World Investment: Juni 2016

Archive for Juni 2016

Re: [amibroker] Yahoo Current daily data with no 15 minutes delay (or other provider)

Hello,

1) I didn't know I could get RT data from ThinkOrSwin (TD Ameritrade) into Amibroker. I can't find anything about it on the web;

2) Thomasz, if there is a way to develop and implement the "Yahoo Current" mode in Amiquote with less than 15 minutes delay, it would be great, because it download the quotes for the day almost instantly, and I believe most of us don't need intraday data, only need the last daily bar live updating.

Thanks,

Alexandre Gandini

__._,_.___

Posted by: agandini@gmail.com

Reply via web post

•

Reply to sender

•

Reply to group

•

Start a New Topic

•

Messages in this topic (4)

Have you tried the highest rated email app?

With 4.5 stars in iTunes, the Yahoo Mail app is the highest rated email app on the market. What are you waiting for? Now you can access all your inboxes (Gmail, Outlook, AOL and more) in one place. Never delete an email again with 1000GB of free cloud storage.

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

Visit Your Group

New Members 15

• Privacy • Unsubscribe • Terms of Use

__,_._,___

[amibroker] Re: Cant get Moving Average of an Index to work

Coolman 16.51 Add Comment

It's almost certainly because you don't have Pad & Align ticked in the backtester settings. Turn that on and set the reference symbol to XAO. That should cure the issue.

__._,_.___

Posted by: alan.clement@gmail.com

Reply via web post

•

Reply to sender

•

Reply to group

•

Start a New Topic

•

Messages in this topic (3)

Have you tried the highest rated email app?

Visit Your Group

New Members 17

• Privacy • Unsubscribe • Terms of Use

__,_._,___

[amibroker] Re: Cant get Moving Average of an Index to work

Coolman 16.44 Add Comment

Your code worked fine when I tested it. Suggest it may have something to do with "settings". Maybe you have changed them for another explore, scan, backtest??

Cheers Adam

__._,_.___

Posted by: madwill26@yahoo.com.au

Reply via web post

•

Reply to sender

•

Reply to group

•

Start a New Topic

•

Messages in this topic (2)

Have you tried the highest rated email app?

Visit Your Group

New Members 17

• Privacy • Unsubscribe • Terms of Use

__,_._,___

[amibroker] Re: IB Controller

Coolman 12.58 Add Comment

If someone can't develop it further what can he use? Is the 1.3.8 version
still reliable? Or is there any recent version available? What do you guys
use?

__._,_.___

Posted by: "Bred Tig" <amibrokergroup@gmail.com>

Reply via web post

•

Reply to sender

•

Reply to group

•

Start a New Topic

•

Messages in this topic (3)

Have you tried the highest rated email app?

Visit Your Group

New Members 10

• Privacy • Unsubscribe • Terms of Use

__,_._,___

Re: [amibroker] Yahoo Current daily data with no 15 minutes delay (or other provider)

Coolman 11.23 Add Comment

Hello,

I don't think so.
They don't seem to have open API for 3rd party data access.

Ameritrade used to offer QuoteTracker in the past but they shut it down.

Best regards,
Tomasz Janeczko
amibroker.com

On 2016-06-24 05:47, 'Ron J' ronj@san.rr.com [amibroker] wrote:

A great place for free realtime data is think or swim

-------Original Message-------

From: Alexandre Gandini agandini@gmail.com [amibroker]

Date: 6/23/2016 9:50:22 AM

To: amibroker@yahoogroups.com

Subject: [amibroker] Yahoo Current daily data with no 15 minutes delay (or other provider)

Hello,

Currently, I use Amiquote to download Yahoo historical data, and through the day, I use Amiquote on Yahoo Current to download the bar data for the current day.

I only use daily data, don't need intraday data, as long as I have the current day bar (in daily format) updating periodically during the day.

So, my question is: is there a way to not have the 15 minutes delay yahoo serves in the current mode of Amiquote?

