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I don't know anything about what you are
trying to do or if it can be done, but I do know that Yahoo offers data for
most ALL commodities and futures. I know this because I went to a
meeting about 2 months ago and 2 people their were using Market Warrior, and
they were downloading FREE commodities and futures data off of yahoo along
with the FREE stock-ETF etc. data.
The Market Warrior downloader seemed to
work similar to most of that type downloading software. You just needed
the symbols and the web URL.
So I would think that AmiQuote could be
able to do the same thing, but not sure.
The people that were using Market Warrior
said though that there was no history price data for the commodity markets on
yahoo. So you only have the data from where you started downloading and
they had to download each and every night to be sure they have the data.
Maybe one day yahoo, google or some others
will offer all markets like some do stocks now. With history and updated
data.
I was wondering. Would it be legal
for someone like me to take my data and offer it for free on a website, for
anyone who wants to use it?
----- Original Message -----
Sent: Monday, December 22, 2008 12:06
AM
Subject: [amibroker] getting data from
barchart.com
|
Hi All,
i am using amibroker ver 4.80. there is a website www.barchart.com that gives end
of day o,h.l.c for most of the US commodity futures. can some one
explain or help me can i get the data from this website to amibroker. in
amiquote i could find the provision to use only listed websites like
yahoo.com or quotes.com. for instance i am giving the link below of
barchart.com. " http://www2.barchart.com/futexch.asp?exch=nymex&code=BSTK"
this link gives the eod for crude oil pit trading. now i can i get these
quotes to amibroker software.
thanks for the attention and help.
rgds
krish
--- On Fri, 19/12/08,
amibroker@xxxxxxxxxps.com
<amibroker@xxxxxxxxxps.com> wrote:
From:
amibroker@xxxxxxxxxps.com
<amibroker@xxxxxxxxxps.com>
Subject: [amibroker] Digest
Number 8388
To: amibroker@xxxxxxxxxps.com
Date: Friday, 19
December, 2008, 10:22 PM
Messages In This Digest (25 Messages)
Messages
- 1a.
-
Thu Dec 18, 2008 5:02 pm (PST)
Hoping someone can chime in here to let me
know what I might be doing
wrong. I'm currently testing out some
simple automation code. The
objective is to load an AFL and then
run a portfolio optimization for a
specified date range.
I
am using a simple MA crossover trading system for testing purposes.
I
can of course optimize it manually in AA without any problem.
But when I
try to run and control that optimization from a piece
of automation
code, I get a whole range of syntax
errors.
Below are the two *separate* AFL codes. I imagine the
first AFL has some
errors in it that is preventing the actions
from being carried out
properly. What am I missing or doing
wrong? Any input much appreciated:
//---------- ---------
--------- --------- --------- --------- ---\
------
//
AUTOMATION CODE: Load an AFL and Run a Portfolio
Optimization
//---------- --------- --------- --------- ---------
--------- ---\
------
EnableScript( "jscript"
);
<%
database = "C:\\Program Files\\Amibroker\
\Data";
formula_1 = "C:\\Simple MA Cross.afl";
AB = new
ActiveXObject( "Broker.Application " );
AB.LoadDatabase( database
);
AA = AB.Analysis;
Stk = AB.Stocks
Doc = AB.Documents.
Open( Stk.Ticker );
AA.LoadFormula( formula_1 ); // load
formula from external
file
AA.ApplyTo = 1; // use current
symbol
AA.RangeMode = 3; // use 'From' and 'To'
dates
AA.RangeFromDate = "11/01/2005" ;
AA.RangeToDate =
"12/31/2005" ;
AA.Optimize( 0 ); // run Optimize for
the
portfolio, which is just one symbol
AA.Backtest(
);
%>
//---------END AUTOMATION
AFL---------
--------- --------- --------- --------- ----
//----------
--------- --------- --------- --------- ---------
---\
------
// Simple MA Cross: THIS IS A SEPARATE AFL SAVED
AT: "C:\\Simple MA
Cross.afl"
//---------- --------- ---------
--------- --------- --------- ---\
------
FastMALength =
Optimize("FastMALen gth", 1, 1, 100, 1);
SlowMALength =
20;
//---------- --------- --------- --------- ---------
--------- ---\
------
// BACKTESTER SETTINGS
//----------
--------- --------- --------- --------- ---------
---\
------
SetBarsRequired( 10000,
0);
SetOption("AllowPos itionShrinking" ,
False);
SetOption("AllowSam eBarExit" ,
True);
SetOption("Commissi onAmount" ,
3.00);
SetOption("Commissi onMode", 3);
SetOption("FuturesM
ode", 1);
SetOption("InitialE quity",
100000);
SetOption("Interest Rate",0);
SetOption("MaxOpenP
ositions" , 1);
SetOption("MinPosVa lue",
0);
SetOption("MinShare s", 1);
SetOption("PriceBou
ndChecking" , False );
SetOption("ReverseS ignalForcesExit" ,
False);
SetOption("UsePrevB arEquityForPosSi zing", True
);
SetTradeDelays( 0, 0, 0, 0);
SetPositionSize( 1,
spsShares);
TickSize = 0.0001; // The minimum price move of
symbol for Forex
PointValue = 100000;
RoundLotSize =
1;
MarginDeposit = 2500;
BuyPrice = SellPrice = ShortPrice =
CoverPrice = Close;
//---------- --------- ---------
--------- --------- --------- ---\
--
// TRADING
SYSTEM
//---------- --------- --------- --------- ---------
--------- ---\
--
FastMA = MA( C, FastMALength
);
SlowMA = MA( C, SlowMALength );
Buy = Cross( FastMA, SlowMA
);
Sell = Cross( SlowMA, FastMA );
- 1b.
-
Thu Dec 18, 2008 6:12 pm (PST)
The simplified code below runs without any
syntax error. However, instead of optimizing through all 100
steps, it only does a single step. Any idea why doesn't it do all
100 steps, as coded in the Simple MA Cross
afl?: //---------- --------- --------- --------- ---------
--------- ---\ ------ // AUTOMATION CODE: Load an AFL and Run
a Portfolio Optimization //---------- --------- ---------
--------- --------- --------- ---\ ------ EnableScript(
"jscript" ); <% database = "C:\\Program
Files\\Amibroker\ \Data"; formula_1 = "C:\\Simple MA
Cross.afl"; AB = new ActiveXObject( "Broker.Application "
); AB.LoadDatabase( database ); AA =
AB.Analysis; AA.LoadFormula( formula_1 ); // load formula
from external file AA.ApplyTo = 1; // use current
symbol AA.RangeMode = 3; // use 'From' and 'To'
dates AA.RangeFromDate = "11/01/2005" ; AA.RangeToDate =
"12/31/2005" ; AA.Optimize( 0 ); // run Optimize for
the portfolio, which is just one symbol //AA.Backtest(
); %> //---------END AUTOMATION AFL---------
--------- --------- --------- --------- ---- --- In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@xx .> wrote: > > Hoping someone can
chime in here to let me know what I might be doing > wrong.
I'm currently testing out some simple automation code. The >
objective is to load an AFL and then run a portfolio optimization
for a > specified date range. > > I am using a
simple MA crossover trading system for testing
purposes. I > can of course optimize it manually in AA
without any problem. But when I > try to run and control
that optimization from a piece of automation > code, I get a
whole range of syntax errors. > > Below are the two
*separate* AFL codes. I imagine the first AFL has some >
errors in it that is preventing the actions from being carried
out > properly. What am I missing or doing wrong? Any input
much appreciated: > > //---------- ---------
--------- --------- --------- --------- ---\ \ >
------ > // AUTOMATION CODE: Load an AFL and Run a Portfolio
Optimization > //---------- --------- --------- ---------
--------- --------- ---\ \ > ------ > >
EnableScript( "jscript" ); > <% > > database =
"C:\\Program Files\\Amibroker\ \Data"; > formula_1 =
"C:\\Simple MA Cross.afl"; > > AB = new ActiveXObject(
"Broker.Application " ); > AB.LoadDatabase( database
); > AA = AB.Analysis; > Stk = AB.Stocks > Doc =
AB.Documents. Open( Stk.Ticker ); > > AA.LoadFormula(
formula_1 ); // load formula from external >
file > > AA.ApplyTo = 1; // use current symbol >
AA.RangeMode = 3; // use 'From' and 'To' dates >
AA.RangeFromDate = "11/01/2005" ; > AA.RangeToDate =
"12/31/2005" ; > AA.Optimize( 0 ); // run Optimize for
the > portfolio, which is just one symbol > AA.Backtest(
); > > %> > //---------END AUTOMATION >
AFL--------- --------- --------- --------- ---------
---- > > > > > > //----------
--------- --------- --------- --------- --------- ---\ \ >
------ > // Simple MA Cross: THIS IS A SEPARATE AFL SAVED AT:
"C:\\Simple MA > Cross.afl" > //---------- ---------
--------- --------- --------- --------- ---\ \ >
------ > > > FastMALength = Optimize("FastMALen
gth", 1, 1, 100, 1); > SlowMALength =
20; > > //---------- --------- --------- ---------
--------- --------- ---\ \ > ------ > // BACKTESTER
SETTINGS > //---------- --------- --------- ---------
--------- --------- ---\ \ > ------ > >
SetBarsRequired( 10000, 0); > SetOption("AllowPos
itionShrinking" , False); > SetOption("AllowSam eBarExit" ,
True); > SetOption("Commissi onAmount" , 3.00); >
SetOption("Commissi onMode", 3); > SetOption("FuturesM ode",
1); > SetOption("InitialE quity", 100000); >
SetOption("Interest Rate",0); > SetOption("MaxOpenP ositions"
, 1); > SetOption("MinPosVa lue", 0); >
SetOption("MinShare s", 1); > SetOption("PriceBou ndChecking"
, False ); > SetOption("ReverseS ignalForcesExit" ,
False); > SetOption("UsePrevB arEquityForPosSi zing", True
); > SetTradeDelays( 0, 0, 0, 0); > SetPositionSize( 1,
spsShares); > TickSize = 0.0001; // The minimum price move of
symbol for Forex > PointValue = 100000; >
RoundLotSize = 1; > MarginDeposit = 2500; > BuyPrice =
SellPrice = ShortPrice = CoverPrice =
Close; > > //---------- --------- --------- ---------
--------- --------- ---\ \ > -- > // TRADING
SYSTEM > //---------- --------- --------- ---------
--------- --------- ---\ \ > -- > > FastMA =
MA( C, FastMALength ); > SlowMA = MA( C, SlowMALength
); > Buy = Cross( FastMA, SlowMA ); > Sell = Cross(
SlowMA, FastMA ); > - 1c.
-
Thu Dec 18, 2008 6:18 pm (PST)
To add to my confusion, sometimes the below
code does produce syntax errors when applied. Other times it runs
smoothly (albeit with a single optimization step). I'm not doing
anything different, so I have no idea why it
fluctuates. --- In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@xx .> wrote: > > The simplified code
below runs without any syntax error. However, > instead of
optimizing through all 100 steps, it only does a single
step. > Any idea why doesn't it do all 100 steps, as coded in
the Simple MA > Cross afl?: > >
> //---------- --------- --------- --------- ---------
--------- ---\ > ------ > // AUTOMATION CODE: Load an
AFL and Run a Portfolio Optimization > //----------
--------- --------- --------- --------- --------- ---\ >
------ > > EnableScript( "jscript" ); >
<% > > database = "C:\\Program Files\\Amibroker\
\Data"; > formula_1 = "C:\\Simple MA Cross.afl"; >
> AB = new ActiveXObject( "Broker.Application " ); >
AB.LoadDatabase( database ); > AA = AB.Analysis; >
> AA.LoadFormula( formula_1 ); // load formula from
external > file > > AA.ApplyTo = 1; // use
current symbol > AA.RangeMode = 3; // use 'From' and 'To'
dates > AA.RangeFromDate = "11/01/2005" ; >
AA.RangeToDate = "12/31/2005" ; > AA.Optimize( 0 ); // run
Optimize for the > portfolio, which is just one symbol >
//AA.Backtest( ); > > %> > //---------END
AUTOMATION > AFL--------- --------- --------- ---------
--------- ---- > > > > --- In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@> wrote: > > > > Hoping someone
can chime in here to let me know what I might be doing > >
wrong. I'm currently testing out some simple automation code.
The > > objective is to load an AFL and then run a
portfolio optimization for > a > > specified date
range. > > > > I am using a simple MA crossover
trading system for testing purposes. > I > > can of
course optimize it manually in AA without any problem. But
when > I > > try to run and control that optimization
from a piece of automation > > code, I get a whole range of
syntax errors. > > > > Below are the two
*separate* AFL codes. I imagine the first AFL has >
some > > errors in it that is preventing the actions from
being carried out > > properly. What am I missing or doing
wrong? Any input much > appreciated: > > >
> > //---------- --------- --------- --------- ---------
--------- ---\ > \ > > ------ > > //
AUTOMATION CODE: Load an AFL and Run a Portfolio
Optimization > > > //---------- ---------
--------- --------- --------- --------- ---\ > \ > >
------ > > > > EnableScript( "jscript" ); >
> <% > > > > database = "C:\\Program
Files\\Amibroker\ \Data"; > > formula_1 = "C:\\Simple MA
Cross.afl"; > > > > AB = new ActiveXObject(
"Broker.Application " ); > > AB.LoadDatabase( database
); > > AA = AB.Analysis; > > Stk =
AB.Stocks > > Doc = AB.Documents. Open( Stk.Ticker
); > > > > AA.LoadFormula( formula_1 ); // load
formula from > external > > file > > >
> AA.ApplyTo = 1; // use current symbol > > AA.RangeMode
= 3; // use 'From' and 'To' dates > > AA.RangeFromDate =
"11/01/2005" ; > > AA.RangeToDate = "12/31/2005" ; >
> AA.Optimize( 0 ); // run Optimize for the > >
portfolio, which is just one symbol > > AA.Backtest(
); > > > > %> > > //---------END
AUTOMATION > > AFL--------- --------- --------- ---------
--------- ---- > > > > > > >
> > > > > > //---------- ---------
--------- --------- --------- --------- ---\ > \ > >
------ > > // Simple MA Cross: THIS IS A SEPARATE AFL SAVED
AT: "C:\\Simple MA > > Cross.afl" >
> > //---------- --------- --------- --------- ---------
--------- ---\ > \ > > ------ > > >
> > > FastMALength = Optimize("FastMALen gth", 1, 1,
100, 1); > > SlowMALength = 20; > > >
> > //---------- --------- --------- --------- ---------
--------- ---\ > \ > > ------ > > //
BACKTESTER SETTINGS > > > //---------- ---------
--------- --------- --------- --------- ---\ > \ > >
------ > > > > SetBarsRequired( 10000, 0); >
> SetOption("AllowPos itionShrinking" , False); > >
SetOption("AllowSam eBarExit" , True); > >
SetOption("Commissi onAmount" , 3.00); > >
SetOption("Commissi onMode", 3); > > SetOption("FuturesM
ode", 1); > > SetOption("InitialE quity", 100000); >
> SetOption("Interest Rate",0); > > SetOption("MaxOpenP
ositions" , 1); > > SetOption("MinPosVa lue", 0); >
> SetOption("MinShare s", 1); > > SetOption("PriceBou
ndChecking" , False ); > > SetOption("ReverseS
ignalForcesExit" , False); > > SetOption("UsePrevB
arEquityForPosSi zing", True ); > > SetTradeDelays( 0, 0,
0, 0); > > SetPositionSize( 1, spsShares); > >
TickSize = 0.0001; // The minimum price move of symbol for >
Forex > > PointValue = 100000; > > RoundLotSize =
1; > > MarginDeposit = 2500; > > BuyPrice =
SellPrice = ShortPrice = CoverPrice = Close; > > >
> > //---------- --------- --------- --------- ---------
--------- ---\ > \ > > -- > > // TRADING
SYSTEM > > > //---------- --------- ---------
--------- --------- --------- ---\ > \ > > -- >
> > > FastMA = MA( C, FastMALength ); > >
SlowMA = MA( C, SlowMALength ); > > Buy = Cross( FastMA,
SlowMA ); > > Sell = Cross( SlowMA, FastMA ); >
> > - 1d.
-
Thu Dec 18, 2008 6:33 pm (PST)
Are you particularly looking to run the
first script from AmiBroker? Since the whole thing is intended
to just be a batch starter, you can just write it as a vanilla
JScript file and run it directly from the command
line. Just rename it to have a .js file extension (e.g.
runami.js) then run it from the command line
using: wscript runami.js That being said. There are a
few issues with your original post. 1. It's not clear what you
are trying to do with the Stocks object and your usage of
Document. I'm assuming that you are just trying to set the
active document as shown in my sample below. 2. Generally you
either want to Optimize, or to Backtest. Not clear why you are
trying to do both. The following .ps file works, runs all 100
optimizations. Your sample probably does to, but then
immediately clobbers the result with a single
backtest! Mike database = "C:\\Program
Files\\Amibroker\ \Data"; formula_1 = "C:\\Simple MA Cross.afl";
AB = new ActiveXObject( "Broker.Application " ); AA =
AB.Analysis; AB.LoadDatabase( database );
AB.ActiveDocument. Name = "^DJI"; // Set ^DJI as active
document AA.LoadFormula( formula_1 ); // load formula
from external file AA.ApplyTo = 1; // use current symbol
AA.RangeMode = 3; // use 'From' and 'To' dates
AA.RangeFromDate = "11/01/2005" ; AA.RangeToDate =
"12/31/2005" ; AA.Optimize( 0 ); // run Optimize for the
portfolio, which is just one symbol --- In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@xx .> wrote: > > To add to my confusion,
sometimes the below code does produce syntax > errors when
applied. Other times it runs smoothly (albeit with a > single
optimization step). I'm not doing anything different, so I
have > no idea why it fluctuates. > >
> --- In amibroker@xxxxxxxxx ps.com,
"ozzyapeman" <zoopfree@> wrote: > > > > The
simplified code below runs without any syntax error.
