Recent Posts

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Amibroker Chat / Re: NSE RTD for amibroke
« Last post by atul m on October 08, 2017, 03:43:40 am »
No harm in purchasing licenced version, but his problem still remains...
is it possible to get free RTD on a licenced version..?
2
Trading System Discussion / Modified Renko Chart: problems on charts and backtests
« Last post by ccbiasi on October 03, 2017, 09:13:25 am »
Hello,
 
I’m planing on developing a strategy based on Renko, however I can’t make it work correctly on Amibroker (more on that later). To start things over I tried to use the recommended code for Renko as shown here (http://www.wisestocktrader.com/indicators/4414-modified-renko-chart3 - replacing ‘reverse’ for something else like ‘reverseval’ otherwise it wouldn’t run). I’m also using tick by tick data for history and to make things accurate. For the backtests I also chose the “periodicity” as tick. Unfortunately I'm still on square zero as the sample code isn't running smoothly.
 
For a start, prices are plotted correctly with the only exception that the X-axis is not showing the days nor the times correctly. It’s actually WAY OFF the correct timestamp. The only way I could figure it out is by using other software (from which I extracted the database) to compare. I have to say that time-based charts plot correctly, as this lack of synchronicity only happens under Renko. Of course, I know that the X-axis couldn’t be kept linearly proportional: in fact, I would expect it to compress and expand as the market speed increases or decreases (new price levels can come quickly or slowly and that will reflect on the quantity of bars plotted and on the X-axis itself). Other software does this compression and expansion so that timestamps are correctly plotted on the X-axis. Any way I could make Amibroker do that as well?
 
As a consequence of the above, depending on the brick size I choose data plotted under Renko never encompasses the whole database, as the chart ends some hours or days before the end of the database. The largest the database the largest the missing part at the end of the chart.

When I try to run a backtest, no matter what is the date range of the database, the positions opened cover only around the last 10% of the range chosen. For example, if I load just a few days, it only opens positions on the last part of the last day. What can I do to fix the problem so that it opens positions from the beginning of the first day of the database?
 
Barcount is also not behaving correctly, as far as my understanding goes:
1) I recorded the Barcount for each time range I tested. It steadily increases until 2 months’ worth of past data and then it toped at 10000000. After that it did chang a bit but never reached 20000000. I concluded that with more than 2 months of data the results are not reliable anymore. Is that limitation of 2 months of Tick data related to the maximum value that Barcount can reach (which I suppose is something around 10000000)?
2) In a regular time-based chart, Barcount takes into account only the visible bars at the screen. On the Renko chart, however, it seems that Barcount always takes into account the number of bars of the whole database, no matter what’s shown on the chart. Could anyone please help me understand why this is happening?
 
Honestly I’m having a ton of problems with Amibroker and Renko, please point me to the right direction!
 
Thank you.
 
Yours,
Claudio
3
Amibroker Help / Metrics
« Last post by kubadrozdz on October 01, 2017, 06:06:43 am »
Hi!
I'm from Poland so sorry for my English. I want to code some metrics like: RAR%, R-cubed and R-Sharpe. But I don't really know how to do it. I was readin some guides but I still don't understand it. Is there anyone who can help me with coding these metrics? Or maybe someone have code something like this yet? If someone don't know what these metrics are, I'm explaining:
1. RAR% - also known as regressed annual return. It is something like CAR but it is more resistant to changing the range of optimization or backtesting.
2. R-cubed - also known as RRRR or Robust Risk/Reward Ratio - it is RAR% / average max. drawdown * factor which includes lenght of drawdowns; average max drawdown is sum of 5 five biggest drawdowns divided on 5; factor which includes lenght is (sum of lenghts of 5 biggest drawdowns / 5)/365
3. R-Sharpe - it is RAR% divided on standard deviation of the monthly rate of return expressed per year
Thanks in advance for any help :D
4
Amibroker Chat / Help Converting .AFL to .ELD
« Last post by shibainu on September 14, 2017, 07:04:43 pm »
hey guys im looking for a programmer who has a working knowledge of amibroker a TradeStation easylanguage.

