1

##### Amibroker Help / Re: Rotational sorting weights

« Last post by**Yodanato**on

*May 14, 2018, 03:58:49 am*»

Can someone explain to me about these things?

1

Can someone explain to me about these things?

2

I want to know more about these things.

3

Hello,

Blizzard I cannot fight the alliance. This entire expansion pack I just played I became weak. I battled alongside the alliance and now you’re telling me to kill them? I don’t want to kill the Gnomes. The night elves I can kill. They’re rude. Humans too. But the others we worked well together. For everyone to have the same responsibility, or duty, or commitment is not possible. Only when we realize and respect our own capacity, our own physical strength, our own nature as man or woman, and our own character or nature, will each one of us be equal.

For more information you can visit here:

Explainer Video Company

Thanks

Blizzard I cannot fight the alliance. This entire expansion pack I just played I became weak. I battled alongside the alliance and now you’re telling me to kill them? I don’t want to kill the Gnomes. The night elves I can kill. They’re rude. Humans too. But the others we worked well together. For everyone to have the same responsibility, or duty, or commitment is not possible. Only when we realize and respect our own capacity, our own physical strength, our own nature as man or woman, and our own character or nature, will each one of us be equal.

For more information you can visit here:

Explainer Video Company

Thanks

4

how to print rsi value in amibroker chart…

please help

Thanks

Sarath

please help

Thanks

Sarath

5

Attn customer service,

there is a way to sort position size during rotational backtesting ?

For example, if I want rotate top 14 of “n” symbols:

please find image attached.

Thank you very much for any helps.

Best Regards

there is a way to sort position size during rotational backtesting ?

For example, if I want rotate top 14 of “n” symbols:

please find image attached.

Thank you very much for any helps.

Best Regards

6

Dear all,

anyone know if there's a way to count the number of current open position in AFL ?

Thanks in advance

Regards

No Erocla

anyone know if there's a way to count the number of current open position in AFL ?

Thanks in advance

Regards

No Erocla

7

Change your file in the following order....

$FORMAT TICKER,BOOK_VALUE_PER_SHARE,.....

$SEPARATOR ,

$SKIPLINES 1

$NOQUOTES 1

Save this file and name it e.g. fundamental.format in the Amibroker/Formats folder.

The next thing you must do is to add the following line in import.types file.

Fundamental Information (*.*)|*.*|fundamental.format

In Amibroker, go to File -> Import ASCII... select the file to import and select the file types in the drop down menu. Click Open

.

$FORMAT TICKER,BOOK_VALUE_PER_SHARE,.....

$SEPARATOR ,

$SKIPLINES 1

$NOQUOTES 1

Save this file and name it e.g. fundamental.format in the Amibroker/Formats folder.

The next thing you must do is to add the following line in import.types file.

Fundamental Information (*.*)|*.*|fundamental.format

In Amibroker, go to File -> Import ASCII... select the file to import and select the file types in the drop down menu. Click Open

.

8

Yahoo Finance deprecated its API and new API uses unit time stamp, cookie and crump.

The latest version of AmiQuote can do the download.

The latest version of AmiQuote can do the download.

9

I was trying to implement stochastics cross as a signal along with when stochK cross 20. I wrote AFL like -

///

Buy=cross(stochk(15,2),stochD(15,2,2)) and stochk(15,2)>20;

///

This has a problem. above AFL provides signal only when StochK value is greater than 20 and a Stchk StchD cross is happening. But it can not work when a cross of stochK & stochD happens below 20 and after few bars stochK increases and cross 20. I want to get signal also, when cross of K & D is happening below 20 level and when stochK cross 20. can any one help?

///

Buy=cross(stochk(15,2),stochD(15,2,2)) and stochk(15,2)>20;

///

This has a problem. above AFL provides signal only when StochK value is greater than 20 and a Stchk StchD cross is happening. But it can not work when a cross of stochK & stochD happens below 20 and after few bars stochK increases and cross 20. I want to get signal also, when cross of K & D is happening below 20 level and when stochK cross 20. can any one help?

10

Hi

Is it possible plot a Weekly "Autocorrelation Periodogram " ( John F. Ehlers)

on a separate pane of a Daily Amibroker Chart ?

Link to Autocorrelation Periodogram code below:

https://www.wisestocktrader.com/indicators/4665-john-f-ehlers-autocorrelation-periodogram-for-amibroker-afl

Thanking you in advance

Best regards

Derek

Is it possible plot a Weekly "Autocorrelation Periodogram " ( John F. Ehlers)

on a separate pane of a Daily Amibroker Chart ?

Link to Autocorrelation Periodogram code below:

https://www.wisestocktrader.com/indicators/4665-john-f-ehlers-autocorrelation-periodogram-for-amibroker-afl

Thanking you in advance

Best regards

Derek

Code: [Select]

`// Downloaded From www.WiseStockTrader.com`

/*

Autocorrelation Periodogram

2013 John F. Ehlers

*/

SetBarsRequired(sbrAll);

LPeriod = Param("Low-pass Period", 10, 3, 20);

HPeriod = Param("High-pass Period", 48, 22, 80);

IsPlotHeatMap = ParamToggle("Show HeatMap?", "No|Yes", 1);

IsPlotDominantCycle = ParamToggle("Show Dom. Cycle?", "No|Yes");

pi=3.1415926;

function RoofingFilter(lpPeriod, hpPeriod)