However, > > instead of optimizing through all 100 steps,
it only does a single step. > > Any idea why doesn't it
do all 100 steps, as coded in the Simple MA > > Cross
afl?: > > > > > > > //----------
--------- --------- --------- --------- ---------
--- ----\ > > ------ > > // AUTOMATION CODE:
Load an AFL and Run a Portfolio Optimization > > >
//---------- --------- --------- --------- --------- ---------
--- ----\ > > ------ > > > >
EnableScript( "jscript" ); > > <% > > >
> database = "C:\\Program Files\\Amibroker\ \Data"; > >
formula_1 = "C:\\Simple MA Cross.afl"; > > > > AB
= new ActiveXObject( "Broker.Application " ); > >
AB.LoadDatabase( database ); > > AA = AB.Analysis; >
> > > AA.LoadFormula( formula_1 ); // load formula from
external > > file > > > > AA.ApplyTo
= 1; // use current symbol > > AA.RangeMode = 3; // use
'From' and 'To' dates > > AA.RangeFromDate =
"11/01/2005" ; > > AA.RangeToDate = "12/31/2005" ; >
> AA.Optimize( 0 ); // run Optimize for the > >
portfolio, which is just one symbol > > //AA.Backtest(
); > > > > %> > > //---------END
AUTOMATION > > AFL--------- --------- --------- ---------
--------- ---- > > > > > > >
> --- In amibroker@xxxxxxxxx ps.com,
"ozzyapeman" <zoopfree@> wrote: > > > > >
> Hoping someone can chime in here to let me know what I might be
doing > > > wrong. I'm currently testing out some
simple automation code. The > > > objective is to
load an AFL and then run a portfolio optimization for >
> a > > > specified date range. > >
> > > > I am using a simple MA crossover trading
system for testing purposes. > > I > > >
can of course optimize it manually in AA without any problem.
But when > > I > > > try to run and control
that optimization from a piece of automation > > >
code, I get a whole range of syntax errors. > >
> > > > Below are the two *separate* AFL codes. I
imagine the first AFL has > > some > > >
errors in it that is preventing the actions from being carried
out > > > properly. What am I missing or doing
wrong? Any input much > > appreciated: > >
> > > > > > > //---------- ---------
--------- --------- --------- --------- --- ----\ > >
\ > > > ------ > > > // AUTOMATION CODE:
Load an AFL and Run a Portfolio Optimization > >
> > > > //---------- --------- --------- ---------
--------- --------- --- ----\ > > \ > > >
------ > > > > > > EnableScript( "jscript"
); > > > <% > > > > > >
database = "C:\\Program Files\\Amibroker\ \Data"; > > >
formula_1 = "C:\\Simple MA Cross.afl"; > > > >
> > AB = new ActiveXObject( "Broker.Application " ); >
> > AB.LoadDatabase( database ); > > > AA =
AB.Analysis; > > > Stk = AB.Stocks > > > Doc
= AB.Documents. Open( Stk.Ticker ); > > > > >
> AA.LoadFormula( formula_1 ); // load formula from > >
external > > > file > > > > > >
AA.ApplyTo = 1; // use current symbol > > > AA.RangeMode
= 3; // use 'From' and 'To' dates > > >
AA.RangeFromDate = "11/01/2005" ; > > > AA.RangeToDate =
"12/31/2005" ; > > > AA.Optimize( 0 ); // run Optimize
for the > > > portfolio, which is just one
symbol > > > AA.Backtest( ); > > > >
> > %> > > > //---------END AUTOMATION >
> > AFL--------- --------- --------- --------- ---------
---- > > > > > > > > > >
> > > > > > > > > > >
//---------- --------- --------- --------- --------- ---------
--- ----\ > > \ > > > ------ > >
> // Simple MA Cross: THIS IS A SEPARATE AFL SAVED AT:
"C:\\Simple MA > > > Cross.afl" > >
> > > > //---------- --------- --------- ---------
--------- --------- --- ----\ > > \ > > >
------ > > > > > > > > >
FastMALength = Optimize("FastMALen gth", 1, 1, 100, 1); >
> > SlowMALength = 20; > > > > >
> > > > //---------- --------- --------- ---------
--------- --------- --- ----\ > > \ > > >
------ > > > // BACKTESTER SETTINGS > >
> > > > //---------- --------- --------- ---------
--------- --------- --- ----\ > > \ > > >
------ > > > > > > SetBarsRequired( 10000,
0); > > > SetOption("AllowPos itionShrinking" ,
False); > > > SetOption("AllowSam eBarExit" ,
True); > > > SetOption("Commissi onAmount" ,
3.00); > > > SetOption("Commissi onMode", 3); >
> > SetOption("FuturesM ode", 1); > > >
SetOption("InitialE quity", 100000); > > >
SetOption("Interest Rate",0); > > > SetOption("MaxOpenP
ositions" , 1); > > > SetOption("MinPosVa lue",
0); > > > SetOption("MinShare s", 1); > > >
SetOption("PriceBou ndChecking" , False ); > > >
SetOption("ReverseS ignalForcesExit" , False); > > >
SetOption("UsePrevB arEquityForPosSi zing", True ); > >
> SetTradeDelays( 0, 0, 0, 0); > > > SetPositionSize(
1, spsShares); > > > TickSize = 0.0001; // The minimum
price move of symbol for > > Forex > > >
PointValue = 100000; > > > RoundLotSize = 1; >
> > MarginDeposit = 2500; > > > BuyPrice =
SellPrice = ShortPrice = CoverPrice = Close; > >
> > > > > > > //---------- ---------
--------- --------- --------- --------- --- ----\ > >
\ > > > -- > > > // TRADING SYSTEM >
> > > > > //---------- --------- ---------
--------- --------- --------- --- ----\ > > \ >
> > -- > > > > > > FastMA = MA( C,
FastMALength ); > > > SlowMA = MA( C, SlowMALength
); > > > Buy = Cross( FastMA, SlowMA ); > >
> Sell = Cross( SlowMA, FastMA ); > > > >
> > - 1e.
-
Thu Dec 18, 2008 6:34 pm (PST)
Sorry, that should have read "The following
.js file works...". Mike --- In amibroker@xxxxxxxxx ps.com, "Mike" <sfclimbers@
...> wrote: > > Are you particularly looking to run
the first script from AmiBroker? > Since the whole thing is
intended to just be a batch starter, you can > just write
it as a vanilla JScript file and run it directly from the >
command line. > > Just rename it to have a .js file
extension (e.g. runami.js) then run > it from the command
line using: > > wscript runami.js > > That
being said. There are a few issues with your original post. >
1. It's not clear what you are trying to do with the Stocks object
and > your usage of Document. I'm assuming that you are
just trying to set > the active document as shown in my
sample below. > > 2. Generally you either want to
Optimize, or to Backtest. Not clear > why you are trying to
do both. > > The following .ps file works, runs all 100
optimizations. Your sample > probably does to, but then
immediately clobbers the result with a > single
backtest! > > Mike > > > database =
"C:\\Program Files\\Amibroker\ \Data"; > formula_1 =
"C:\\Simple MA Cross.afl"; > > AB = new ActiveXObject(
"Broker.Application " ); > AA = AB.Analysis; >
> AB.LoadDatabase( database ); > AB.ActiveDocument.
Name = "^DJI"; // Set ^DJI as active > document >
> AA.LoadFormula( formula_1 ); // load formula from >
external file > > AA.ApplyTo = 1; // use current
symbol > AA.RangeMode = 3; // use 'From' and 'To' dates
> AA.RangeFromDate = "11/01/2005" ; > AA.RangeToDate =
"12/31/2005" ; > AA.Optimize( 0 ); // run Optimize for the
> portfolio, which is just one symbol > >
> --- In amibroker@xxxxxxxxx ps.com,
"ozzyapeman" <zoopfree@> wrote: > > > > To
add to my confusion, sometimes the below code does produce
syntax > > errors when applied. Other times it runs
smoothly (albeit with a > > single optimization step). I'm
not doing anything different, so I > have > > no
idea why it fluctuates. > > > > > > ---
In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@> wrote: > > > > > > The
simplified code below runs without any syntax error.
However, > > > instead of optimizing through all 100
steps, it only does a single > step. > > >
Any idea why doesn't it do all 100 steps, as coded in the Simple
> MA > > > Cross afl?: > > > >
> > > > > > > //---------- ---------
--------- --------- --------- --------- --- -- >
----\ > > > ------ > > > // AUTOMATION CODE:
Load an AFL and Run a Portfolio Optimization > >
> > > //---------- --------- --------- ---------
--------- --------- --- -- > ----\ > > >
------ > > > > > > EnableScript( "jscript"
); > > > <% > > > > > >
database = "C:\\Program Files\\Amibroker\ \Data"; > > >
formula_1 = "C:\\Simple MA Cross.afl"; > > > >
> > AB = new ActiveXObject( "Broker.Application " ); >
> > AB.LoadDatabase( database ); > > > AA =
AB.Analysis; > > > > > > AA.LoadFormula(
formula_1 ); // load formula from > external > >
> file > > > > > > AA.ApplyTo = 1; //
use current symbol > > > AA.RangeMode = 3; // use 'From'
and 'To' > dates > > > AA.RangeFromDate =
"11/01/2005" ; > > > AA.RangeToDate = "12/31/2005"
; > > > AA.Optimize( 0 ); // run Optimize for
the > > > portfolio, which is just one
symbol > > > //AA.Backtest( ); > > >
> > > %> > > > //---------END
AUTOMATION > > > AFL--------- --------- ---------
--------- --------- ---- > > > > > >
> > > > > > --- In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@> wrote: > > > > > >
> > Hoping someone can chime in here to let me know what I
might be > doing > > > > wrong. I'm
currently testing out some simple automation code. >
The > > > > objective is to load an AFL and then run
a portfolio > optimization for > > > a >
> > > specified date range. > > > > >
> > > I am using a simple MA crossover trading system for
testing > purposes. > > > I > > >
> can of course optimize it manually in AA without any problem.
> But when > > > I > > > > try to
run and control that optimization from a piece of >
automation > > > > code, I get a whole range of
syntax errors. > > > > > > > > Below
are the two *separate* AFL codes. I imagine the first AFL
> has > > > some > > > > errors in
it that is preventing the actions from being carried >
out > > > > properly. What am I missing or doing
wrong? Any input much > > > appreciated: > >
> > > > > > > > > > >
//---------- --------- --------- --------- --------- ---------
--- -- > ----\ > > > \ > > > >
------ > > > > // AUTOMATION CODE: Load an AFL and
Run a Portfolio Optimization > > > > > >
> > > //---------- --------- --------- ---------
--------- --------- --- -- > ----\ > > >
\ > > > > ------ > > > > > >
> > EnableScript( "jscript" ); > > > >
<% > > > > > > > > database =
"C:\\Program Files\\Amibroker\ \Data"; > > > >
formula_1 = "C:\\Simple MA Cross.afl"; > > >
> > > > > AB = new ActiveXObject(
"Broker.Application " ); > > > > AB.LoadDatabase(
database ); > > > > AA = AB.Analysis; > >
> > Stk = AB.Stocks > > > > Doc = AB.Documents.
Open( Stk.Ticker ); > > > > > > > >
AA.LoadFormula( formula_1 ); // load formula from > > >
external > > > > file > > > > >
> > > AA.ApplyTo = 1; // use current symbol >
> > > AA.RangeMode = 3; // use 'From' and 'To' >
dates > > > > AA.RangeFromDate = "11/01/2005"
; > > > > AA.RangeToDate = "12/31/2005" ; >
> > > AA.Optimize( 0 ); // run Optimize for >
the > > > > portfolio, which is just one
symbol > > > > AA.Backtest( ); > > >
> > > > > %> > > > >
//---------END AUTOMATION > > > > AFL---------
--------- --------- --------- --------- ---- > > >
> > > > > > > > > > > >
> > > > > > > > > > >
> > > //---------- --------- --------- ---------
--------- --------- --- -- > ----\ > > >
\ > > > > ------ > > > > // Simple MA
Cross: THIS IS A SEPARATE AFL SAVED AT: "C:\\Simple >
MA > > > > Cross.afl" > > > > >
> > > > //---------- --------- --------- ---------
--------- --------- --- -- > ----\ > > >
\ > > > > ------ > > > > > >
> > > > > > FastMALength = Optimize("FastMALen
gth", 1, 1, 100, > 1); > > > > SlowMALength =
20; > > > > > > > > > >
> > > //---------- --------- --------- ---------
--------- --------- --- -- > ----\ > > >
\ > > > > ------ > > > > // BACKTESTER
SETTINGS > > > > > > > > >
//---------- --------- --------- --------- --------- ---------
--- -- > ----\ > > > \ > > > >
------ > > > > > > > >
SetBarsRequired( 10000, 0); > > > >
SetOption("AllowPos itionShrinking" , False); > > > >
SetOption("AllowSam eBarExit" , True); > > > >
SetOption("Commissi onAmount" , 3.00); > > > >
SetOption("Commissi onMode", 3); > > > >
SetOption("FuturesM ode", 1); > > > >
SetOption("InitialE quity", 100000); > > > >
SetOption("Interest Rate",0); > > > >
SetOption("MaxOpenP ositions" , 1); > > > >
SetOption("MinPosVa lue", 0); > > > >
SetOption("MinShare s", 1); > > > >
SetOption("PriceBou ndChecking" , False ); > > > >
SetOption("ReverseS ignalForcesExit" , False); > > >
> SetOption("UsePrevB arEquityForPosSi zing", True ); >
> > > SetTradeDelays( 0, 0, 0, 0); > > > >
SetPositionSize( 1, spsShares); > > > > TickSize =
0.0001; // The minimum price move of symbol > for >
> > Forex > > > > PointValue = 100000; >
> > > RoundLotSize = 1; > > > >
MarginDeposit = 2500; > > > > BuyPrice = SellPrice =
ShortPrice = CoverPrice = Close; > > > > > >
> > > > > > > //---------- ---------
--------- --------- --------- --------- --- -- >
----\ > > > \ > > > > -- > >
> > // TRADING SYSTEM > > > > > >
> > > //---------- --------- --------- ---------
--------- --------- --- -- > ----\ > > >
\ > > > > -- > > > > > > >
> FastMA = MA( C, FastMALength ); > > > > SlowMA =
MA( C, SlowMALength ); > > > > Buy = Cross( FastMA,
SlowMA ); > > > > Sell = Cross( SlowMA, FastMA
); > > > > > > > >
> > - 1f.
-
Thu Dec 18, 2008 6:57 pm (PST)
Thanks, Mike. That's a great
help. Yes, there was some junk in my original code. I cobbled
it together from other examples found on this group, and I didn't
quite know what I was doing. Thanks also for letting me
know of the ability to run from the command line window. I had
not even thought of that, or was aware it could work that way. Do
you have any online Jscript tutorials that you could recommend,
specifically geared towards automation? I found some general
purpose tutorials, but want to focus just on automating
stuff like this. I am still a bit confused why your code
runs fine (all 100 opt steps) when run from the command line, but
only does a single opt step when run as an AFL that simply calls
the identical jscript routine. --- In amibroker@xxxxxxxxx ps.com, "Mike" <sfclimbers@
...> wrote: > > Are you particularly looking to run
the first script from AmiBroker? > Since the whole thing is
intended to just be a batch starter, you can > just write it
as a vanilla JScript file and run it directly from the >
command line. > > Just rename it to have a .js file
extension (e.g. runami.js) then run > it from the command
line using: > > wscript runami.js > > That
being said. There are a few issues with your original post. >
1. It's not clear what you are trying to do with the Stocks object
and > your usage of Document. I'm assuming that you are just
trying to set > the active document as shown in my sample
below. > > 2. Generally you either want to Optimize, or
to Backtest. Not clear > why you are trying to do
both. > > The following .ps file works, runs all 100
optimizations. Your sample > probably does to, but then
immediately clobbers the result with a > single
backtest! > > Mike > > > database =
"C:\\Program Files\\Amibroker\ \Data"; > formula_1 =
"C:\\Simple MA Cross.afl"; > > AB = new ActiveXObject(
"Broker.Application " ); > AA = AB.Analysis; >
> AB.LoadDatabase( database ); > AB.ActiveDocument.
Name = "^DJI"; // Set ^DJI as active > document >
> AA.LoadFormula( formula_1 ); // load formula from >
external file > > AA.ApplyTo = 1; // use current
symbol > AA.RangeMode = 3; // use 'From' and 'To' dates
> AA.RangeFromDate = "11/01/2005" ; > AA.RangeToDate =
"12/31/2005" ; > AA.Optimize( 0 ); // run Optimize for the
> portfolio, which is just one symbol > >
> --- In amibroker@xxxxxxxxx ps.com,
"ozzyapeman" <zoopfree@> wrote: > > > > To
add to my confusion, sometimes the below code does produce
syntax > > errors when applied. Other times it runs
smoothly (albeit with a > > single optimization step). I'm
not doing anything different, so I > have > > no
idea why it fluctuates. > > > > > > ---
In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@> wrote: > > > > > > The
simplified code below runs without any syntax error.