I need help converting a .afl file to .eld easylanguage.

will pay flat fee for this project.

shoot me email if any interest abernal@pfr.com
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Amibroker Help / Re: download Amibroker
« Last post by administrator on September 06, 2017, 08:05:07 pm »
Amibroker only works on Windows
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Amibroker Help / download Amibroker
« Last post by darts44 on August 29, 2017, 05:42:46 am »
how to download Amibroker on my Lumia 950 XL Dual Sim?
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Introduction / I´m new
« Last post by lujun on August 26, 2017, 11:59:06 pm »
Hello everyone! I have been learning VSA for some time, but I have to continue to comprehend.
Nice to come to this forum! Learn to communicate with everyone.
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Hello Sir,

I need a help for developing a trailing stoploss codes for AFL (AMIBROKER). The trailing stoploss line shall be based on Low of preceding low of candle (for BUY ) and High of Preceding candles(in case  of SHORT). This Trailing SL Line shall come up as soon as BUY / SHORT triggers as per Strategy.
 
The conditions for Generating Trailing SL without any Profits Targets (No Profit Targets, It will move in Trending Directions till it is HIT or SELL / COVER conditions as per Strategy whichever comes first is met with)
 
The Entry Conditions are already in Strategy. So, this proposed AFL only be based on LOW/ HIGH of candles set in for  at BUY/ SHORT coming in.

 1. The Trailing SL in case of BUY would be as follows:-
·         After first BUY is implanted (let it be candle 1);
·         The First Trailing SL line shall begun from low of 5th Candle i.e. candle (-5) to candle 1(buy Candle);
·         Then,  Trailing SL line should wait for next 5 candles to complete first before commencing to draw Trailing SL line upwards in case of BUY;
·         Thereafter trailing SL shall move upwards in steps of  5 candles (i.e. low -5 candle shall be trailing SL)
·         Incase SELL or Trailing SL whichever comes first as per Strategy logic, it would Square and move ahead or wait for next SHORT/ BUY.
 
2.      The Trailing SL in case of SHORT would be as follows:-
·         After first SHORT is implanted (let it be candle 1);
·         The Fist Trailing SL line shall begun from high of 5th Candle i.e. candle (-5) to candle 1(SHORT Candle);
·         Then,  Trailing SL line should wait for next 5 candles to complete first before commencing to draw Trailing SL line downwards in case of SHORT;
·         Thereafter trailing SL shall move downwards in steps of  5 candles (i.e. low -5 candle shall be trailing SL)
·         Incase COVER or Trailing SL whichever comes first as per Strategy logic, it would Square and move ahead or wait for next SHORT/ BUY.

These codes can then be inserted at right place to have it functional for all type of strategy having codes for BUY/ SHORT/ SELL/ COVER

Any 1 helping in it would be great help.
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Amibroker Help / Re: count bars intrade combined with dual sell signal
« Last post by administrator on July 18, 2017, 02:17:26 am »
You are trying to use BarsInTrade before it is even calculated.  Try doing something along these lines:

Code: [Select]
Buy =  RSI(2) < 20;
Sell = (BarsSince(Buy) < 10 AND RSI(2) > 70) OR (BarsSince(Buy) >= 10 AND RSI(2) > 90);
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Amibroker Help / count bars intrade combined with dual sell signal
« Last post by gerard on July 17, 2017, 07:25:48 am »
Hi

I am looking for some help. I would like to create a sell signal which is based on the number of days in a trade. I have found some code how to count the number of days but now I have to adjust it to what I want and I am unable to solve this puzzle . The code below is not working, as I think I am not coding in the right order ( and also want to count properly with days in trade)
Code: [Select]
// Sample system
// Buy RSI(2) is smaller than 20
// Sell if number of days  intrade < 10 AND RSI(2)>70
// Sell if Number of days intrade => 10 and RSI(2) > 90


Buy =  RSI(2) < 20;
Sell = (BArsintrade < 10 AND RSI(2)> 70) or (BArsintrade => 10 AND RSI(2)>90)


BarsInTrade = 0;
for( i = 0; i < BarCount; i++ )
{
  // if in-trade, then increase bar counter
  if( BarsInTrade > 0 ) BarsInTrade ++;
  else
  if( Buy[ i ] ) BarsInTrade = 1; // on buy signal start counting bars-in-trade
 
  // dont understand how I can remove sells occurring too soon

  if( Sell[ i ] ) BarsInTrade = 0; // on sell reset barsintrade flag
}


Any help is highly appriciated!

Thanks

Gerard
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