Is there any other data provider you know that I can get this setup (daily bars, current day updating live, no need for intraday data) with modest fees?

Thanks,

Alexandre

__._,_.___

Posted by: Tomasz Janeczko <groups@amibroker.com>

Reply via web post

•

Reply to sender

•

Reply to group

•

Start a New Topic

•

Messages in this topic (3)

Have you tried the highest rated email app?

Visit Your Group

New Members 17

• Privacy • Unsubscribe • Terms of Use

__,_._,___

Re: [amibroker] IB Controller

Coolman 11.20 Add Comment

Hello,

Thank you very much for your e-mail.

IBC source was used by some people to create their own interfaces.

Best regards,
Tomasz Janeczko
amibroker.com

On 2016-06-28 22:34, 'Bred Tig' amibrokergroup@gmail.com [amibroker] wrote:
> Hi,
>
>
> What happened to IBC after TJ has made it open source? Has anybody
> developed it further? What are you guys using?
>
>
> Is it possible to retrieve the open price, best bid and ask price with IBC?
>
>
> Regards,
> Bred
>
>
> ------------------------------------
> Posted by: "Bred Tig" <amibrokergroup@gmail.com>
> ------------------------------------
>
> **** IMPORTANT PLEASE READ ****
> This group is for the discussion between users only.
> This is *NOT* technical support channel.
>
> TO GET TECHNICAL SUPPORT send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
> http://www.amibroker.com/feedback/
> (submissions sent via other channels won't be considered)
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
>
> ------------------------------------
>
> Yahoo Groups Links
>
>
>
>

------------------------------------

------------------------------------

**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

------------------------------------

Yahoo Groups Links

<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
Individual Email | Traditional

<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)

<*> To change settings via email:
amibroker-digest@yahoogroups.com
amibroker-fullfeatured@yahoogroups.com

<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@yahoogroups.com

<*> Your use of Yahoo Groups is subject to:
https://info.yahoo.com/legal/us/yahoo/utos/terms/

[real-estate-investing] Are YOU Interested in BUYING or SELLING Properties in DESCHUTES County, Oregon or OTHER Counties?

Coolman 09.16 Add Comment

Are YOU Interested in BUYING or SELLING Properties in DESCHUTES County, Oregon or OTHER Counties?

Deschutes County is a county located in the U.S. state of Oregon

The county seat is Bend

Area: 3,055 mi

Founded: 1916

Population: 165,954 (2013)

Colleges and Universities: Central Oregon Community College, More

Rivers: Drake Park, Fall River, Riverbend Park, Sawyer Park

For more information on Deschutes County go to http://quickfacts.census.gov/qfd/states/41/41019.html To access the county web site go to http://www.deschutes.org/

If YES for BUYING, Please go to http://1281homes.com/ fill out the pop up form and we will find the property you want. You can also pick a different County.

2 video links to watch if you want more information. http://youtu.be/E9oZsrnJYAc & http://youtu.be/AFf7godX-EI

If YES for SELLING, Please go to http://www.1281solutions.com/index.php?Page=13 fill out the form and we will buy your property with cash or help you sell it for FREE.

1 video link to watch if you want more information. https://youtu.be/bYjDN_9XXas

Thank you for your time

Mark Bordcosh

1281Solutions

http://1281homes.com/

http://1281solutions.com/

Toll Free Phone: 1-800-642-9949

Toll free Fax: 1-866-611-7634

E-mail: mark@1281solutions.com

__._,_.___

Posted by: mark@1281solutions.com

Reply via web post

•

Reply to sender

•

Reply to group

•

Start a New Topic

•

Messages in this topic (1)

Have you tried the highest rated email app?

Visit Your Group

New Members 2

• Privacy • Unsubscribe • Terms of Use

__,_._,___

Here's your activation link again for Keyword Revealer

Coolman 08.13 Add Comment

Hello, bismus2012.

I believe you requested this:
http://www.keywordrevealer.com/activate.php?key=29f87146a440a3b6e212d7d0c631aeab

Click the link above to activate your account :)

Thanks for signing up with Keyword Revealer :)

Coolman 08.08 Add Comment

Hello bismus2012 !