However, > > > instead of optimizing through all 100
steps, it only does a single > step. > > > Any
idea why doesn't it do all 100 steps, as coded in the Simple
> MA > > > Cross afl?: > > > >
> > > > > > > //---------- ---------
--------- --------- --------- --------- --- > ----\ >
> > ------ > > > // AUTOMATION CODE: Load an AFL
and Run a Portfolio Optimization > > > > >
//---------- --------- --------- --------- --------- ---------
--- > ----\ > > > ------ > > >
> > > EnableScript( "jscript" ); > > >
<% > > > > > > database = "C:\\Program
Files\\Amibroker\ \Data"; > > > formula_1 = "C:\\Simple
MA Cross.afl"; > > > > > > AB = new
ActiveXObject( "Broker.Application " ); > > >
AB.LoadDatabase( database ); > > > AA =
AB.Analysis; > > > > > > AA.LoadFormula(
formula_1 ); // load formula from > external > >
> file > > > > > > AA.ApplyTo = 1; //
use current symbol > > > AA.RangeMode = 3; // use 'From'
and 'To' > dates > > > AA.RangeFromDate =
"11/01/2005" ; > > > AA.RangeToDate = "12/31/2005"
; > > > AA.Optimize( 0 ); // run Optimize for
the > > > portfolio, which is just one symbol >
> > //AA.Backtest( ); > > > > > >
%> > > > //---------END AUTOMATION > > >
AFL--------- --------- --------- --------- --------- ---- >
> > > > > > > > > > >
--- In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@> wrote: > > > > > > >
> Hoping someone can chime in here to let me know what I might be
> doing > > > > wrong. I'm currently testing
out some simple automation code. > The > > > >
objective is to load an AFL and then run a portfolio >
optimization for > > > a > > > >
specified date range. > > > > > > > >
I am using a simple MA crossover trading system for testing >
purposes. > > > I > > > > can of course
optimize it manually in AA without any problem. > But
when > > > I > > > > try to run and
control that optimization from a piece of >
automation > > > > code, I get a whole range of
syntax errors. > > > > > > > > Below
are the two *separate* AFL codes. I imagine the first AFL >
has > > > some > > > > errors in it that
is preventing the actions from being carried > out >
> > > properly. What am I missing or doing wrong? Any input
much > > > appreciated: > > > > >
> > > > > > > > //---------- ---------
--------- --------- --------- --------- --- > ----\ >
> > \ > > > > ------ > > > > //
AUTOMATION CODE: Load an AFL and Run a Portfolio
Optimization > > > > > > > > >
//---------- --------- --------- --------- --------- ---------
--- > ----\ > > > \ > > > >
------ > > > > > > > > EnableScript(
"jscript" ); > > > > <% > > >
> > > > > database = "C:\\Program
Files\\Amibroker\ \Data"; > > > > formula_1 =
"C:\\Simple MA Cross.afl"; > > > > > > >
> AB = new ActiveXObject( "Broker.Application " ); > >
> > AB.LoadDatabase( database ); > > > > AA =
AB.Analysis; > > > > Stk = AB.Stocks > >
> > Doc = AB.Documents. Open( Stk.Ticker ); > > >
> > > > > AA.LoadFormula( formula_1 ); // load
formula from > > > external > > > >
file > > > > > > > > AA.ApplyTo = 1;
// use current symbol > > > > AA.RangeMode = 3; //
use 'From' and 'To' > dates > > > >
AA.RangeFromDate = "11/01/2005" ; > > > >
AA.RangeToDate = "12/31/2005" ; > > > > AA.Optimize(
0 ); // run Optimize for > the > > > >
portfolio, which is just one symbol > > > >
AA.Backtest( ); > > > > > > > >
%> > > > > //---------END AUTOMATION > >
> > AFL--------- --------- --------- --------- ---------
---- > > > > > > > > > > >
> > > > > > > > > > > >
> > > > > > //---------- --------- ---------
--------- --------- --------- --- > ----\ > > >
\ > > > > ------ > > > > // Simple MA
Cross: THIS IS A SEPARATE AFL SAVED AT: "C:\\Simple >
MA > > > > Cross.afl" > > > > >
> > > > //---------- --------- --------- ---------
--------- --------- --- > ----\ > > > \ >
> > > ------ > > > > > > >
> > > > > FastMALength = Optimize("FastMALen gth",
1, 1, 100, > 1); > > > > SlowMALength =
20; > > > > > > > > > >
> > > //---------- --------- --------- ---------
--------- --------- --- > ----\ > > > \ >
> > > ------ > > > > // BACKTESTER
SETTINGS > > > > > > > > >
//---------- --------- --------- --------- --------- ---------
--- > ----\ > > > \ > > > >
------ > > > > > > > >
SetBarsRequired( 10000, 0); > > > >
SetOption("AllowPos itionShrinking" , False); > > > >
SetOption("AllowSam eBarExit" , True); > > > >
SetOption("Commissi onAmount" , 3.00); > > > >
SetOption("Commissi onMode", 3); > > > >
SetOption("FuturesM ode", 1); > > > >
SetOption("InitialE quity", 100000); > > > >
SetOption("Interest Rate",0); > > > >
SetOption("MaxOpenP ositions" , 1); > > > >
SetOption("MinPosVa lue", 0); > > > >
SetOption("MinShare s", 1); > > > >
SetOption("PriceBou ndChecking" , False ); > > > >
SetOption("ReverseS ignalForcesExit" , False); > > >
> SetOption("UsePrevB arEquityForPosSi zing", True ); >
> > > SetTradeDelays( 0, 0, 0, 0); > > > >
SetPositionSize( 1, spsShares); > > > > TickSize =
0.0001; // The minimum price move of symbol > for >
> > Forex > > > > PointValue = 100000; >
> > > RoundLotSize = 1; > > > >
MarginDeposit = 2500; > > > > BuyPrice = SellPrice =
ShortPrice = CoverPrice = Close; > > > > > >
> > > > > > > //---------- ---------
--------- --------- --------- --------- --- > ----\ >
> > \ > > > > -- > > > > //
TRADING SYSTEM > > > > > > > > >
//---------- --------- --------- --------- --------- ---------
--- > ----\ > > > \ > > > >
-- > > > > > > > > FastMA = MA( C,
FastMALength ); > > > > SlowMA = MA( C, SlowMALength
); > > > > Buy = Cross( FastMA, SlowMA ); >
> > > Sell = Cross( SlowMA, FastMA ); > > >
> > > > > > > - 1g.
-
Thu Dec 18, 2008 7:07 pm (PST)
you can NOT run optimizations nor backtests
from inside an AFL. You MUST run them from external
scripts. You'd do a whole lot better searching for examples
of jscripts in the email archives here as that is where all of
the OLE examples relating to Amibroker are. d On
Thu, Dec 18, 2008 at 9:57 PM, ozzyapeman < zoopfree@xxxxxxxx com> wrote: >
Thanks, Mike. That's a great help. > > Yes, there was
some junk in my original code. I cobbled it together > from
other examples found on this group, and I didn't quite know
what > I was doing. > > Thanks also for letting me
know of the ability to run from the command > line window. I
had not even thought of that, or was aware it could > work
that way. Do you have any online Jscript tutorials that you
could > recommend, specifically geared towards automation? I
found some > general purpose tutorials, but want to focus just
on automating stuff > like this. > > I am still a
bit confused why your code runs fine (all 100 opt steps) >
when run from the command line, but only does a single opt step
when > run as an AFL that simply calls the identical jscript
routine. > > > --- In amibroker@xxxxxxxxx ps.com, "Mike" <sfclimbers@
...> wrote: > > > > Are you particularly
looking to run the first script from AmiBroker? > > Since
the whole thing is intended to just be a batch starter, you
can > > just write it as a vanilla JScript file and run it
directly from the > > command line. > > >
> Just rename it to have a .js file extension (e.g. runami.js)
then run > > it from the command line using: >
> > > wscript runami.js > > > > That
being said. There are a few issues with your original post. >
> 1. It's not clear what you are trying to do with the Stocks
object and > > your usage of Document. I'm assuming that
you are just trying to set > > the active document as shown
in my sample below. > > > > 2. Generally you
either want to Optimize, or to Backtest. Not clear > > why
you are trying to do both. > > > > The following
.ps file works, runs all 100 optimizations. Your sample > >
probably does to, but then immediately clobbers the result with
a > > single backtest! > > > >
Mike > > > > > > database = "C:\\Program
Files\\Amibroker\ \Data"; > > formula_1 = "C:\\Simple MA
Cross.afl"; > > > > AB = new ActiveXObject(
"Broker.Application " ); > > AA = AB.Analysis; >
> > > AB.LoadDatabase( database ); > >
AB.ActiveDocument. Name < http://ab.activedoc ument.name/> =
"^DJI"; > // Set ^DJI as active > > document >
> > > AA.LoadFormula( formula_1 ); // load formula
from > > external file > > > > AA.ApplyTo
= 1; // use current symbol > > AA.RangeMode = 3; // use
'From' and 'To' dates > > AA.RangeFromDate = "11/01/2005"
; > > AA.RangeToDate = "12/31/2005" ; > >
AA.Optimize( 0 ); // run Optimize for the > > portfolio,
which is just one symbol > > > > > > ---
In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@> wrote: > > > > > > To add
to my confusion, sometimes the below code does produce
syntax > > > errors when applied. Other times it runs
smoothly (albeit with a > > > single optimization step).
I'm not doing anything different, so I > > have >
> > no idea why it fluctuates. > > > > >
> > > > --- In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@> wrote: > > > > > > >
> The simplified code below runs without any syntax error.
However, > > > > instead of optimizing through all
100 steps, it only does a single > > step. > >
> > Any idea why doesn't it do all 100 steps, as coded in the
Simple > > MA > > > > Cross afl?: >
> > > > > > > > > > > >
> > //---------- --------- --------- --------- ---------
--------- --- > > ----\ > > > >
------ > > > > // AUTOMATION CODE: Load an AFL and
Run a Portfolio Optimization > > > > > >
> //---------- --------- --------- --------- --------- ---------
--- > > ----\ > > > > ------ > >
> > > > > > EnableScript( "jscript" ); >
> > > <% > > > > > > > >
database = "C:\\Program Files\\Amibroker\ \Data"; > > >
> formula_1 = "C:\\Simple MA Cross.afl"; > > >
> > > > > AB = new ActiveXObject(
"Broker.Application " ); > > > > AB.LoadDatabase(
database ); > > > > AA = AB.Analysis; > >
> > > > > > AA.LoadFormula( formula_1 ); //
load formula from > > external > > > >
file > > > > > > > > AA.ApplyTo = 1;
// use current symbol > > > > AA.RangeMode = 3; //
use 'From' and 'To' > > dates > > > >
AA.RangeFromDate = "11/01/2005" ; > > > >
AA.RangeToDate = "12/31/2005" ; > > > > AA.Optimize(
0 ); // run Optimize for the > > > > portfolio, which
is just one symbol > > > > //AA.Backtest( ); >
> > > > > > > %> > > > >
//---------END AUTOMATION > > > > AFL---------
--------- --------- --------- --------- ---- > > >
> > > > > > > > > > > >
> --- In amibroker@xxxxxxxxx ps.com,
"ozzyapeman" <zoopfree@> wrote: > > > >
> > > > > > Hoping someone can chime in here to
let me know what I might be > > doing > > >
> > wrong. I'm currently testing out some simple automation
code. > > The > > > > > objective is to
load an AFL and then run a portfolio > > optimization
for > > > > a > > > > > specified
date range. > > > > > > > > > >
I am using a simple MA crossover trading system for testing >
> purposes. > > > > I > > > > >
can of course optimize it manually in AA without any
problem. > > But when > > > > I > >
> > > try to run and control that optimization from a piece
of > > automation > > > > > code, I get a
whole range of syntax errors. > > > > > >
> > > > Below are the two *separate* AFL codes. I
imagine the first AFL > > has > > > >
some > > > > > errors in it that is preventing the
actions from being carried > > out > > > >
> properly. What am I missing or doing wrong? Any input
much > > > > appreciated: > > > >
> > > > > > > > > > > >
> //---------- --------- --------- --------- --------- ---------
--- > > ----\ > > > > \ > > >
> > ------ > > > > > // AUTOMATION CODE:
Load an AFL and Run a Portfolio Optimization > > > >
> > > > > > > > //---------- ---------
--------- --------- --------- --------- --- > >
----\ > > > > \ > > > > >
------ > > > > > > > > > >
EnableScript( "jscript" ); > > > > > <% >
> > > > > > > > > database =
"C:\\Program Files\\Amibroker\ \Data"; > > > > >
formula_1 = "C:\\Simple MA Cross.afl"; > > > >
> > > > > > AB = new ActiveXObject(
"Broker.Application " ); > > > > >
AB.LoadDatabase( database ); > > > > > AA =
AB.Analysis; > > > > > Stk = AB.Stocks >
> > > > Doc = AB.Documents. Open( Stk.Ticker ); >
> > > > > > > > > AA.LoadFormula(
formula_1 ); // load formula from > > > >
external > > > > > file > > > >
> > > > > > AA.ApplyTo = 1; // use current
symbol > > > > > AA.RangeMode = 3; // use 'From'
and 'To' > > dates > > > > >
AA.RangeFromDate = "11/01/2005" ; > > > > >
AA.RangeToDate = "12/31/2005" ; > > > > >
AA.Optimize( 0 ); // run Optimize for > > the > >
> > > portfolio, which is just one symbol > > >
> > AA.Backtest( ); > > > > > > >
> > > %> > > > > > //---------END
AUTOMATION > > > > > AFL--------- ---------
--------- --------- --------- ---- > > > >
> > > > > > > > > > > >
> > > > > > > > > > > >
> > > > > > > > > //----------
--------- --------- --------- --------- --------- --- > >
----\ > > > > \ > > > > >
------ > > > > > // Simple MA Cross: THIS IS A
SEPARATE AFL SAVED AT: "C:\\Simple > > MA > > >
> > Cross.afl" > > > > > > > >
> > > > //---------- --------- --------- ---------
--------- --------- --- > > ----\ > > > >
\ > > > > > ------ > > > >
> > > > > > > > > > >
FastMALength = Optimize("FastMALen gth", 1, 1, 100, > >
> 1); > > > > > SlowMALength = 20; > >
> > > > > > > > > > >
> > > > //---------- --------- --------- ---------
--------- --------- --- > > ----\ > > > >
\ > > > > > ------ > > > > > //
BACKTESTER SETTINGS > > > > > > > >
> > > > //---------- --------- --------- ---------
--------- --------- --- > > ----\ > > > >
\ > > > > > ------ > > > >
> > > > > > SetBarsRequired( 10000, 0); >
> > > > SetOption("AllowPos itionShrinking" ,
False); > > > > > SetOption("AllowSam eBarExit" ,
True); > > > > > SetOption("Commissi onAmount" ,
3.00); > > > > > SetOption("Commissi onMode",
3); > > > > > SetOption("FuturesM ode",
1); > > > > > SetOption("InitialE quity",
100000); > > > > > SetOption("Interest
Rate",0); > > > > > SetOption("MaxOpenP ositions"
, 1); > > > > > SetOption("MinPosVa lue",
0); > > > > > SetOption("MinShare s", 1); >
> > > > SetOption("PriceBou ndChecking" , False
); > > > > > SetOption("ReverseS ignalForcesExit"
, False); > > > > > SetOption("UsePrevB
arEquityForPosSi zing", True ); > > > > >
SetTradeDelays( 0, 0, 0, 0); > > > > >
SetPositionSize( 1, spsShares); > > > > > TickSize
= 0.0001; // The minimum price move of symbol > >
for > > > > Forex > > > > >
PointValue = 100000; > > > > > RoundLotSize =
1; > > > > > MarginDeposit = 2500; > >
> > > BuyPrice = SellPrice = ShortPrice = CoverPrice =
Close; > > > > > > > > >
> > > > > > > > //---------- ---------
--------- --------- --------- --------- --- > >
----\ > > > > \ > > > > >
-- > > > > > // TRADING SYSTEM > > >
> > > > > > > > > //----------
--------- --------- --------- --------- --------- --- > >
----\ > > > > \ > > > > >
-- > > > > > > > > > > FastMA =
MA( C, FastMALength ); > > > > > SlowMA = MA( C,
SlowMALength ); > > > > > Buy = Cross( FastMA,
SlowMA ); > > > > > Sell = Cross( SlowMA, FastMA
); > > > > > > > > > > >
> > > > > > > ------------
--------- --------- ------ > > **** IMPORTANT
**** > This group is for the discussion between users
only. > This is *NOT* technical support
channel. > > ************ ********* > TO GET
TECHNICAL 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.amibroke r.com/devlog/> >
For other support material please check also: > http://www.amibroke r.com/support.
html> > ************ ********* *********
*** > Yahoo! Groups
Links > > > > - 1h.
-
Thu Dec 18, 2008 7:10 pm (PST)
Ah. Well that explains it then!
:-) Thanks for the heads up. I will look for more jscript
examples to try to get the hang of this automation
thing. --- In amibroker@xxxxxxxxx ps.com, dingo
<waledingo@x ..> wrote: > > you can NOT run
optimizations nor backtests from inside an AFL. You MUST
run > them from external scripts. > > You'd do a
whole lot better searching for examples of jscripts in the
email > archives here as that is where all of the OLE examples
relating to Amibroker > are. > > d >
> On Thu, Dec 18, 2008 at 9:57 PM, ozzyapeman <zoopfree@xx
.> wrote: > > > Thanks, Mike. That's a great
help. > > > > Yes, there was some junk in my
original code. I cobbled it together > > from other
examples found on this group, and I didn't quite know what >
> I was doing. > > > > Thanks also for letting
me know of the ability to run from the command > > line
window. I had not even thought of that, or was aware it
could > > work that way. Do you have any online Jscript
tutorials that you could > > recommend, specifically geared
towards automation? I found some > > general purpose
tutorials, but want to focus just on automating stuff > >
like this. > > > > I am still a bit confused why
your code runs fine (all 100 opt steps) > > when run from
the command line, but only does a single opt step when > >
run as an AFL that simply calls the identical jscript
routine. > > > > > > --- In amibroker@xxxxxxxxx ps.com, "Mike" <sfclimbers@
> wrote: > > > > > > Are you particularly
looking to run the first script from AmiBroker? > > >
Since the whole thing is intended to just be a batch starter, you
can > > > just write it as a vanilla JScript file and
run it directly from the > > > command line. >
> > > > > Just rename it to have a .js file
extension (e.g. runami.js) then run > > > it from the
command line using: > > > > > > wscript
runami.js > > > > > > That being said. There
are a few issues with your original post. > > > 1. It's
not clear what you are trying to do with the Stocks object
and > > > your usage of Document. I'm assuming that you
are just trying to set > > > the active document as
shown in my sample below. > > > > > > 2.
