: ...
3204
moztrader
Oct 3, 2006 2:13 pm
Hi , u can use the follwoing in yre AA code stock1 = IIf(StrFind(Name() , "goog") > 410,1,0 ) ; stock2 = IIf(StrFind(Name() , "MSFT") > 120,1,0 ) ; stock3 =...
3203
moztrader
Oct 3, 2006 2:12 pm
HI, I have stock data in my NASDAQ AB database that has ceased trading ( no more OHCL data after say eg. may 2006 ). When back testing sometimes my trading...
3202
moztrader
Oct 3, 2006 2:11 pm
From my brief tangle with AB u must get yre hands dirty with the BrokerIb commands. You then must haveloops that check the status of yre trade and see if it is...
3201
Tomasz Janeczko
amibroker
Oct 3, 2006 1:03 pm
Hello, See the example code at http://www.amibroker.com/at/ You need to use STATIC variables to prevent double orders (so you know you already placed the...
3200
Yuki Taga
yukitaga
Oct 3, 2006 11:36 am
Hi Fredrick, In line ... Friday, September 22, 2006, 1:53:58 AM, you wrote: GFN> 1) "It is difficult" GFN> I agree that it's very difficult. Yet there are...
3199
office97
Oct 3, 2006 11:36 am
... Try this: Replace normal SELL with SELLA SELLB = iif (ref(Buy,-10) and C < BUYPRICE, 1,0); SELL = SELLA or SELLB; Tomas...
3198
tomy_frenchy
Oct 3, 2006 11:33 am
Hello, I try to put an automated trading system with Amibroker+IB plugin database+IBController linked to TWS. Actually all is ok. Problem is just i need to...
3197
Mike Valley
mikervalley
Oct 3, 2006 11:33 am
I wanted to comment on this too. Let's say that there was a system that did very well that was discovered by accident and somone posted it on a blog. How many...
3196
teuffy
Oct 3, 2006 11:31 am
I am looking for some help regarding automatic order generated by AB. My problem is that I have redundant orders that are sent to IB based on signals. I don't...
3195
Steve Dugas
djs44us
Oct 1, 2006 12:35 am
Hello Frederick, I'm a bit late in replying but... Re #1 below ( services forecasting daily market direction ) - Would you happen to have any names or URL's?...
3194
G. Fredrick Nowatzke
boddhishaman
Sep 21, 2006 4:58 pm
Yuki, Thank you for your detailed and insightful comments. In response to what I think are some of your key comments: 1) "It is difficult" I agree that it's...
3193
quanttrader714
Sep 21, 2006 3:42 pm
To minimize uninformed ranting, Bob, you may want to check out this website which has links to 136 technical papers in which MCS is discussed/explored mostly...
3192
Yuki Taga
yukitaga
Sep 21, 2006 11:52 am
Hi G., Well isn't that what we'd all like? ^^_^^ IMHO, very difficult to do. You might have better luck if you qualified your openings, however. But you...
3191
Bob Jagow
BobJagow
Sep 21, 2006 8:30 am
It's really a Greek thing, 714, but I think further ranting should await responses from a modicum of the other 713 quanttraders :) ... From:...
3190
G. Fredrick Nowatzke
boddhishaman
Sep 21, 2006 7:11 am
Does anyone have any ideas on how difficult it is to predict the position of the Open and Close relative to each other. For example an Open at 650 and a Close...
3189
quanttrader714
Sep 20, 2006 7:01 pm
You say that as if MCS is somehow a questionable or fringe method. It is not. It is used in some capacity by probably every large financial institution in...
3188
Keith McCombs
keithmccombs
Sep 20, 2006 12:52 am
Brian -- I have a problem with the following statement, "optimize your system against the total of all symbols that you are interested in trading. Then, trade...
3187
Fred
fctonetti
Sep 19, 2006 12:46 pm
Personally I'm more interested in seeing out of sample performance ... ... symbols ... and ... has ... the ... This ... when...
3186
Bob Jagow
BobJagow
Sep 19, 2006 6:46 am
So its success with nuclear fallout gives it credence? I'd limit Monte Carlo calcs to mathematical problems that I couldn't [or was too lazy to] analyze. Bob ...
3185
brpnw1
Sep 19, 2006 3:48 am
I am a big fan of Monte Carlo Simulation (MCS), so as much as backtesting makes sense, I don't think it really means much unless you followup your results with...
3184
Terry
magicth
Sep 16, 2006 6:41 pm
See HELP for designating % or nBar. I have not tried using TWO ApplyStop statements simultaneously. I would not be surprised if that would work. Use one for %...
3183
supistarde
Sep 16, 2006 4:50 pm
Hello, I have the same problem. The applystop formula stops a position after x bars but not after x days AND a profit minor then x percent. How do I code...
3182
da_pbear
Sep 4, 2006 7:40 am
Thanks for the reply guys! Are there any samples I can look at before I start working on my own custom backtesting script? thanks for the help ... such ... ...
3181
optiekoersen
Sep 4, 2006 7:39 am
Hello, Does anybody know how I gave to implement a trailingstop which starts at a certain profit level? Say when de price is 10% above my buyingprice the...