{

alpha1 = (cos(0.707*2*pi / hpPeriod) + sin(0.707*2*pi / hpPeriod) - 1) / cos(0.707*2*pi / hpPeriod);

a1 = exp(-1.414*pi / lpPeriod);

b1 = 2*a1*cos(1.414*pi / lpPeriod);

c2 = b1;

c3 = -a1*a1;

c1 = 1 - c2 - c3;

HP = Close;

Filt = HP;

for(i = 2; i < BarCount; i++)

{

HP[i] = ((1 - alpha1 / 2)^2)*(Close[i] - 2*Close[i-1] + Close[i-2]) + 2*(1 - alpha1)*HP[i-1] - ((1 - alpha1)^2)*HP[i-2];

Filt[i] = c1*(HP[i] + HP[i-1]) / 2 + c2*Filt[i-1] + c3*Filt[i-2];

}

return Filt;

}

function AGC(lowerCutoff, higherCutoff, acceptableSlope)

{

factor = 0;

accSlope = -acceptableSlope; //acceptableSlope = 1.5 dB

halfLC = lowerCutoff / 2;

halfHC = higherCutoff / 2;

ratio = 10^(accSlope/20);

if(halfHC - halfLC > 0)

factor = ratio^(1/(halfHC - halfLC));

return factor;

}

function AutocorrelationPeriodogram(data, isHeatMap, isDomCyc)

{

avgLength = 3;

dominantCycle = 0;

//Pearson correlation for each value of lag

for(lag = 0; lag <= 48; lag++)

{

//Set the average length as M

M = avgLength;

if(avgLength == 0)

M = lag;

//Initialize correlation sums

Sx = 0;

Sy = 0;

Sxx = 0;

Syy = 0;

Sxy = 0;

//Advance samples of both data streams and sum Pearson components

for(count = 0; count <= M-1; count++)

{

X = Ref(data, -count);

Y = Ref(data, -(lag + count));

Sx += X;

Sy += Y;

Sxx += X^2;

Syy += Y^2;

Sxy += X*Y;

}

var1 = (M*Sxx - Sx^2)*(M*Syy - Sy^2);

VarSet("corr" + lag, IIf(var1 > 0, (M*Sxy - Sx*Sy)/sqrt(var1), 0)); //Compute correlation for each value of lag

//VarSet("corrScale" + lag, IIf(var1 > 0, 0.5*((M*Sxy - Sx*Sy)/sqrt(var1) + 1), 0)); //Scale each correlation to range between 0 and 1

}

/*//Plot as a Heatmap (for scale each correlation to range between 0 and 1)

for(period = 3; period <= 48; period++)

{

corr = VarGet("corrScale" + period);

Red = IIf(corr > 0.5, 255*(2 - 2*corr), 255);

Green = IIf(corr > 0.5, 255, 2*255*corr);

PlotOHLC( period-1, period-1, period, period, "", ColorRGB( Red, Green, 0 ), styleCloud | styleNoLabel);

}*/

/*

The DFT is accomplished by correlating the autocorrelation at each value of lag with the cosine and sine of each period of interest.

The sum of the squares of each of these values represents the relative power at each period.

*/

for(period = 10; period <= 48; period++)

{

cosinePart = 0;

sinePart = 0;

for(n = 3; n <= 48; n++)

{

cosinePart += VarGet("corr" + n)*cos(2*pi*n / period);

sinePart += VarGet("corr" + n)*sin(2*pi*n / period);

}

VarSet("sqSum" + period, cosinePart^2 + sinePart^2);

}

//EMA is used to smooth the power measurement at each period

for(period = 10; period <= 48; period++)

VarSet("r" + period, AMA((VarGet("sqSum" + period))^2, 0.2));

//Find Maximum Power Level for Normalization

K = AGC(10, 48, 1.5);

for(period = 10; period <= 48; period++)

{

if(period == 10)

VarSet("maxPwr", 0);

VarSet("maxPwr", IIf(VarGet("r" + period) > VarGet("maxPwr"), K*VarGet("r" + period), VarGet("maxPwr")));

}

//Normalization power

for(period = 10; period <= 48; period++)

VarSet("pwr" + period, VarGet("r" + period)/VarGet("maxPwr"));

//Compute the dominant cycle using the CG of the spectrum

Spx = 0;

Sp = 0;

for(period = 10; period <= 48; period++)

{

Spx += IIf(VarGet("pwr" + period) >= 0.5, period*VarGet("pwr" + period), 0);

Sp += IIf(VarGet("pwr" + period) >= 0.5, VarGet("pwr" + period), 0);

}

dominantCycle = IIf(Sp != 0, Spx / Sp, 0);

if(isHeatMap)

{

//Plot as a Heatmap

for(period = 10; period <= 48; period++)

{

pwr = VarGet("pwr" + period);

Red = IIf(pwr > 0.5, 255, 2*255*pwr);

Green = IIf(pwr > 0.5, 255*(2*pwr - 1), 0);

PlotOHLC( period-1, period-1, period, period, "", ColorRGB( Red, Green, 0 ), styleCloud | styleNoLabel, Null, Null, 0, 0);

}

}

if(isDomCyc)

Plot(dominantCycle, "Dominant Cycle", colorBlue, styleThick, Null, Null, 0, 1);

return dominantCycle;

}

filtData = RoofingFilter(LPeriod, HPeriod);

AutocorrelationPeriodogram(filtData, IsPlotHeatMap, IsPlotDominantCycle);