Generally you either want to Optimize, or to Backtest. Not
clear > > > why you are trying to do both. > >
> > > > The following .ps file works, runs all 100
optimizations. Your sample > > > probably does to,
but then immediately clobbers the result with a > > >
single backtest! > > > > > > Mike >
> > > > > > > > database =
"C:\\Program Files\\Amibroker\ \Data"; > > > formula_1 =
"C:\\Simple MA Cross.afl"; > > > > > > AB =
new ActiveXObject( "Broker.Application " ); > > > AA =
AB.Analysis; > > > > > > AB.LoadDatabase(
database ); > > > AB.ActiveDocument. Name < http://ab.activedoc ument.name/> =
"^DJI"; > > // Set ^DJI as active > > >
document > > > > > > AA.LoadFormula(
formula_1 ); // load formula from > > > external
file > > > > > > AA.ApplyTo = 1; // use
current symbol > > > AA.RangeMode = 3; // use 'From' and
'To' dates > > > AA.RangeFromDate = "11/01/2005"
; > > > AA.RangeToDate = "12/31/2005" ; > >
> AA.Optimize( 0 ); // run Optimize for the > > >
portfolio, which is just one symbol > > > > >
> > > > --- In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@> wrote: > > > > > > >
> To add to my confusion, sometimes the below code does
produce syntax > > > > errors when applied. Other
times it runs smoothly (albeit with a > > > > single
optimization step). I'm not doing anything different, so I >
> > have > > > > no idea why it
fluctuates. > > > > > > > > >
> > > --- In amibroker@xxxxxxxxx ps.com,
"ozzyapeman" <zoopfree@> wrote: > > > >
> > > > > > The simplified code below runs
without any syntax error. However, > > > > >
instead of optimizing through all 100 steps, it only does
a single > > > step. > > > > > Any
idea why doesn't it do all 100 steps, as coded in the Simple >
> > MA > > > > > Cross afl?: > >
> > > > > > > > > > > >
> > > > > //---------- --------- ---------
--------- --------- --------- --- > > > ----\ >
> > > > ------ > > > > > // AUTOMATION
CODE: Load an AFL and Run a Portfolio Optimization > > >
> > > > > > //---------- --------- ---------
--------- --------- --------- --- > > > ----\ >
> > > > ------ > > > > > > >
> > > EnableScript( "jscript" ); > > > >
> <% > > > > > > > > > >
database = "C:\\Program Files\\Amibroker\ \Data"; > > >
> > formula_1 = "C:\\Simple MA Cross.afl"; > > >
> > > > > > > AB = new ActiveXObject(
"Broker.Application " ); > > > > >
AB.LoadDatabase( database ); > > > > > AA =
AB.Analysis; > > > > > > > > > >
AA.LoadFormula( formula_1 ); // load formula from > > >
external > > > > > file > > > >
> > > > > > AA.ApplyTo = 1; // use current
symbol > > > > > AA.RangeMode = 3; // use 'From'
and 'To' > > > dates > > > > >
AA.RangeFromDate = "11/01/2005" ; > > > > >
AA.RangeToDate = "12/31/2005" ; > > > > >
AA.Optimize( 0 ); // run Optimize for the > > > >
> portfolio, which is just one symbol > > > > >
//AA.Backtest( ); > > > > > > > > >
> %> > > > > > //---------END
AUTOMATION > > > > > AFL--------- ---------
--------- --------- --------- ---- > > > >
> > > > > > > > > > > >
> > > > --- In amibroker@xxxxxxxxx ps.com, "ozzyapeman"
<zoopfree@> wrote: > > > > > > >
> > > > > Hoping someone can chime in here to let me
know what I might be > > > doing > > >
> > > wrong. I'm currently testing out some simple
automation code. > > > The > > > > >
> objective is to load an AFL and then run a portfolio >
> > optimization for > > > > > a >
> > > > > specified date range. > > >
> > > > > > > > > I am using a simple
MA crossover trading system for testing > > >
purposes. > > > > > I > > > > >
> can of course optimize it manually in AA without any
problem. > > > But when > > > > >
I > > > > > > try to run and control that
optimization from a piece of > > > automation >
> > > > > code, I get a whole range of syntax
errors. > > > > > > > > > > >
> Below are the two *separate* AFL codes. I imagine the first
AFL > > > has > > > > > some >
> > > > > errors in it that is preventing the actions
from being carried > > > out > > > > >
> properly. What am I missing or doing wrong? Any input
much > > > > > appreciated: > > > >
> > > > > > > > > > > >
> > > > > //---------- --------- ---------
--------- --------- --------- --- > > > ----\ >
> > > > \ > > > > > >
------ > > > > > > // AUTOMATION CODE: Load an
AFL and Run a Portfolio Optimization > > > > >
> > > > > > > > >
> //---------- --------- --------- --------- ---------
--------- --- > > > ----\ > > > > >
\ > > > > > > ------ > > > >
> > > > > > > > EnableScript( "jscript"
); > > > > > > <% > > > >
> > > > > > > > database = "C:\\Program
Files\\Amibroker\ \Data"; > > > > > > formula_1
= "C:\\Simple MA Cross.afl"; > > > > >
> > > > > > > AB = new ActiveXObject(
"Broker.Application " ); > > > > > >
AB.LoadDatabase( database ); > > > > > > AA =
AB.Analysis; > > > > > > Stk =
AB.Stocks > > > > > > Doc = AB.Documents. Open(
Stk.Ticker ); > > > > > > > > >
> > > AA.LoadFormula( formula_1 ); // load formula
from > > > > > external > > > >
> > file > > > > > > > > >
> > > AA.ApplyTo = 1; // use current symbol > >
> > > > AA.RangeMode = 3; // use 'From' and
'To' > > > dates > > > > > >
AA.RangeFromDate = "11/01/2005" ; > > > > > >
AA.RangeToDate = "12/31/2005" ; > > > > > >
AA.Optimize( 0 ); // run Optimize for > > > the >
> > > > > portfolio, which is just one symbol >
> > > > > AA.Backtest( ); > > > > >
> > > > > > > %> > > > >
> > //---------END AUTOMATION > > > > > >
AFL--------- --------- --------- --------- --------- ---- >
> > > > > > > > > > > >
> > > > > > > > > > > >
> > > > > > > > > > > >
> > > > > > > > //---------- ---------
--------- --------- --------- --------- --- > > >
----\ > > > > > \ > > > > > >
------ > > > > > > // Simple MA Cross: THIS IS
A SEPARATE AFL SAVED AT: "C:\\Simple > > > MA >
> > > > > Cross.afl" > > > > >
> > > > > > > > >
> //---------- --------- --------- --------- ---------
--------- --- > > > ----\ > > > > >
\ > > > > > > ------ > > > >
> > > > > > > > > > > >
> > FastMALength = Optimize("FastMALen gth", 1, 1,
100, > > > > > 1); > > > > >
> SlowMALength = 20; > > > > > > >
> > > > > > > > > > > >
> > //---------- --------- --------- --------- ---------
--------- --- > > > ----\ > > > > >
\ > > > > > > ------ > > > >
> > // BACKTESTER SETTINGS > > > > >
> > > > > > > > >
> //---------- --------- --------- --------- ---------
--------- --- > > > ----\ > > > > >
\ > > > > > > ------ > > > >
> > > > > > > > SetBarsRequired( 10000,
0); > > > > > > SetOption("AllowPos
itionShrinking" , False); > > > > > >
SetOption("AllowSam eBarExit" , True); > > > > >
> SetOption("Commissi onAmount" , 3.00); > > > >
> > SetOption("Commissi onMode", 3); > > > >
> > SetOption("FuturesM ode", 1); > > > > >
> SetOption("InitialE quity", 100000); > > > >
> > SetOption("Interest Rate",0); > > > > >
> SetOption("MaxOpenP ositions" , 1); > > > > >
> SetOption("MinPosVa lue", 0); > > > > > >
SetOption("MinShare s", 1); > > > > > >
SetOption("PriceBou ndChecking" , False ); > > > >
> > SetOption("ReverseS ignalForcesExit" , False); >
> > > > > SetOption("UsePrevB arEquityForPosSi zing",
True ); > > > > > > SetTradeDelays( 0, 0, 0,
0); > > > > > > SetPositionSize( 1,
spsShares); > > > > > > TickSize = 0.0001; //
The minimum price move of symbol > > > for > >
> > > Forex > > > > > > PointValue =
100000; > > > > > > RoundLotSize = 1; >
> > > > > MarginDeposit = 2500; > > >
> > > BuyPrice = SellPrice = ShortPrice = CoverPrice =
Close; > > > > > > > > > > >
> > > > > > > > >
> //---------- --------- --------- --------- ---------
--------- --- > > > ----\ > > > > >
\ > > > > > > -- > > > > >
> // TRADING SYSTEM > > > > > > > >
> > > > > > > //---------- ---------
--------- --------- --------- --------- --- > > >
----\ > > > > > \ > > > > > >
-- > > > > > > > > > > > >
FastMA = MA( C, FastMALength ); > > > > > >
SlowMA = MA( C, SlowMALength ); > > > > > > Buy
= Cross( FastMA, SlowMA ); > > > > > > Sell =
Cross( SlowMA, FastMA ); > > > > > > >
> > > > > > > > > > > >
> > > > > > > ------------ ---------
--------- ------ > > > > **** IMPORTANT
**** > > This group is for the discussion between users
only. > > This is *NOT* technical support channel. >
> > > ************ ********* > > TO GET
TECHNICAL 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.amibroke r.com/devlog/>
> > > For other support material please check
also: > > http://www.amibroke r.com/support.
html> > > > ************ ********* *********
*** > > Yahoo! Groups Links > > >
> > > > > > - 1i.
-
Fri Dec 19, 2008 1:39 am (PST)
YOu cant run automation that controls
optimization from within an afl. Do it with jscript outside
AB. _____ From: amibroker@xxxxxxxxx ps.com [mailto: amibroker@xxxxxxxxx ps.com] On Behalf Of
ozzyapeman Sent: Friday, 19 December 2008 1:18 PM To: amibroker@xxxxxxxxx ps.comSubject: [amibroker]
Re: Automation to load an AFL and run
Portfolio Optimization To add to my confusion, sometimes
the below code does produce syntax errors when applied. Other
times it runs smoothly (albeit with a single optimization step).
I'm not doing anything different, so I have no idea why it
fluctuates. --- In amibroker@xxxxxxxxx <mailto:amibroker%
40yahoogroups. com> ps.com, "ozzyapeman" <zoopfree@xx .>
wrote: > > The simplified code below runs without any
syntax error. However, > instead of optimizing through all 100
steps, it only does a single step. > Any idea why doesn't it
do all 100 steps, as coded in the Simple MA > Cross
afl?: > > > //---------- --------- ---------
--------- --------- --------- ---\ > ------ > //
AUTOMATION CODE: Load an AFL and Run a Portfolio
Optimization > //---------- --------- --------- ---------
--------- --------- ---\ > ------ > >
EnableScript( "jscript" ); > <% > > database =
"C:\\Program Files\\Amibroker\ \Data"; > formula_1 =
"C:\\Simple MA Cross.afl"; > > AB = new ActiveXObject(
"Broker.Application " ); > AB.LoadDatabase( database
); > AA = AB.Analysis; > > AA.LoadFormula(
formula_1 ); // load formula from external > file >
> AA.ApplyTo = 1; // use current symbol > AA.RangeMode
= 3; // use 'From' and 'To' dates > AA.RangeFromDate =
"11/01/2005" ; > AA.RangeToDate = "12/31/2005" ; >
AA.Optimize( 0 ); // run Optimize for the > portfolio, which
is just one symbol > //AA.Backtest( ); > >
%> > //---------END AUTOMATION > AFL---------
--------- --------- --------- --------- ---- > >
> > --- In amibroker@xxxxxxxxx <mailto:amibroker%
40yahoogroups. com> ps.com, "ozzyapeman" <zoopfree@>
wrote: > > > > Hoping someone can chime in here to
let me know what I might be doing > > wrong. I'm currently
testing out some simple automation code. The > > objective
is to load an AFL and then run a portfolio optimization for >
a > > specified date range. > > > > I am
using a simple MA crossover trading system for testing
purposes. > I > > can of course optimize it manually
in AA without any problem. But when > I > > try to
run and control that optimization from a piece of automation >
> code, I get a whole range of syntax errors. >
> > > Below are the two *separate* AFL codes. I imagine
the first AFL has > some > > errors in it that is
preventing the actions from being carried out > > properly.
What am I missing or doing wrong? Any input much >
appreciated: > > > > > //----------
--------- --------- --------- --------- --------- ---\ >
\ > > ------ > > // AUTOMATION CODE: Load an AFL
and Run a Portfolio Optimization >
> > //---------- --------- --------- --------- ---------
--------- ---\ > \ > > ------ > > >
> EnableScript( "jscript" ); > > <% >
> > > database = "C:\\Program Files\\Amibroker\
\Data"; > > formula_1 = "C:\\Simple MA Cross.afl"; >
> > > AB = new ActiveXObject( "Broker.Application "
); > > AB.LoadDatabase( database ); > > AA =
AB.Analysis; > > Stk = AB.Stocks > > Doc =
AB.Documents. Open( Stk.Ticker ); > > > >
AA.LoadFormula( formula_1 ); // load formula from >
external > > file > > > > AA.ApplyTo = 1;
// use current symbol > > AA.RangeMode = 3; // use 'From'
and 'To' dates > > AA.RangeFromDate = "11/01/2005"
; > > AA.RangeToDate = "12/31/2005" ; > >
AA.Optimize( 0 ); // run Optimize for the > > portfolio,
which is just one symbol > > AA.Backtest( ); >
> > > %> > > //---------END
AUTOMATION > > AFL--------- --------- --------- ---------
--------- ---- > > > > > > >
> > > > > > //---------- ---------
--------- --------- --------- --------- ---\ > \ > >
------ > > // Simple MA Cross: THIS IS A SEPARATE AFL SAVED
AT: "C:\\Simple MA > > Cross.afl" >
> > //---------- --------- --------- --------- ---------
--------- ---\ > \ > > ------ > > >
> > > FastMALength = Optimize("FastMALen gth", 1, 1,
100, 1); > > SlowMALength = 20; > > >
> > //---------- --------- --------- --------- ---------
--------- ---\ > \ > > ------ > > //
BACKTESTER SETTINGS > > > //---------- ---------
--------- --------- --------- --------- ---\ > \ > >
------ > > > > SetBarsRequired( 10000, 0); >
> SetOption("AllowPos itionShrinking" , False); > >
SetOption("AllowSam eBarExit" , True); > >
SetOption("Commissi onAmount" , 3.00); > >
SetOption("Commissi onMode", 3); > > SetOption("FuturesM
ode", 1); > > SetOption("InitialE quity", 100000); >
> SetOption("Interest Rate",0); > > SetOption("MaxOpenP
ositions" , 1); > > SetOption("MinPosVa lue", 0); >
> SetOption("MinShare s", 1); > > SetOption("PriceBou
ndChecking" , False ); > > SetOption("ReverseS
ignalForcesExit" , False); > > SetOption("UsePrevB
arEquityForPosSi zing", True ); > > SetTradeDelays( 0, 0,
0, 0); > > SetPositionSize( 1, spsShares); > >
TickSize = 0.0001; // The minimum price move of symbol for >
Forex > > PointValue = 100000; > > RoundLotSize =
1; > > MarginDeposit = 2500; > > BuyPrice =
SellPrice = ShortPrice = CoverPrice = Close; > > >
> > //---------- --------- --------- --------- ---------
--------- ---\ > \ > > -- > > // TRADING
SYSTEM > > > //---------- --------- ---------
--------- --------- --------- ---\ > \ > > -- >
> > > FastMA = MA( C, FastMALength ); > >
SlowMA = MA( C, SlowMALength ); > > Buy = Cross( FastMA,
SlowMA ); > > Sell = Cross( SlowMA, FastMA ); >
> > - 1j.
-
Fri Dec 19, 2008 1:59 am (PST)
You can only automate AA from OUTSIDE of
AA. I.e. the script should be EXTERNAL JScript, not an AFL
run from AA befcause it will be immediatelly overwritten in first
iteration. Best regards, Tomasz
Janeczko amibroker.com ----- Original Message ----- From:
ozzyapeman To: amibroker@xxxxxxxxx ps.com Sent:
Friday, December 19, 2008 3:12 AM Subject: [amibroker] Re:
Automation to load an AFL and run Portfolio Optimization The
simplified code below runs without any syntax error. However,
instead of optimizing through all 100 steps, it only does a single
step. Any idea why doesn't it do all 100 steps, as coded in the
Simple MA Cross afl?: //---------- --------- ---------
--------- --------- --------- --- // AUTOMATION CODE: Load an AFL
and Run a Portfolio Optimization //---------- ---------
--------- --------- --------- --------- --- EnableScript(
"jscript" ); <% database = "C:\\Program
Files\\Amibroker\ \Data"; formula_1 = "C:\\Simple MA
Cross.afl"; AB = new ActiveXObject( "Broker.Application " );
AB.LoadDatabase( database ); AA = AB.Analysis;
AA.LoadFormula( formula_1 ); // load formula from external
file AA.ApplyTo = 1; // use current symbol AA.RangeMode =
3; // use 'From' and 'To' dates AA.RangeFromDate = "11/01/2005"
; AA.RangeToDate = "12/31/2005" ; AA.Optimize( 0 ); // run
Optimize for the portfolio, which is just one
symbol //AA.Backtest( ); %> //---------END
AUTOMATION AFL--------- --------- --------- --------- ---------
---- --- In amibroker@xxxxxxxxx ps.com,
"ozzyapeman" <zoopfree@xx .> wrote: > > Hoping
someone can chime in here to let me know what I might be
doing > wrong. I'm currently testing out some simple
automation code. The > objective is to load an AFL and then
run a portfolio optimization for a > specified date
range. > > I am using a simple MA crossover trading
system for testing purposes. I > can of course optimize it
manually in AA without any problem. But when I > try to run
and control that optimization from a piece of automation >
code, I get a whole range of syntax errors. > > Below
are the two *separate* AFL codes. I imagine the first AFL has
some > errors in it that is preventing the actions from being
carried out > properly. What am I missing or doing wrong? Any
input much appreciated: > > //---------- ---------
--------- --------- --------- --------- ---\ > ------ >
// AUTOMATION CODE: Load an AFL and Run a Portfolio
Optimization > //---------- --------- --------- ---------
--------- --------- ---\ > ------ > >
EnableScript( "jscript" ); > <% > > database =
"C:\\Program Files\\Amibroker\ \Data"; > formula_1 =
"C:\\Simple MA Cross.afl"; > > AB = new ActiveXObject(
"Broker.Application " ); > AB.LoadDatabase( database
); > AA = AB.Analysis; > Stk = AB.Stocks > Doc =
AB.Documents. Open( Stk.Ticker ); > > AA.LoadFormula(
formula_1 ); // load formula from external > file >
> AA.ApplyTo = 1; // use current symbol > AA.RangeMode
= 3; // use 'From' and 'To' dates > AA.RangeFromDate =
"11/01/2005" ; > AA.RangeToDate = "12/31/2005" ; >
AA.Optimize( 0 ); // run Optimize for the > portfolio, which
is just one symbol > AA.Backtest( ); > >
%> > //---------END AUTOMATION > AFL---------
--------- --------- --------- --------- ---- > >
> > > > //---------- --------- ---------
--------- --------- --------- ---\ > ------ > // Simple
MA Cross: THIS IS A SEPARATE AFL SAVED AT: "C:\\Simple MA >
Cross.afl" > //---------- --------- --------- ---------
--------- --------- ---\ > ------ > > >
FastMALength = Optimize("FastMALen gth", 1, 1, 100, 1); >
SlowMALength = 20; > > //---------- --------- ---------
--------- --------- --------- ---\ > ------ > //
BACKTESTER SETTINGS > //---------- --------- ---------
--------- --------- --------- ---\ > ------ > >
SetBarsRequired( 10000, 0); > SetOption("AllowPos
itionShrinking" , False); > SetOption("AllowSam eBarExit" ,
True); > SetOption("Commissi onAmount" , 3.00); >
SetOption("Commissi onMode", 3); > SetOption("FuturesM ode",
1); > SetOption("InitialE quity", 100000); >
SetOption("Interest Rate",0); > SetOption("MaxOpenP ositions"
, 1); > SetOption("MinPosVa lue", 0); >
SetOption("MinShare s", 1); > SetOption("PriceBou ndChecking"
, False ); > SetOption("ReverseS ignalForcesExit" ,
False); > SetOption("UsePrevB arEquityForPosSi zing", True
); > SetTradeDelays( 0, 0, 0, 0); > SetPositionSize( 1,
spsShares); > TickSize = 0.0001; // The minimum price move of
symbol for Forex > PointValue = 100000; > RoundLotSize =
1; > MarginDeposit = 2500; > BuyPrice = SellPrice =
ShortPrice = CoverPrice = Close; > > //----------
--------- --------- --------- --------- --------- ---\ >
-- > // TRADING SYSTEM > //---------- ---------
--------- --------- --------- --------- ---\ > -- >
> FastMA = MA( C, FastMALength ); > SlowMA = MA( C,
SlowMALength ); > Buy = Cross( FastMA, SlowMA ); > Sell
= Cross( SlowMA, FastMA ); >
- 2a.
-
Thu Dec 18, 2008 6:00 pm (PST)
My last post seems to have been lost. To
summarize, make sure that the following line is present and does
not have any embedded spaces between the quotes. Yahoo tends to
stuff in extra blank spaces into these posts. ab =
CreateObject( "Broker.Applicat ion"); Mike --- In amibroker@xxxxxxxxx ps.com, jim fenster
<normanjade@ ...> wrote: > > When I put the
beginning of that script in I get messages like: > COM/object
handle is null > COM object variable is not initialized or has
invalid type. > Its highlighting both the aa = line and the
wl= line. > Am i doing something wrong by just putting it in
there? > is there another way to get the active watchlist
number? Cuz that way I could > just select all in the AA
and through the code get the active watchlist number and extract
the symbols from there. I just dont know how to get the active
watchlist number of the symbol being analyzed. > >
> --- On Thu, 12/18/08, Mike <sfclimbers@ ...>
wrote: > From: Mike <sfclimbers@ ...> > Subject:
[amibroker] Re: scrolling through a watchlist > To: amibroker@xxxxxxxxx ps.com> Date: Thursday,
December 18, 2008, 3:48 PM > > > >
> > > > > > >
> Just make any number of watchlists that you want, each
with exactly > > two symbols. Then, select
whichever list you want to work against in > > the AA
window and run the following script. Select a different >
> watchlist in the AA window and run the script again. Repeat
for as > > many lists as you have. > >
> > There may be a cleaner way for getting the active
watchlist. But the > > method used should
work. > > > > Mike > >
> > -- > > Buy = Sell = 0; >
> > > ab = CreateObject( "Broker.Applicat
ion"); > > aa = ab.Analysis; > > wl =
aa.Filter(0, "watchlist") ; > > > > list
= CategoryGetSymbols( categoryWatchlis t, wl); > >
ticker1 = StrExtract(list, 0); > > ticker2 =
StrExtract(list, 1); > > > >
_TRACE(CategoryGetN ame(categoryWatc hlist, wl) + ": " + ticker1 + "
> > and " + ticker2); > > >
> if (Name() == ticker1) { > >
SetForeign(ticker2) ; > > // Read whatever you want
from second data, e.g. > > foreignClose =
Close; > > RestorePriceArrays( ); > >
> > Buy = foreignClose > Close; > >
Sell = foreignClose < Close; > > } > >
> > if (Name() == ticker2) { > >
SetForeign(ticker1) ; > > // Read whatever you want
from first data, e.g. > > foreignHigh = High; >
> RestorePriceArrays( ); > > > >
Buy = foreignHigh > High; > > Sell = foreignHigh
< High; > > } > > > > ---
In amibroker@xxxxxxxxx ps.com, jim fenster <normanjade@ ...>
wrote: > > > > > > Your totally
right actually. As long as the list is finite that > >
should be fine. Im such a newbie at this coding though so the
> > simplest things are difficult. > >
> How do I say: > > > If current ticker belongs
to watchlist1, then ticker1=F and > >
ticker2=GM. > > > > > > Ticker1 and
Ticker2 are parts of my code. Then I figure I do it >
> this way. Next writing if current ticker belongs to
watchlist2 > > then .... > > > Then I
run the code. I think that way would be the best. > >
> > > > --- On Wed, 12/17/08, Mike
<sfclimbers@ ...> wrote: > > > From: Mike
<sfclimbers@ ...> > > > Subject: [amibroker]
Re: scrolling through a watchlist > > > To:
amibroker@xxxxxxxxx ps.com > > > Date: Wednesday,
December 17, 2008, 11:57 PM > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > What's wrong with the "both symbols in a
single list" > > approach? I > > >
> > > believe that the assumption is that you would
have multiple lists, > > > > > >
each with exactly two symbols (as you had originally suggested).
> > Where > > > > >
> are you running into problems? > > > >
> > > > > > > > If it's
a case of the script logic not being applicable from one >
> pair > > > > > > to the
next, then the whole hard coding of names problem goes away >
> > > > > because each script would be
customized to a pair and you could > > hard >
> > > > > code the names after all, as
per Tomasz's example. Otherwise, were > > you >
> > > > > not able to dig out the names
correctly using StrExtract? > > > > >
> > > > > > > Mike >
> > > > > > > > >
> > --- In amibroker@xxxxxxxxx ps.com, jim fenster
<normanjade@ ...> > > wrote: > >
> > > > > > > > >
> > > Ya that code isn't working very well. Also all
the 1st part of > > the > > >
> > > pairs in one watchlists and the seconds in a
second list can't > > really > > >
> > > work because its alphabetizing each list. So
when I enter the > > orders > > >
> > > for the first list its fine, but then I get
to the second list and > > it > > >
> > > alphabetizes that so it ruins the order with
the first list. This > > is > > >
> > > tough man! > > > >
> > > > > > > > >
> --- On Mon, 12/15/08, Mike <sfclimbers@ ...>
wrote: > > > > > > > From: Mike
<sfclimbers@ ...> > > > > > >
> Subject: [amibroker] Re: scrolling through a watchlist >
> > > > > > To: amibroker@xxxxxxxxx
ps.com > > > > > > > Date:
Monday, December 15, 2008, 8:21 PM > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > Hi, >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > Sorry,
it was not clear that you were wanting to act on both >
> > > > > symbols. > > >
> > > > > > > > >
> > I thought you were trying to buy from the first list only,
based > > on > > > > >
> > > > > > > > >
signals/confirmatio n from the second list. > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > As you've now
discovered, the Foreign functionality allows access >
> to > > > > > > >
> > > > > > > foreign data, but
it does not allow you to generate signals for > > that
> > > > > > > > >
> > > > > foreign symbol. To act on the
symbol, it must appear in the > > > >
> > watchlist > > > > >
> > > > > > > > > and be
processed in turn. > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > Tomasz has answered your question, which is the
route that you > > were > > >
> > > > > > > > >
> > originally heading down. But, he did not address the hard
coded > > > > > > names >
> > > > > > > > >
> > > > that you were trying to avoid. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > To
avoid the hard coded names of Tomasz's answer, Dingo gave you
> > the > > > > > >
> > > > > > > > answer,
which is also what I used in my earlier sample. > >
> > > > Specifically; > > >
> > > > > > > > >
> > use StrExtract from the watchlist. > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > Putting it all
togeather... > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > Again the symbols will be evaluated in
alphabetical order, but > > > > >
> > > > > > > > >
CategoryGetSymbols will give the ordering as they appear in the
> > > > > > > > >
> > > > > watchlist (i.e. not necessarily
alphabetized) . So, if it > > matters, >
> > > > > > > > >
> > > > populate your list such that the symbol
you want to to be treated > > as > >
> > > > > > > > >
> > > first actually appears first in the watchlist,
even though the > > > > > > second
> > > > > > > > >
> > > > > may get run through the script
before the first one. > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > Buy = Sell = Short = Cover = 0; >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > list =
CategoryGetSymbols( categoryWatchlis t, 1); > > >
> > > > > > > > >
> > first = StrExtract(list, 0); > > >
> > > > > > > > >
> > opposite = StrExtract(list, 1); > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > _TRACE(first + "
and " + opposite); > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > if (Name() == first) { > > >
> > > > > > > > >
> > SetForeign(opposite ); > > > >
> > > > > > > > >
> // Read whatever you want from opposite data > >
> > > > > > > > >
> > > RestorePriceArrays( ); > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > Buy = ... enter
long for first symbol > > > > > >
> > > > > > > > Sell = ...
exit long for first symbol; > > > > >
> > > > > > > > >
} > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > if (Name() == opposite) { > > > >
> > > > > > > > >
> SetForeign(first) ; > > > > >
> > > > > > > > > // Read
whatever you want from first data > > > >
> > > > > > > > >
> RestorePriceArrays( ); > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Buy = ... enter long for opposite
symbol > > > > > > > >
> > > > > > Sell = ... exit long for
opposite symbol; > > > > > > >
> > > > > > > } >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
Mike > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > --- In amibroker@xxxxxxxxx ps.com, jim fenster
<normanjade@ ...> > > > > >
> wrote: > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Thanks so much. I tried it this way
and I almost got it. Im > > > > >
> running > > > > > > >
> > > > > > > it on the first
watchlist and then using the setforeign > > (opposite
); > > > > > > > >
> > > > > > function. But Im having a
problem. There are variables I declared > > >
> > > > > > > > >
> > early in the code. Then I say setforeign(opposite ); Then
put in > > buy > > > >
> > > > > > > > >
> conditions based on those variables but I get no buys or sells
in > > > > > > > >
> > > > > > this foreign ticker. Only
buys and sells in the first watchlist. > > How
> > > > > > > > >
> > > > > come? > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > --- On Sun,
12/14/08, Mike <sfclimbers@ ...> wrote: > > >
> > > > > > > > >
> > > From: Mike <sfclimbers@ ...> > >
> > > > > > > > >
> > > > Subject: [amibroker] Re: scrolling through a
watchlist > > > > > > > >
> > > > > > > To:
amibroker@xxxxxxxxx ps.com > > > > >
> > > > > > > > > >
Date: Sunday, December 14, 2008, 2:31 AM > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > If you want to go down that route,
you might > > consider > > > >
> > > > > > > > >
> just two lists, > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > each with one side of the pair
for each pair, rather than > > separate >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > lists per pair. > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > e.g. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > instead of: > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > watchList1 = A,X >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > watchList2 = M,Y > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > watchList3 = I,Z >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > do: > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > watchList1 =
A,I,M > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > watchList2 = X,Z,Y > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > Then you can run your script on watchList1, making indexed
> > > > > > > > >
> > > > > reference > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > to the
symbols in watchList2 as shown below. > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > Note, however, that I rearanged watchList1 to be in
> > alphabetical > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > order before
adding the indexed opposite symbols in watchList2. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > It appears that AmiBroker iterates
through the active watchList > > in >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > alphabetical order (regardless of the order that the
symbols > > were > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > added to the
list). So, you must ensure that the indexed > >
opposites > > > > > > >
> > > > > > > in >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > watchList2 will match their partner based on the
assumption > > that > > > >
> > > > > > > > >
> the > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > partners were sorted before being processed
by your script. > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > If your
lists are expected to be relatively unchanging, this >
> may > > > > > > be
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > an acceptable bit of book keeping. > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > Buy = Sell = Short = Cover = 0; > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > // Get opposites from second list, ordered as originally
> > entered. > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > list = CategoryGetSymbols(
categoryWatchlis t, 2); > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > // Get
alphabetized index of current symbol from first list. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > index = status("stocknum" ); > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > // Extract opposite for the current symbol. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > opposite = StrExtract(list, index); > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > _TRACE(Name( ) + " and " + opposite); > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > SetForeign(opposite ); > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > // Do
whatever you want with foreign opposite > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > >
RestorePriceArrays( ); > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > Mike >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > --- In amibroker@xxxxxxxxx ps.com,
jim fenster > > <normanjade@ ...> >
> > > > > > > > >
> > > > wrote: > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > thanks yes Im looking for something like this. In the
end I > > have > > > >
> > > > > > > > >
> a > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > code that at the beginning designates two
symbols. > > ticker1=ibm , > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > ticker2=ge
for example. Then I run the code. > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > The
thing is, I have a few of them and I dont want to > >
manually > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > enter them. Instead I was thinking of
putting a couple of > > tickers > > >
> > > > > > > > >
> > per > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > watchlist. Then trying to call upon
them by saying take each > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > watchlist and make first
symbol in watchlist = ticker1 and then > > >
> > > 2nd > > > > >
> > > > > > > > > =
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > ticker2. > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > Then run code. Then take
watchlist 2 and do the same thing > > and >
> > > > > > > > >
> > > > run > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > >
code. > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Is it possible to do that? How would I
code that? > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > --- On
Wed, 12/10/08, Barry Scarborough <razzbarry@ ..>
wrote: > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > From: Barry Scarborough
<razzbarry@ ..> > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > Subject: [amibroker] Re:
scrolling through a watchlist > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > To:
amibroker@xxxxxxxxx ps.com > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > Date: Wednesday, December
10, 2008, 11:32 PM > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > I an not sure what you are looking for. This
> > program > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > runs through a >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > watch list and processes the
the symbols individually. You > > can >
> > > > > do > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > all >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > sorts of things within
SetForeign() and RestorePriceArrays( ); > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
Barry > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > _SECTION_BEGIN( "Using
SetForeign") ; > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
SetChartOptions( 0, chartShowArrows | chartShowDates ); >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > Filename = StrLeft(_DEFAULT_
NAME(),StrLen( _DEFAULT_ NAME())- > > 2) >
> > > > > ; > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > _N(Title = filename + StrFormat(" - {{DATE}}
{{VALUES}} ")); > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > // parameters >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > Watchlist = 10; > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > //
create comma separated list of symbols in the watch list >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > list = CategoryGetSymbols(
categoryWatchlist, watchlist ); > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
/* > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > this
gets the symbol name and the for loop will process every
> > > > > > one > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > > in
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > the watch list for each
bar. In an auto trading program it > > will >
> > > > > > > > >
> > > > run > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > every time a tick is received > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > */ > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > for( i
= 0; ( sym = StrExtract( list, i ) ) != ""; i++ ) > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > { > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > SetForeign(sym) ; // switches to the symbol
array, > > OHLCVOi > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > /* > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > put
your code here. You can create an include that will >
> define > > > > > > >
> > > > > > > the >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > parameters for each symbol you
have optimized and dynamically > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > switch
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > the parameters for the
indicators. You can also dynamically > > > >
> > > > > > > > >
> switch > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > to > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > a different system for some symbols. Your
imagination is the > > > > > >
> > > > > > > >
limit. > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
*/ > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
RestorePriceArrays( ); > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > }
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > _SECTION_END( ); >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > --- In amibroker@xxxxxxxxx ps.com, jim fenster
> > <normanjade@ ...> > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > >
wrote: > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > > If
you have a code that works on two symbols, is it > >
possible > > > > > > > >
> > > > > > call > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > upon the first and second tickers in
the watchlist without > > > > > >
having > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > to > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
actually manually write the tickers? Like referring to them >
> as > > > > > > >
> > > > > > > 1st >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > and 2nd ticker in this
specific watchlist. possible? > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > - 2b.
-
Thu Dec 18, 2008 8:11 pm (PST)
Ya that works but I have to test one
watchlist at a time. Is there no way to say test this on watchlist 1
and 2 at the same time? Not just 1? If I do all symbols it doesn't
test properly. --- On Thu, 12/18/08, Mike < sfclimbers@xxxxxx com> wrote: From: Mike
< sfclimbers@xxxxxx com> Subject: [amibroker]
Re: scrolling through a watchlist To: amibroker@xxxxxxxxx ps.comDate: Thursday,
December 18, 2008, 9:00 PM My last post seems to have been
lost. To summarize, make sure that the following line is
present and does not have any embedded spaces between the
quotes. Yahoo tends to stuff in extra blank spaces into
these posts. ab = CreateObject( "Broker.Applicat ion");
Mike --- In amibroker@xxxxxxxxx ps.com, jim fenster
<normanjade@ ...> wrote: > > When I put
the beginning of that script in I get messages like: >
COM/object handle is null > COM object variable is not
initialized or has invalid type. > Its highlighting both
the aa = line and the wl= line. > Am i doing something
wrong by just putting it in there? > is there another way
to get the active watchlist number? Cuz that way I
could > just select all in the AA and through the code get
the active watchlist number and extract the symbols from
there. I just dont know how to get the active watchlist
number of the symbol being analyzed. > >
> --- On Thu, 12/18/08, Mike <sfclimbers@ ...>
wrote: > From: Mike <sfclimbers@ ...> >
Subject: [amibroker] Re: scrolling through a watchlist >
To: amibroker@xxxxxxxxx ps.com > Date: Thursday, December
18, 2008, 3:48 PM > > > >
> > > > >
> > > Just make any number of
watchlists that you want, each with exactly >
> two symbols. Then, select whichever list you want to
work against in > > the AA window and run the
following script. Select a different > >
watchlist in the AA window and run the script again. Repeat for as
> > many lists as you have. >
> > > There may be a cleaner way
for getting the active watchlist. But the > >
method used should work. > > >
> Mike > > > >
-- > > Buy = Sell = 0; > >
> > ab = CreateObject( "Broker.Applicat ion");
> > aa = ab.Analysis; >
> wl = aa.Filter(0, "watchlist") ; >
> > > list = CategoryGetSymbols(
categoryWatchlis t, wl); > > ticker1 =
StrExtract(list, 0); > > ticker2 =
StrExtract(list, 1); > > >
> _TRACE(CategoryGetN ame(categoryWatc hlist, wl) + ": "
+ ticker1 + " > > and " +
ticker2); > > > > if
(Name() == ticker1) { > > SetForeign(ticker2)
; > > // Read whatever you want from second
data, e.g. > > foreignClose =
Close; > > RestorePriceArrays( ); >
> > > Buy = foreignClose >
Close; > > Sell = foreignClose <
Close; > > } > >
> > if (Name() == ticker2) { >
> SetForeign(ticker1) ; > > // Read
whatever you want from first data, e.g. > >
foreignHigh = High; > > RestorePriceArrays(
); > > > > Buy =
foreignHigh > High; > > Sell = foreignHigh
< High; > > } > >
> > --- In amibroker@xxxxxxxxx ps.com, jim
fenster <normanjade@ ...> wrote: >
> > > > > Your totally right
actually. As long as the list is finite that >
> should be fine. Im such a newbie at this coding though
so the > > simplest things are
difficult. > > > How do I say: >
> > If current ticker belongs to watchlist1, then
ticker1=F and > > ticker2=GM. >
> > > > > Ticker1 and Ticker2
are parts of my code. Then I figure I do it >
> this way. Next writing if current ticker belongs to
watchlist2 > > then .... >
> > Then I run the code. I think that way would be the
best. > > > > > >
--- On Wed, 12/17/08, Mike <sfclimbers@ ...>
wrote: > > > From: Mike <sfclimbers@
...> > > > Subject: [amibroker] Re:
scrolling through a watchlist > > > To:
amibroker@xxxxxxxxx ps.com > > > Date:
Wednesday, December 17, 2008, 11:57 PM > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > What's wrong with the "both symbols
in a single list" > > approach? I >
> > > > > believe that the
assumption is that you would have multiple lists, >
> > > > > each with exactly
two symbols (as you had originally suggested). >
> Where > > > >
> > are you running into problems? >
> > > > > >
> > > > > If it's a case of
the script logic not being applicable from one >
> pair > > > >
> > to the next, then the whole hard coding of names
problem goes away > > > >
> > because each script would be customized to a pair
and you could > > hard >
> > > > > code the names
after all, as per Tomasz's example. Otherwise, were >
> you > > > >
> > not able to dig out the names correctly using
StrExtract? > > > > >
> > > > > > >
Mike > > > > > >
> > > > > > --- In
amibroker@xxxxxxxxx ps.com, jim fenster <normanjade@ ...>
> > wrote: > > >
> > > > > > >
> > > > Ya that code isn't working very
well. Also all the 1st part of > > the
> > > > > > pairs
in one watchlists and the seconds in a second list can't
> > really > > >
> > > work because its alphabetizing each
list. So when I enter the > > orders
> > > > > > for
the first list its fine, but then I get to the second list and
> > it > > >
> > > alphabetizes that so it ruins the
order with the first list. This > > is
> > > > > > tough
man! > > > > > >
> > > > > > >
> --- On Mon, 12/15/08, Mike <sfclimbers@ ...>
wrote: > > > > > >
> From: Mike <sfclimbers@ ...> > >
> > > > > Subject: [amibroker] Re:
scrolling through a watchlist > > >
> > > > To: amibroker@xxxxxxxxx
ps.com > > > > > >
> Date: Monday, December 15, 2008, 8:21 PM >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > >
Hi, > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> Sorry, it was not clear that you were wanting to act on both
> > > > > >
symbols. > > > > >
> > > > > > >
> > I thought you were trying to buy from the first list only,
based > > on > > >
> > > > > > >
> > > > signals/confirmatio n from the
second list. > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > As you've now discovered, the Foreign functionality allows
access > > to >
> > > > > > >
> > > > > > foreign data,
but it does not allow you to generate signals for >
> that > > > >
> > > > > > >
> > > foreign symbol. To act on the symbol, it must
appear in the > > > >
> > watchlist > > >
> > > > > > >
> > > > and be processed in
turn. > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> Tomasz has answered your question, which is the route that you
> > were > > >
> > > > > > >
> > > > originally heading down. But, he
did not address the hard coded > > >
> > > names > > >
> > > > > > >
> > > > that you were trying to
avoid. > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> To avoid the hard coded names of Tomasz's answer, Dingo gave
you > > the > > >
> > > > > > >
> > > > answer, which is also what I
used in my earlier sample. > > >
> > > Specifically; >
> > > > > > >
> > > > > > use StrExtract
from the watchlist. > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > Putting it all togeather... >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > Again the
symbols will be evaluated in alphabetical order, but >
> > > > > > >
> > > > > >
CategoryGetSymbols will give the ordering as they appear in the
> > > > > > >
> > > > > > >
watchlist (i.e. not necessarily alphabetized) . So, if it
> > matters, > > >
> > > > > > >
> > > > populate your list such that the
symbol you want to to be treated > >
as > > > > > >
> > > > > > >
> first actually appears first in the watchlist, even though the
> > > > > > second
> > > > > > >
> > > > > > >
may get run through the script before the first one. >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > Buy = Sell =
Short = Cover = 0; > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > list = CategoryGetSymbols( categoryWatchlis
t, 1); > > > > > >
> > > > > > >
> first = StrExtract(list, 0); > > >
> > > > > > >
> > > > opposite = StrExtract(list,
1); > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> _TRACE(first + " and " + opposite); > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > if (Name() == first)
{ > > > > > > >
> > > > > > >
SetForeign(opposite ); > > > >
> > > > > > >
> > > // Read whatever you want from opposite
data > > > > > >
> > > > > > >
> RestorePriceArrays( ); > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > Buy = ... enter long for first
symbol > > > > > >
> > > > > > >
> Sell = ... exit long for first symbol; > >
> > > > > > >
> > > > > } > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > if (Name() == opposite)
{ > > > > > > >
> > > > > > >
SetForeign(first) ; > > > >
> > > > > > >
> > > // Read whatever you want from first
data > > > > > >
> > > > > > >
> RestorePriceArrays( ); > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > Buy = ... enter long for
opposite symbol > > > >
> > > > > > >
> > > Sell = ... exit long for opposite
symbol; > > > > > >
> > > > > > >
> } > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> Mike > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > --- In amibroker@xxxxxxxxx ps.com, jim fenster
<normanjade@ ...> > > > >
> > wrote: > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > Thanks so much. I tried it
this way and I almost got it. Im > > >
> > > running > >
> > > > > > >
> > > > > it on the first watchlist
and then using the setforeign > > (opposite );
> > > > > > >
> > > > > > >
function. But Im having a problem. There are variables I
declared > > > >
> > > > > > >
> > > early in the code. Then I say
setforeign(opposite ); Then put in > > buy
> > > > > > >
> > > > > > >
conditions based on those variables but I get no buys or sells
in > > > > >
> > > > > > >
> > this foreign ticker. Only buys and sells in the first
watchlist. > > How > >
> > > > > > >
> > > > > come? >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> --- On Sun, 12/14/08, Mike <sfclimbers@ ...>
wrote: > > > > > >
> > > > > > >
> > From: Mike <sfclimbers@ ...> >
> > > > > > >
> > > > > > > Subject:
[amibroker] Re: scrolling through a watchlist >
> > > > > > >
> > > > > > > To:
amibroker@xxxxxxxxx ps.com > > >
> > > > > > >
> > > > > Date: Sunday, December 14,
2008, 2:31 AM > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> If you want to go down that route, you might >
> consider > > > >
> > > > > > >
> > > just two lists, > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > each with
one side of the pair for each pair, rather than >
> separate > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > lists per pair. >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > e.g. > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > instead of: >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> watchList1 = A,X > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > watchList2 =
M,Y > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > watchList3 = I,Z > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> do: > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > watchList1 = A,I,M >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> watchList2 = X,Z,Y > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > Then you
can run your script on watchList1, making indexed >
> > > > > > >
> > > > > > reference
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > to the symbols in watchList2 as shown below. >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > Note, however, that I rearanged watchList1 to be in
> > alphabetical > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > order
before adding the indexed opposite symbols in
watchList2. > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > It
appears that AmiBroker iterates through the active watchList
> > in > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > alphabetical order
(regardless of the order that the symbols > >
were > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > added to the list). So, you must ensure that the
indexed > > opposites >
> > > > > > >
> > > > > > in
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > watchList2 will match their partner based on the
assumption > > that > >
> > > > > > >
> > > > > the >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> partners were sorted before being processed by your
script. > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > If your lists are expected
to be relatively unchanging, this > > may
> > > > > > be
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > an acceptable bit of book keeping. >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > Buy = Sell = Short = Cover = 0; >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > // Get opposites from second list, ordered as
originally > > entered. >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> list = CategoryGetSymbols( categoryWatchlis t, 2); >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > // Get alphabetized index of current symbol from
first list. > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > index = status("stocknum" ); >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > // Extract opposite for the current
symbol. > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > opposite = StrExtract(list, index); >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > _TRACE(Name( ) + " and " + opposite); >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > SetForeign(opposite ); > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > // Do whatever you
want with foreign opposite > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > RestorePriceArrays(
); > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > Mike > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> --- In amibroker@xxxxxxxxx ps.com, jim fenster >
> <normanjade@ ...> > > >
> > > > > > >
> > > > wrote: > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > thanks yes Im looking for something like this.
In the end I > > have >
> > > > > > >
> > > > > > a >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> code that at the beginning designates two symbols. >
> ticker1=ibm , > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > ticker2=ge for
example. Then I run the code. > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > The thing is, I
have a few of them and I dont want to > >
manually > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > enter them. Instead I was thinking of
putting a couple of > > tickers >
> > > > > > >
> > > > > > per
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > watchlist. Then trying to call upon them by saying take
each > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > watchlist and make first symbol in watchlist =
ticker1 and then > > > >
> > 2nd > > > >
> > > > > > >
> > > = > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > ticker2. >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > Then run code. Then take watchlist 2 and do the same thing
> > and > > >
> > > > > > >
> > > > run > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
code. > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > Is it possible to do that? How would I code
that? > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > --- On Wed, 12/10/08,
Barry Scarborough <razzbarry@ ..> wrote: >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > From: Barry Scarborough <razzbarry@ ..> >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > Subject: [amibroker] Re: scrolling through a
watchlist > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > To: amibroker@xxxxxxxxx
ps.com > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > Date: Wednesday, December 10, 2008, 11:32
PM > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > I an not sure what you are looking for. This >
> program > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > runs through a >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > watch list and processes the the
symbols individually. You > > can >
> > > > > do >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> all > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > sorts of things
within SetForeign() and RestorePriceArrays( ); >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > Barry > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > _SECTION_BEGIN(
"Using SetForeign") ; > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > SetChartOptions( 0, chartShowArrows | chartShowDates );
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > Filename =
StrLeft(_DEFAULT_ NAME(),StrLen( _DEFAULT_
NAME())- > > 2) >
> > > > > ; >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > _N(Title = filename + StrFormat(" -
{{DATE}} {{VALUES}} ")); > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > //
parameters > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > Watchlist = 10; >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > // create comma separated list of symbols in the watch
list > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > list =
CategoryGetSymbols( categoryWatchlist, watchlist ); >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > /* > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > this gets the
symbol name and the for loop will process every >
> > > > > one >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> in > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > the watch list
for each bar. In an auto trading program it >
> will > > > >
> > > > > > >
> > > run > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > every time a tick is received > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > */ > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > for( i = 0; ( sym
= StrExtract( list, i ) ) != ""; i++ ) > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > { > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > SetForeign(sym) ; // switches to the symbol array,
> > OHLCVOi > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > /* > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > put your code here. You can create an include that will
> > define > > >
> > > > > > >
> > > > the > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > parameters for each symbol you have optimized and
dynamically > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > switch >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > the parameters for the indicators.
You can also dynamically > > > >
> > > > > > >
> > > switch > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > to >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > a different system for some
symbols. Your imagination is the > > >
> > > > > > >
> > > > limit. > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > */ > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > RestorePriceArrays( ); > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > } > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > _SECTION_END(
); > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > --- In amibroker@xxxxxxxxx ps.com,
jim fenster > > <normanjade@ ...>
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > wrote: > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > If you have a code that works on two symbols, is it
> > possible > > >
> > > > > > >
> > > > call > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > upon the first and second tickers in the watchlist
without > > > > >
> having > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > to > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > actually manually write the tickers? Like referring to
them > > as > > >
> > > > > > >
> > > > 1st > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > and 2nd ticker in this specific watchlist.
possible? > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
> > > > >
> > - 2c.
-
Fri Dec 19, 2008 12:51 am (PST)
You can have a look at BatMan in the files
section for running your script as a batch over different
watchlists each time. Or, if you just want a single watchlist
of multiple pairs upon which you make a single AmiBroker
execution, then just add a loop to the code Make sure
that the pairs are all added to a single list in paired order.
e.g. ticker1 ticker2 ticker1 ticker2 ... This
will not be practical if you have many many pairs. But, for a
reasonably small set of pairs, it will do the
job. Mike Buy = Sell = 0; ab = CreateObject(
"Broker.Applicat ion"); aa = ab.Analysis; wl = aa.Filter(0,
"watchlist") ; list = CategoryGetSymbols( categoryWatchlis t,
wl); for (i = 0; (ticker1 = StrExtract(list, i)) != ""; i++)
{ if ((ticker2 = StrExtract(list, ++i)) == "")
{ break; } _TRACE(CategoryGetN ame(categoryWatc hlist,
wl) + ": " + ticker1 + " and " + ticker2); if (Name() ==
ticker1) { SetForeign(ticker2) ; // Read whatever you want
from second data, e.g. foreignClose =
Close; RestorePriceArrays( ); Buy = foreignClose >
Close; Sell = foreignClose < Close; } if (Name() ==
ticker2) { SetForeign(ticker1) ; // Read whatever you want
from first data, e.g. foreignHigh = High; RestorePriceArrays(
); Buy = foreignHigh > High; Sell = foreignHigh <
High; } } --- In amibroker@xxxxxxxxx ps.com, jim fenster
<normanjade@ ...> wrote: > > Ya that works but I
have to test one watchlist at a time. Is there no way to say
test this on watchlist 1 and 2 at the same time? Not just 1? If
I do all symbols it doesn't test properly. > > --- On
Thu, 12/18/08, Mike <sfclimbers@ ...> wrote: > From:
Mike <sfclimbers@ ...> > Subject: [amibroker] Re:
scrolling through a watchlist > To: amibroker@xxxxxxxxx ps.com> Date: Thursday,
December 18, 2008, 9:00 PM > > > >
> > > > > > >
> My last post seems to have been lost. > > To
summarize, make sure that the following line is present and does
> > not have any embedded spaces between the quotes.
Yahoo tends to stuff > > in extra blank spaces
into these posts. > > > > ab =
CreateObject( "Broker.Applicat ion"); > > >
> Mike > > > > --- In
amibroker@xxxxxxxxx ps.com, jim fenster <normanjade@ ...>
wrote: > > > > > > When I put
the beginning of that script in I get messages like: >
> > COM/object handle is null > > > COM
object variable is not initialized or has invalid type. >
> > Its highlighting both the aa = line and the wl=
line. > > > Am i doing something wrong by just
putting it in there? > > > is there another way to
get the active watchlist number? Cuz that > > way I
could > > > just select all in the AA and through
the code get the active > > watchlist number and
extract the symbols from there. I just dont know >
> how to get the active watchlist number of the symbol being
analyzed. > > > > > > >
> > --- On Thu, 12/18/08, Mike <sfclimbers@ ...>
wrote: > > > From: Mike <sfclimbers@
...> > > > Subject: [amibroker] Re: scrolling
through a watchlist > > > To: amibroker@xxxxxxxxx
ps.com > > > Date: Thursday, December 18, 2008, 3:48
PM > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> Just make any number of watchlists that you want, each
> > with exactly > > > >
> > two symbols. Then, select whichever list you want to
work against in > > > > > >
the AA window and run the following script. Select a different
> > > > > > watchlist in the AA
window and run the script again. Repeat for as > >
> > > > many lists as you have. > >
> > > > > > > > >
> There may be a cleaner way for getting the active watchlist.
But the > > > > > > method
used should work. > > > > > >
> > > > > > Mike > >
> > > > > > > > >
> -- > > > > > > Buy = Sell =
0; > > > > > > > >
> > > > ab = CreateObject( "Broker.Applicat
ion"); > > > > > > aa =
ab.Analysis; > > > > > > wl =
aa.Filter(0, "watchlist") ; > > > > >
> > > > > > > list =
CategoryGetSymbols( categoryWatchlis t, wl); > > >
> > > ticker1 = StrExtract(list, 0); >
> > > > > ticker2 = StrExtract(list,
1); > > > > > > > >
> > > > _TRACE(CategoryGetN ame(categoryWatc
hlist, wl) + ": " + ticker1 + " > > > >
> > and " + ticker2); > > > >
> > > > > > > > if
(Name() == ticker1) { > > > > > >
SetForeign(ticker2) ; > > > > > >
// Read whatever you want from second data, e.g. > >
> > > > foreignClose = Close; > >
> > > > RestorePriceArrays( ); > >
> > > > > > > > >
> Buy = foreignClose > Close; > > > >
> > Sell = foreignClose < Close; > > >
> > > } > > > > >
> > > > > > > if (Name() ==
ticker2) { > > > > > >
SetForeign(ticker1) ; > > > > > >
// Read whatever you want from first data, e.g. > >
> > > > foreignHigh = High; > >
> > > > RestorePriceArrays( ); > >
> > > > > > > > >
> Buy = foreignHigh > High; > > > >
> > Sell = foreignHigh < High; > > >
> > > } > > > > >
> > > > > > > --- In
amibroker@xxxxxxxxx ps.com, jim fenster <normanjade@ ...>
> > wrote: > > > > >
> > > > > > > > > Your
totally right actually. As long as the list is finite that >
> > > > > should be fine. Im such a
newbie at this coding though so the > > > >
> > simplest things are difficult. > > >
> > > > How do I say: > > >
> > > > If current ticker belongs to watchlist1,
then ticker1=F and > > > > > >
ticker2=GM. > > > > > > >
> > > > > > > Ticker1 and
Ticker2 are parts of my code. Then I figure I do it >
> > > > > this way. Next writing if
current ticker belongs to watchlist2 > > > >
> > then .... > > > > > >
> Then I run the code. I think that way would be the
best. > > > > > > > >
> > > > > > --- On Wed, 12/17/08, Mike
<sfclimbers@ ...> wrote: > > > >
> > > From: Mike <sfclimbers@ ...> >
> > > > > > Subject: [amibroker] Re:
scrolling through a watchlist > > > >
> > > To: amibroker@xxxxxxxxx ps.com > >
> > > > > Date: Wednesday, December 17, 2008,
11:57 PM > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > What's wrong with the "both symbols in a
single list" > > > > > >
approach? I > > > > > > >
> > > > > > > believe that the
assumption is that you would have multiple lists, >
> > > > > > > > >
> > > > each with exactly two symbols (as you
had originally suggested). > > > >
> > Where > > > > > >
> > > > > > > > are you
running into problems? > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > If it's a case of the script logic not
being applicable from one > > > >
> > pair > > > > > >
> > > > > > > > to the next,
then the whole hard coding of names problem goes away >
> > > > > > > > >
> > > > because each script would be customized
to a pair and you could > > > > >
> hard > > > > > > >
> > > > > > > code the names
after all, as per Tomasz's example. Otherwise, were >
> > > > > you > > >
> > > > > > > > >
> > not able to dig out the names correctly using
StrExtract? > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > Mike > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > --- In amibroker@xxxxxxxxx ps.com, jim
fenster <normanjade@ ...> > > > >
> > wrote: > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > Ya that code isn't working very
well. Also all the 1st part of > > > >
> > the > > > > > > >
> > > > > > > pairs in one
watchlists and the seconds in a second list can't > >
> > > > really > > > >
> > > > > > > > >
> work because its alphabetizing each list. So when I enter the
> > > > > > orders >
> > > > > > > > >
> > > > for the first list its fine, but then I
get to the second list and > > > >
> > it > > > > > > >
> > > > > > > alphabetizes that
so it ruins the order with the first list. This >
> > > > > is > > >
> > > > > > > > >
> > tough man! > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > --- On Mon, 12/15/08, Mike
<sfclimbers@ ...> wrote: > > > >
> > > > > > > > >
> > From: Mike <sfclimbers@ ...> > > >
> > > > > > > > >
> > > Subject: [amibroker] Re: scrolling through a
watchlist > > > > > > > >
> > > > > > > To:
amibroker@xxxxxxxxx ps.com > > > > >
> > > > > > > > > >
Date: Monday, December 15, 2008, 8:21 PM > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Hi, > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > Sorry, it was not clear that you were wanting to act on
both > > > > > > > >
> > > > > > symbols. > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > > I
thought you were trying to buy from the first list only, based
> > > > > > on > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
signals/confirmatio n from the second list. > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > As you've now discovered, the Foreign functionality allows
> > access > > > > >
> to > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > foreign data, but it does not allow you to
generate signals for > > > > >
> that > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > foreign symbol. To act on the
symbol, it must appear in the > > > >
> > > > > > > > >
> watchlist > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > and be processed in turn. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Tomasz has answered your question,
which is the route that you > > > >
> > were > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > originally heading down. But,
he did not address the hard coded > > >
> > > > > > > > >
> > names > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > that you were trying to
avoid. > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > To avoid the hard coded names
of Tomasz's answer, Dingo gave you > > >
> > > the > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > answer, which is also what I
used in my earlier sample. > > > > >
> > > > > > > > >
Specifically; > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > use StrExtract from the
watchlist. > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > Putting it
all togeather... > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > Again the
symbols will be evaluated in alphabetical order, but >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > CategoryGetSymbols will give the ordering as they appear
in the > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > watchlist (i.e. not necessarily
alphabetized) . So, if it > > > > >
> matters, > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > populate your list such that the
symbol you want to to be > > treated > >
> > > > as > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > first
actually appears first in the watchlist, even though the
> > > > > > > > >
> > > > > second > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > may get run
through the script before the first one. > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > Buy = Sell = Short = Cover = 0; > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > list = CategoryGetSymbols( categoryWatchlis t, 1); >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > first = StrExtract(list, 0); > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > opposite =
StrExtract(list, 1); > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > _TRACE(first
+ " and " + opposite); > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > if (Name()
== first) { > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > SetForeign(opposite ); >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > // Read whatever you want from opposite data >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > RestorePriceArrays( ); > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > Buy = ... enter long for first symbol > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
Sell = ... exit long for first symbol; > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > } >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > if (Name() == opposite) { >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > SetForeign(first) ; > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > // Read
whatever you want from first data > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > >
RestorePriceArrays( ); > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > Buy = ...
enter long for opposite symbol > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > Sell = ...
exit long for opposite symbol; > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > } >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Mike > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > --- In amibroker@xxxxxxxxx ps.com, jim fenster
<normanjade@ ...> > > > > >
> > > > > > > > >
wrote: > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > Thanks so much. I tried
it this way and I almost got it. Im > > > >
> > > > > > > > >
> running > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > it on the first watchlist and then
using the setforeign > > > > > >
(opposite ); > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > function. But Im having a problem.
There are variables I > > declared > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
early in the code. Then I say setforeign(opposite ); Then put in
> > > > > > buy > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
conditions based on those variables but I get no buys or sells
> > in > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > this foreign ticker. Only buys
and sells in the first watchlist. > > >
> > > How > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > come? > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > --- On Sun, 12/14/08, Mike <sfclimbers@
...> wrote: > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > From: Mike <sfclimbers@
...> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Subject: [amibroker] Re: scrolling
through a watchlist > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > To: amibroker@xxxxxxxxx
ps.com > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Date: Sunday, December 14, 2008, 2:31
AM > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > If you want to go down that route, you might
> > > > > > consider >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > just two lists, > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > each
with one side of the pair for each pair, rather than >
> > > > > separate > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > lists per pair. > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
e.g. > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > instead
of: > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
watchList1 = A,X > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
watchList2 = M,Y > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
watchList3 = I,Z > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > do: > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > watchList1 = A,I,M > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > watchList2 = X,Z,Y > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > Then
you can run your script on watchList1, making indexed >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > reference > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > to the
symbols in watchList2 as shown below. > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > Note,
however, that I rearanged watchList1 to be in > > >
> > > alphabetical > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > order before adding the indexed opposite symbols
in > > watchList2. > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > It
appears that AmiBroker iterates through the active > >
watchList > > > > > > in >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > alphabetical order (regardless
of the order that the symbols > > > >
> > were > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > added
to the list). So, you must ensure that the indexed > >
> > > > opposites > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > in >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > watchList2 will match their
partner based on the assumption > > > >
> > that > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > the > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > partners were sorted before being processed by
your script. > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > If your lists are
expected to be relatively unchanging, this > >
> > > > may > > > >
> > > > > > > > >
> be > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > an
acceptable bit of book keeping. > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > Buy =
Sell = Short = Cover = 0; > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > // Get opposites from
second list, ordered as originally > > > >
> > entered. > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > list =
CategoryGetSymbols( categoryWatchlis t, 2); > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > // Get
alphabetized index of current symbol from first list. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > index = status("stocknum"
); > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > // Extract opposite for
the current symbol. > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
opposite = StrExtract(list, index); > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
_TRACE(Name( ) + " and " + opposite); > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
SetForeign(opposite ); > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > // Do
whatever you want with foreign opposite > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > RestorePriceArrays( ); > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
Mike > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > --- In
amibroker@xxxxxxxxx ps.com, jim fenster > > >
> > > <normanjade@ ...> > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
wrote: > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
thanks yes Im looking for something like this. In the end I
> > > > > > have > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > > a
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > code that at the
beginning designates two symbols. > > > >
> > ticker1=ibm , > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
ticker2=ge for example. Then I run the code. > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > The thing is, I have a few of them and I
dont want to > > > > > > manually
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > enter them. Instead I was
thinking of putting a couple of > > > >
> > tickers > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > per > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > watchlist. Then trying to call upon them by
saying take each > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
watchlist and make first symbol in watchlist = ticker1 and >
> then > > > > > > >
> > > > > > > 2nd >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > = > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
ticker2. > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
Then run code. Then take watchlist 2 and do the same thing
> > > > > > and > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
run > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
code. > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > > Is
it possible to do that? How would I code that? > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
--- On Wed, 12/10/08, Barry Scarborough <razzbarry@ ..>
> > wrote: > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
From: Barry Scarborough <razzbarry@ ..> > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Subject: [amibroker] Re: scrolling through
a watchlist > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
To: amibroker@xxxxxxxxx ps.com > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Date: Wednesday, December 10, 2008, 11:32
PM > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > I an not sure what you are looking for.
This > > > > > > program >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > runs through a >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > watch list and processes the the symbols
individually. You > > > > > >
can > > > > > > > >
> > > > > > do > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > all > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > sorts of things
within SetForeign() and RestorePriceArrays ( > >
); > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Barry > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > _SECTION_BEGIN( "Using
SetForeign") ; > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > SetChartOptions( 0,
chartShowArrows | chartShowDates ); > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
Filename = StrLeft(_DEFAULT_ NAME(),StrLen( _DEFAULT_ >
> NAME())- > > > > > > 2)
> > > > > > > > >
> > > > > ; > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
_N(Title = filename + StrFormat(" - {{DATE}} {{VALUES}}
")); > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > // parameters > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > Watchlist = 10; > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > // create comma
separated list of symbols in the watch list > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > list = CategoryGetSymbols(
categoryWatchlist, watchlist ); > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > /* > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
this gets the symbol name and the for loop will process >
> every > > > > > > >
> > > > > > > one >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > in > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
the watch list for each bar. In an auto trading program it
> > > > > > will > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
run > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > every time a tick is
received > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > */ > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > for( i = 0; ( sym =
StrExtract( list, i ) ) != ""; i++ ) > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > > {
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > SetForeign(sym) ; // switches to
the symbol array, > > > > > >
OHLCVOi > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > /* > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > put your code here. You can create an
include that will > > > > > >
define > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > the > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > parameters for each
symbol you have optimized and > > dynamically >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > switch > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
the parameters for the indicators. You can also dynamically
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > switch > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > to
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > a different system for some
symbols. Your imagination is the > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > >
limit. > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > */ > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > RestorePriceArrays( ); > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > } > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > _SECTION_END(
); > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > --- In amibroker@xxxxxxxxx ps.com, jim
fenster > > > > > >
<normanjade@ ...> > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
wrote: > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > If you have a code that works on two
symbols, is it > > > > > >
possible > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > call > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
upon the first and second tickers in the watchlist without
> > > > > > > > >
> > > > > having > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > to > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > actually manually
write the tickers? Like referring to them > > >
> > > as > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > 1st > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
and 2nd ticker in this specific watchlist. possible? >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > - 2d.
-
Fri Dec 19, 2008 2:45 am (PST)
It's working fine for me. Have you copied
the whole script, including the line: ab = CreateObject(
"Broker.Application "); Make sure that no extra spaces or any
other corruption got added to the quoted string
"Broker.Application " which should not have any spaces in it.
Sometimes Yahoo stuffs in spaces to your
posts. Mike --- In amibroker@xxxxxxxxx ps.com, jim fenster
<normanjade@ ...> wrote: > > When I put the
beginning of that script in I get messages like: > COM/object
handle is null > COM object variable is not initialized or has
invalid type. > Its highlighting both the aa = line and the
wl= line. > Am i doing something wrong by just putting it in
there? > is there another way to get the active watchlist
number? Cuz that way I could > just select all in the AA
and through the code get the active watchlist number and extract
the symbols from there. I just dont know how to get the active
watchlist number of the symbol being analyzed. > >
> --- On Thu, 12/18/08, Mike <sfclimbers@ ...>
wrote: > From: Mike <sfclimbers@ ...> > Subject:
[amibroker] Re: scrolling through a watchlist > To: amibroker@xxxxxxxxx ps.com> Date: Thursday,
December 18, 2008, 3:48 PM > > > >
> > > > > > >
> Just make any number of watchlists that you want, each
with exactly > > two symbols. Then, select
whichever list you want to work against in > > the AA
window and run the following script. Select a different >
> watchlist in the AA window and run the script again. Repeat
for as > > many lists as you have. > >
> > There may be a cleaner way for getting the active
watchlist. But the > > method used should
work. > > > > Mike > >
> > -- > > Buy = Sell = 0; >
> > > ab = CreateObject( "Broker.Applicat
ion"); > > aa = ab.Analysis; > > wl =
aa.Filter(0, "watchlist") ; > > > > list
= CategoryGetSymbols( categoryWatchlis t, wl); > >
ticker1 = StrExtract(list, 0); > > ticker2 =
StrExtract(list, 1); > > > >
_TRACE(CategoryGetN ame(categoryWatc hlist, wl) + ": " + ticker1 + "
> > and " + ticker2); > > >
> if (Name() == ticker1) { > >
SetForeign(ticker2) ; > > // Read whatever you want
from second data, e.g. > > foreignClose =
Close; > > RestorePriceArrays( ); > >
> > Buy = foreignClose > Close; > >
Sell = foreignClose < Close; > > } > >
> > if (Name() == ticker2) { > >
SetForeign(ticker1) ; > > // Read whatever you want
from first data, e.g. > > foreignHigh = High; >
> RestorePriceArrays( ); > > > >
Buy = foreignHigh > High; > > Sell = foreignHigh
< High; > > } > > > > ---
In amibroker@xxxxxxxxx ps.com, jim fenster <normanjade@ ...>
wrote: > > > > > > Your totally
right actually. As long as the list is finite that > >
should be fine. Im such a newbie at this coding though so the
> > simplest things are difficult. > >
> How do I say: > > > If current ticker belongs
to watchlist1, then ticker1=F and > >
ticker2=GM. > > > > > > Ticker1 and
Ticker2 are parts of my code. Then I figure I do it >
> this way. Next writing if current ticker belongs to
watchlist2 > > then .... > > > Then I
run the code. I think that way would be the best. > >
> > > > --- On Wed, 12/17/08, Mike
<sfclimbers@ ...> wrote: > > > From: Mike
<sfclimbers@ ...> > > > Subject: [amibroker]
Re: scrolling through a watchlist > > > To:
amibroker@xxxxxxxxx ps.com > > > Date: Wednesday,
December 17, 2008, 11:57 PM > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > What's wrong with the "both symbols in a
single list" > > approach? I > > >
> > > believe that the assumption is that you would
have multiple lists, > > > > > >
each with exactly two symbols (as you had originally suggested).
> > Where > > > > >
> are you running into problems? > > > >
> > > > > > > > If it's
a case of the script logic not being applicable from one >
> pair > > > > > > to the
next, then the whole hard coding of names problem goes away >
> > > > > because each script would be
customized to a pair and you could > > hard >
> > > > > code the names after all, as
per Tomasz's example. Otherwise, were > > you >
> > > > > not able to dig out the names
correctly using StrExtract? > > > > >
> > > > > > > Mike >
> > > > > > > > >
> > --- In amibroker@xxxxxxxxx ps.com, jim fenster
<normanjade@ ...> > > wrote: > >
> > > > > > > > >
> > > Ya that code isn't working very well. Also all
the 1st part of > > the > > >
> > > pairs in one watchlists and the seconds in a
second list can't > > really > > >
> > > work because its alphabetizing each list. So
when I enter the > > orders > > >
> > > for the first list its fine, but then I get
to the second list and > > it > > >
> > > alphabetizes that so it ruins the order with
the first list. This > > is > > >
> > > tough man! > > > >
> > > > > > > > >
> --- On Mon, 12/15/08, Mike <sfclimbers@ ...>
wrote: > > > > > > > From: Mike
<sfclimbers@ ...> > > > > > >
> Subject: [amibroker] Re: scrolling through a watchlist >
> > > > > > To: amibroker@xxxxxxxxx
ps.com > > > > > > > Date:
Monday, December 15, 2008, 8:21 PM > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > Hi, >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > Sorry,
it was not clear that you were wanting to act on both >
> > > > > symbols. > > >
> > > > > > > > >
> > I thought you were trying to buy from the first list only,
based > > on > > > > >
> > > > > > > > >
signals/confirmatio n from the second list. > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > As you've now
discovered, the Foreign functionality allows access >
> to > > > > > > >
> > > > > > > foreign data, but
it does not allow you to generate signals for > > that
> > > > > > > > >
> > > > > foreign symbol. To act on the
symbol, it must appear in the > > > >
> > watchlist > > > > >
> > > > > > > > > and be
processed in turn. > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > Tomasz has answered your question, which is the
route that you > > were > > >
> > > > > > > > >
> > originally heading down. But, he did not address the hard
coded > > > > > > names >
> > > > > > > > >
> > > > that you were trying to avoid. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > To
avoid the hard coded names of Tomasz's answer, Dingo gave you
> > the > > > > > >
> > > > > > > > answer,
which is also what I used in my earlier sample. > >
> > > > Specifically; > > >
> > > > > > > > >
> > use StrExtract from the watchlist. > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > Putting it all
togeather... > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > Again the symbols will be evaluated in
alphabetical order, but > > > > >
> > > > > > > > >
CategoryGetSymbols will give the ordering as they appear in the
> > > > > > > > >
> > > > > watchlist (i.e. not necessarily
alphabetized) . So, if it > > matters, >
> > > > > > > > >
> > > > populate your list such that the symbol
you want to to be treated > > as > >
> > > > > > > > >
> > > first actually appears first in the watchlist,
even though the > > > > > > second
> > > > > > > > >
> > > > > may get run through the script
before the first one. > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > Buy = Sell = Short = Cover = 0; >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > list =
CategoryGetSymbols( categoryWatchlis t, 1); > > >
> > > > > > > > >
> > first = StrExtract(list, 0); > > >
> > > > > > > > >
> > opposite = StrExtract(list, 1); > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > _TRACE(first + "
and " + opposite); > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > if (Name() == first) { > > >
> > > > > > > > >
> > SetForeign(opposite ); > > > >
> > > > > > > > >
> // Read whatever you want from opposite data > >
> > > > > > > > >
> > > RestorePriceArrays( ); > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > Buy = ... enter
long for first symbol > > > > > >
> > > > > > > > Sell = ...
exit long for first symbol; > > > > >
> > > > > > > > >
} > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > if (Name() == opposite) { > > > >
> > > > > > > > >
> SetForeign(first) ; > > > > >
> > > > > > > > > // Read
whatever you want from first data > > > >
> > > > > > > > >
> RestorePriceArrays( ); > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Buy = ... enter long for opposite
symbol > > > > > > > >
> > > > > > Sell = ... exit long for
opposite symbol; > > > > > > >
> > > > > > > } >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
Mike > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > --- In amibroker@xxxxxxxxx ps.com, jim fenster
<normanjade@ ...> > > > > >
> wrote: > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Thanks so much. I tried it this way
and I almost got it. Im > > > > >
> running > > > > > > >
> > > > > > > it on the first
watchlist and then using the setforeign > > (opposite
); > > > > > > > >
> > > > > > function. But Im having a
problem. There are variables I declared > > >
> > > > > > > > >
> > early in the code. Then I say setforeign(opposite ); Then
put in > > buy > > > >
> > > > > > > > >
> conditions based on those variables but I get no buys or sells
in > > > > > > > >
> > > > > > this foreign ticker. Only
buys and sells in the first watchlist. > > How
> > > > > > > > >
> > > > > come? > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > --- On Sun,
12/14/08, Mike <sfclimbers@ ...> wrote: > > >
> > > > > > > > >
> > > From: Mike <sfclimbers@ ...> > >
> > > > > > > > >
> > > > Subject: [amibroker] Re: scrolling through a
watchlist > > > > > > > >
> > > > > > > To:
amibroker@xxxxxxxxx ps.com > > > > >
> > > > > > > > > >
Date: Sunday, December 14, 2008, 2:31 AM > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > If you want to go down that route,
you might > > consider > > > >
> > > > > > > > >
> just two lists, > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > each with one side of the pair
for each pair, rather than > > separate >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > lists per pair. > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > e.g. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > instead of: > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > watchList1 = A,X >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > watchList2 = M,Y > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > watchList3 = I,Z >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > do: > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > watchList1 =
A,I,M > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > watchList2 = X,Z,Y > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > Then you can run your script on watchList1, making indexed
> > > > > > > > >
> > > > > reference > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > to the
symbols in watchList2 as shown below. > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > Note, however, that I rearanged watchList1 to be in
> > alphabetical > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > order before
adding the indexed opposite symbols in watchList2. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > It appears that AmiBroker iterates
through the active watchList > > in >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > alphabetical order (regardless of the order that the
symbols > > were > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > added to the
list). So, you must ensure that the indexed > >
opposites > > > > > > >
> > > > > > > in >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > watchList2 will match their partner based on the
assumption > > that > > > >
> > > > > > > > >
> the > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > partners were sorted before being processed
by your script. > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > If your
lists are expected to be relatively unchanging, this >
> may > > > > > > be
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > an acceptable bit of book keeping. > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > Buy = Sell = Short = Cover = 0; > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > // Get opposites from second list, ordered as originally
> > entered. > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > list = CategoryGetSymbols(
categoryWatchlis t, 2); > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > // Get
alphabetized index of current symbol from first list. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > index = status("stocknum" ); > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > // Extract opposite for the current symbol. >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > opposite = StrExtract(list, index); > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > _TRACE(Name( ) + " and " + opposite); > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > SetForeign(opposite ); > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > // Do
whatever you want with foreign opposite > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > >
RestorePriceArrays( ); > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > Mike >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > --- In amibroker@xxxxxxxxx ps.com,
jim fenster > > <normanjade@ ...> >
> > > > > > > > >
> > > > wrote: > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > thanks yes Im looking for something like this. In the
end I > > have > > > >
> > > > > > > > >
> a > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > code that at the beginning designates two
symbols. > > ticker1=ibm , > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > ticker2=ge
for example. Then I run the code. > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > The
thing is, I have a few of them and I dont want to > >
manually > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > enter them. Instead I was thinking of
putting a couple of > > tickers > > >
> > > > > > > > >
> > per > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > watchlist. Then trying to call upon
them by saying take each > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > watchlist and make first
symbol in watchlist = ticker1 and then > > >
> > > 2nd > > > > >
> > > > > > > > > =
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > ticker2. > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > Then run code. Then take
watchlist 2 and do the same thing > > and >
> > > > > > > > >
> > > > run > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > >
code. > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > Is it possible to do that? How would I
code that? > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > --- On
Wed, 12/10/08, Barry Scarborough <razzbarry@ ..>
wrote: > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > From: Barry Scarborough
<razzbarry@ ..> > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > Subject: [amibroker] Re:
scrolling through a watchlist > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > To:
amibroker@xxxxxxxxx ps.com > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > Date: Wednesday, December
10, 2008, 11:32 PM > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > I an not sure what you are looking for. This
> > program > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > runs through a >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > watch list and processes the
the symbols individually. You > > can >
> > > > > do > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > all >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > sorts of things within
SetForeign() and RestorePriceArrays( ); > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
Barry > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > _SECTION_BEGIN( "Using
SetForeign") ; > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
SetChartOptions( 0, chartShowArrows | chartShowDates ); >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > Filename = StrLeft(_DEFAULT_
NAME(),StrLen( _DEFAULT_ NAME())- > > 2) >
> > > > > ; > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > _N(Title = filename + StrFormat(" - {{DATE}}
{{VALUES}} ")); > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > // parameters >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > Watchlist = 10; > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > //
create comma separated list of symbols in the watch list >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > list = CategoryGetSymbols(
categoryWatchlist, watchlist ); > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
/* > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > this
gets the symbol name and the for loop will process every
> > > > > > one > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > > in
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > the watch list for each
bar. In an auto trading program it > > will >
> > > > > > > > >
> > > > run > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > every time a tick is received > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > */ > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > for( i
= 0; ( sym = StrExtract( list, i ) ) != ""; i++ ) > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > { > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > SetForeign(sym) ; // switches to the symbol
array, > > OHLCVOi > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > /* > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > put
your code here. You can create an include that will >
> define > > > > > > >
> > > > > > > the >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > parameters for each symbol you
have optimized and dynamically > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > switch
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > the parameters for the
indicators. You can also dynamically > > > >
> > > > > > > > >
> switch > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > to > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > a different system for some symbols. Your
imagination is the > > > > > >
> > > > > > > >
limit. > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
*/ > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
RestorePriceArrays( ); > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > }
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > _SECTION_END( ); >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > --- In amibroker@xxxxxxxxx ps.com, jim fenster
> > <normanjade@ ...> > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > >
wrote: > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > > If
you have a code that works on two symbols, is it > >
possible > > > > > > > >
> > > > > > call > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > upon the first and second tickers in
the watchlist without > > > > > >
having > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > to > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
actually manually write the tickers? Like referring to them >
> as > > > > > > >
> > > > > > > 1st >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > and 2nd ticker in this
specific watchlist. possible? > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > >
- 3a.
-
Thu Dec 18, 2008 7:07 pm (PST)
Thanks PFTrader, I wish nobody else
faces a situation like this, however for the benefit of any
other users, the following article may come handy in
future. http://lifehacker. com/393084/
how-to-recover- deleted-files-
with-free-software With regards Sanjiv
Bansal --- In amibroker@xxxxxxxxx ps.com,
"pftrader" <apforex@xxx > wrote: > > Try
GlaryUtilities > http://www.glaryuti lities.com/
gu.html?tag= download>
- 4a.
-
Fri Dec 19, 2008 1:22 am (PST)
Yes, that's it...thanks for the smart
hint p --- In amibroker@xxxxxxxxx ps.com, "Mike" <sfclimbers@
...> wrote: > > Is this what you want? >
> Series1 = MA(Close, 50); > Series2 =
ValueWhen(BarIndex( )%3 == 0, Series1); > Plot(Series1,
"Smooth", colorRed); > Plot(Series2, "Steps",
colorBlue); > > The above will give you a series like
the following: > > 20,20,20,30, 30,30,... >
> Mike > > --- In amibroker@xxxxxxxxx ps.com, "Paolo Cavatore"
<pcavatore@> > wrote: > > > > I've
got a very simple indicator but can't get proper afl code. >
> > > I want to plot an indicator equal to MA(C, 50) on
day1 - let's say > 20 > > $. For the following 2
days it has to be the same - 20$. > > On day 4 it is equal
to MA(C, 50) again - let's say 30$ - and > remain >
> at 30$ for the following 2 days again. > > Its shape
would then be similar to a staircase. > > > > In
short the indicator should be equal to MA(C, 50) every four days
> > and be the same for the remaining 3 days. > >
> > I tried to code it as follow but it doesn't work due
to the IIF > logic: > > > > MyIndicator =
IIf(BarsSince( MA(C, 50) != Ref(MA(C, 50), -1)) > 3,
MA > > (C, 50), Ref(Ma(C, 50), -1)); > >
> > Anyone can help? > > > >
regards, > > > > paolo >
> >
- 5.
-
Fri Dec 19, 2008 1:31 am (PST)
Hi all!
I try to make my own trading
system and i need help.
I want to recalculate my indicator evry
day.
Example:
I have 3 periods ROC (on 5 Min) and i want to
ask AmiBroker start
calculate this indicator at 9:00 Morning and
finish at the end of day
I try to do it but get mistake
:-(
Thanks
Max
- 6a.
-
Fri Dec 19, 2008 1:34 am (PST)
Greetings all -- Since my name was
mentioned in this thread ---- Books and articles have
copyright protection as soon as they are expressed. When I begin
to write, my first draft has implicit protection. When I have the
book printed and distributed, I include the statement that I
am explicitly retaining the copyright and claiming protection.
The whole book is copyrighted, even though it may contain
information that is not original with me. Among other things, the
copyright prohibits some person from redistributing or reselling
my book, or any portion thereof, without my permission. (Whether
for profit or not is not an issue. Certain "fair use" is exempt.)
There is no doubt that some of the AFL code used as examples was
well known before that code appeared in my book. But there is
other code that is original with me. If the entire code from my
book appears on a website for sale (as it does), that is a
violation of International Copyright laws. And I could bring a
law suit and would win if I was willing to pay the price in both
time and money. The cost to me would be high, the award probably
low, and the likelihood of my collecting very low. If someone
posts the simple moving average crossover example, as was done
in this thread, or other examples that were well known before my
book was published, I would be foolish to complain and very
foolish to bring a law suit. Rather, in cases such as this, I
benefit by having my work referenced. In fact, I have answered
several questions posted to this forum by posting code included
in my book in my response. That does not relinquish my protection
under the copyright laws and it does not give permission to
anyone else to republish it without my permission. The point
is -- If someone claims copyright protection for their code,
no one has a right to republish that material without the
copyright holder's permission unless they can show that the same
information existed prior to that specific copyright claim in an
uncopyrighted form. The material being protected may be
worthless, but it is still protected. If the material
is protected under copyright but published on the copyright
holder's web site, you may post a URL link to his or her page,
but you may not copy the information and republish it without
permission. As for "should have published electronically" --
Think carefully about your business plan when you form your own
publishing company. It is much more complex than first meets the
eye. Thanks for listening, Howard On Tue, Dec 16,
2008 at 5:48 AM, Paul Ho < paul.tsho@xxxxxx com>
wrote: > Amikid > send me a private email, saying
what you want done, ie indicator, system or > exploration
.....I might be able to provide some free afl consulting >
/paul. > > ------------ --------- --------- >
*From:* amibroker@xxxxxxxxx ps.com [mailto: amibroker@xxxxxxxxx ps.com] *On > Behalf Of
*pdevadasnayak > *Sent:* Tuesday, 16 December 2008 11:27
PM > *To:* amibroker@xxxxxxxxx ps.com>
*Subject:* [amibroker] Re: Synergy trading
system > > > My sincere Thanks to Barry
Scarborough, Brian,"LB" & Judith for setting > the
controversy to "rest' > > My only problem here was I
could not find "volatility Bands" in > Amibroker AFL
library. > > I would like to know > > 1) Has
"13" RSI got to be smoothed twice once with 2 MAV & then With 7
MAV > > 2) Volatility bands what should be the
Percentages above & below the > Parameters
34 > > Since I could Not handle AFL coding myself I
asked this question.I am > new to Amibroker.My intention was
not & is not to hurt anyone. > >
Regards > > Amikid > > --- In amibroker@xxxxxxxxx ps.com <amibroker%40yahoog
roups.com> , "Barry > Scarborough" <razzbarry@x
..> > wrote: > > > > Wow guys! I can
remember such a malicious thread since I started > >
posting here in 2003. Waz up? > > > > 1. There is
no copyright violation when a user can reference an open >
> item. To say it is would be as silly as saying that checking a
book > > out at the library is a copyright violation.
Techie did not copy it. > > He just posted a link to it and
asked if the concept could be coded > > in AFL. Anything
written down is automatically copyrighted. So you > > can't
copy it and claim it is yours. But you can use the
intellectual > > property to your benefit. We do that with
text books and > > encyclopedias all the time. And we do
that with AFL examples. They > > are all copyrighted as
soon as they are posted. > > > > 2. This paper is
in the public domain. No password or user id > > required.
Hardly a highly protected item. If you can find something >
> on the internet that is in the public domain it is not illegal
to use > > it. Even patents can be used by individuals. You
just can use the > > idea in something you sell without
paying a royalty. > > > > 3. Where is there any
indication anyone is trying to steal something? > > Nothing
was stolen but maybe a little sanity lost. It is kinda hard >
> to steal something that is provided free. > > >
> 4. Techie had a valid question, can this be done in AB. If
anyone > > either wanted to buy AB or find out if something
can be done why not > > ask? > > > > 5.
No there is nothing in the paper that I can see that can't be
done > > in AB and would be fairly straight forward. I did
not see all the > > formulas but I just took a quick
peek. > > > > 6. Nothing stupid or insulting here
dingo. Did a bee fly up your nose > > or what? >
> > > Bed time, maybe for more than just me. >
> > > Kind thoughts, > > Barry >
> > > --- In amibroker@xxxxxxxxx ps.com <amibroker%40yahoog
roups.com> , > "techie11111" <techie11111@ > >
> wrote: > > > > > > Can anyone code the
AfL for traders dynamic Index or synergy trading > > >
system > > > > > > The link I got from
internet is posted here > > > > > >
www.forexmt4. com/_MT4_ Systems/Traders% 20Dynamics/
TDI_1.pdf > > > > > > Regards > >
> > > > > > > Amikid > >
> > > > > >
- 7a.
-
Fri Dec 19, 2008 1:35 am (PST)
Place the cross over a bar or candle. A
bubble windows will show Y value. BR Tim a écrit
: > > Hi Dennis, > Is there anyway you know of to
get the X-Y axis showing on the > crosshairs? Personally, I
prefer that mode of presentation. Thank you. > > Kindest
regards, > > Tim > > --- In amibroker@xxxxxxxxx ps.com <mailto:amibroker%
40yahoogroups. com>, > Dennis Brown <see3d@xxx>
wrote: > > > > The X and Y cursor values are shown
at the bottom of the window. > > > > BR, >
> Dennis > > > > On Dec 15, 2008, at 2:07 PM,
r_terbush wrote: > > > > > How do I turn on the
y-axis value for the crosshair? Surprised that I > > >
cannot find any discussion of this in the usermanual, google
hits, > > > etc. > > >
. > >
- 8a.
-
Fri Dec 19, 2008 1:36 am (PST)
Barry -- I contacted TWS and received the
following explanation. "/Amibroker historical data equates
Trader Workstation (TWS) charting information. Therefore,
Amibroker backfill messages are identical to the TWS charting
display. If the Chart feature in TWS is not receiving data for
the ADR@xxxx INDEX contract, then it is impossible to obtain the
same information through any API program. For further
investigation, I tried requesting ADR@xxxx IND and the data is
not available. Some of the indexes are not available for backfill
data, and ADR is one of them unfortunately. Before
requesting data in Amibroker, first you need to navigate to the
TWS and enter the specified contract then open a charting
window. If you are successful in requesting backfill data in
TWS, then you should able to obtain the same historical data
through the API./" Thanks for your help. --
Keith Barry Scarborough wrote: > > I tried
ADR-AMEX-IND this morning and could not back fill it. Same >
error message as last night. But I let it run and the data is
being > received and filling the chart. > > I
guess back fill is a question for TWS support. > >
Barry > > --- In amibroker@xxxxxxxxx ps.com <mailto:amibroker%
40yahoogroups. com>, > "Barry Scarborough" <razzbarry@x
..> > wrote: > > > > I tried and get the
same error. If you place your cursor on the > green >
> CONN IB bar in the lower right the last message will be
displayed. > The > > message I get is Data service
error message, not data returned. At > > times this happens
for no apparent reason. Wait until the market > opens >
> tomorrow and see if it works then. Watch to see if the bars
are > being > > updated in real time, then try to
back fill. > > > > Barry > > > >
--- In amibroker@xxxxxxxxx ps.com >
<mailto:amibroker% 40yahoogroups. com>, Keith McCombs
<kmccombs@> wrote: > > > > > > I just
recently got AB working with IB controller and TWS, 1 >
minute > > > data. I cannot load ADR-AMEX-IND. Whenever
I try, an error or > > warning > > > message is
displayed, but lasts for such a short time that I am > >
unable > > > to read it. Also, I can view the chart on
TWS, so I'm pretty > sure I > > am > > >
using the correct symbol. > > > > > >
However, I have no problem with SPX-CBOE-IND or any of the >
*stocks* I > > > have tried so far. > >
> > > > Any help is greatly appreciated. > >
> -- Keith > > > > > > >
- 9.
-
Fri Dec 19, 2008 5:18 am (PST)
Is it possible to PLOT 5min and 15Min
200bars EMA on 1Min Chart?
Also want to Draw the colorfull
Area of Previous Hour and Current Hour.
- 10.
-
Fri Dec 19, 2008 7:25 am (PST)
Hi,
Can somebody help me to correct
this formula ?
I'd like to write the X value of the dot line
just once, at the end of
each line.
Thank you for the
help
Best regards
//PIVOTS LEVELS
// turning
points
tn = Now();
_TRACE("**** ********* ********* *Time =
"+tn);
top = C==HHV(C,3);
bot = C==LLV(C,3);
topH =
ValueWhen(top, C);
botL = ValueWhen(bot, C);
GraphXSpace=
10;
col = IIf( Close > Ref( Close, -1 ), colorGreen,
colorRed );
Plot( Close,"\nCl" , colorBlack, styleCandle
);
Plot( topH, "", colorRed, styleDots+styleNoLi ne
);
Plot( botL, "", colorGreen, styleDots+styleNoLi ne
);
_N(Title = "PIVOTS LEVELS - " + StrFormat("{ {NAME}} -
{{INTERVAL}}
{{DATE}} \nOp %g \nHi %g \nLo %g {{VALUES}}", O, H,
L ));
for( i = 0; i < BarCount; i++ )
{
if( top [i]
) PlotText( "" + botL[ i ], i, botL[ i ], colorGreen );
if( bot
[i] ) PlotText( "" + topH[ i ], i, topH[ i ], colorRed
);
}
- 11a.
-
Fri Dec 19, 2008 7:57 am (PST)
I have a database with 1-min data and
selected the time interval as
hourly. so, all the built-in arrays
are compressed accordingly but the
problem is i am not able to
access 30-min data from the same AFL to
display in
commentary/interpre ation using
TimeFrameGetPrice( "0",in5Minute*
6). Its always returning the hourly data.
Is it possible to
access the data in lower-time frame in
commentary/interpre tation
while the chart interval is set to
higher
time-frame?
- 11b.
-
Fri Dec 19, 2008 8:52 am (PST)
It is clearly explained in the guide http://www.amibroke r.com/guide/ h_timeframe.
html"Please note that you can only compress data from
shorter interval to longer interval. So when working with 1-minute
data you can compress to 2, 3, 4, 5, 6, ....N-minute data. But
when working with 15 minute data you can not get 1-minute data bars.
In a similar way if you have only EOD data you can not access
intraday time frames." So, your chart needs to be using 30
minute interval or less if you want interpretation using 30 min
data. Best regards, Tomasz
Janeczko amibroker.com ----- Original Message ----- From:
"nagkiran_k" < k.nagakiran@ gmail.com> To:
< amibroker@xxxxxxxxx ps.com> Sent: Friday,
December 19, 2008 4:57 PM Subject: [amibroker] Accessing data
from time frame lesser than selected chart time
interval >I have a database with 1-min data and selected
the time interval as > hourly. so, all the built-in arrays are
compressed accordingly but the > problem is i am not able to
access 30-min data from the same AFL to > display in
commentary/interpre ation using > TimeFrameGetPrice(
"0",in5Minute* 6). Its always returning the hourly
data. > > Is it possible to access the data in
lower-time frame in > commentary/interpre tation while the
chart interval is set to higher >
time-frame? > > > ------------ --------- ---------
------ > > **** IMPORTANT **** > This group is for
the discussion between users only. > This is *NOT* technical
support channel. > > ************ ********* > TO
GET TECHNICAL 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.amibroke r.com/devlog/> >
For other support material please check also: > http://www.amibroke r.com/support.
html> > ************ ********* *********
*** > Yahoo! Groups
Links > > >
- 12.
-
Fri Dec 19, 2008 8:46 am (PST)
Need a clarification from the manual. The
manual does not state this
clearly enough for my little
brain.
Is the current bar (ie. the most recent bar)
close[barcount - 1]?
appreciate the help
**** IMPORTANT **** This group is for the
discussion between users only. This is *NOT* technical support
channel. ************ *********
TO GET TECHNICAL 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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Add more friends to your messenger and enjoy! Invite
them now.
__._,_.___
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL 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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