Thanks for registering at http://www.keywordrevealer.com/. Here are your account details:

Name: bismus2012
Username: bismus2012
Email: bismus2012@gmail.com
Password: *hidden*

You will first have to activate your account by clicking on the following link:

http://www.keywordrevealer.com/activate.php?key=29f87146a440a3b6e212d7d0c631aeab

Upaya masuk yang baru dari Chrome di Windows

Coolman 07.27 Add Comment


	Upaya masuk yang baru dari Chrome di Windows

Yang terhormat Amazing,

Akun Google bismus2012@gmail.com baru saja digunakan untuk masuk dari Chrome di Windows.

			Amazing Sharing bismus2012@gmail.com

			Windows Kamis, 30 Juni 2016 21.27 (Waktu Indonesia Barat) Indonesia* Chrome

Tidak mengenali aktivitas ini?
Tinjau perangkat yang baru-baru ini digunakan sekarang.

Mengapa kami mengirimnya? Kami memperhatikan keamanan dengan sangat serius dan ingin memberi tahu Anda tentang tindakan penting pada akun Anda.
Kami tidak dapat menentukan apakah Anda sebelumnya pernah menggunakan browser atau perangkat ini dengan akun Anda. Ini dapat terjadi jika Anda masuk pertama kali di komputer, ponsel, atau browser baru, jika Anda menggunakan mode penyamaran atau penjelajahan pribadi atau menghapus cookie, atau jika orang lain mengakses akun Anda.

Hormat kami,
Tim Akun Google

*Lokasi adalah hasil perkiraan dan ditentukan oleh alamat IP asalnya.

Email ini tidak dapat menerima balasan. Untuk memberikan masukan tentang lansiran ini, klik di sini.
Untuk informasi selengkapnya, kunjungi Pusat Bantuan Akun Google.

Anda menerima pengumuman layanan email wajib ini agar memperoleh informasi terbaru tentang perubahan penting pada produk atau akun Google Anda.

Re: [amibroker] Help fixing ReqLotSize Setting

Coolman 05.04 Add Comment

Thanks Tomasz - good idea. It was one of our original ideas but Original Close is probably best implemented as GetExtraData or as a zero argument AFL function.

Best regards,
Richard Dale.
Norgate Data
- Premium quality Stock, Futures and Foreign Exchange Data -
www.norgatedata.com

On Thu, Jun 30, 2016 at 6:58 AM, Tomasz Janeczko groups@amibroker.com [amibroker] <amibroker@yahoogroups.com> wrote:

Hello,

Thank you very much for your e-mail.

Dividends don't seem to happen every bar, so they can be better served
by GetExtraData call.
By implementing GetExtraData function in the plugin you can serve any
extra data you wish and you are not limited by number of fields in quotation structure.

Best regards,
Tomasz Janeczko
amibroker.com

On 2016-06-30 00:46, Richard Dale richard@premiumdata.net [amibroker] wrote:

Unfortunately we're out of fields.
For stocks, we use Aux1 for turnover (i.e. $ amount traded for the day) and Aux2 for dividends.

We had to use OpenInterest for the original unadjusted closing price since the other two fields require their own aggregation modes (for weekly/monthly etc. periodicities).

Best regards,
Richard Dale.
Norgate Data
- Premium quality Stock, Futures and Foreign Exchange Data -
www.norgatedata.com

On Wed, Jun 29, 2016 at 5:27 PM, Tomasz Janeczko groups@amibroker.com [amibroker] <amibroker@yahoogroups.com> wrote:

Richard,

Just one suggestion: please do not use "Open Interest" field for things other than open interest,
unless there is really no other place to store it.

There are two general purpose auxiliary fields (Aux1 and Aux2) that data vendors can use
for extra data. Please use them instead.

Best regards,
Tomasz Janeczko
amibroker.com

On 2016-06-29 03:13, Richard Dale richard@premiumdata.net [amibroker] wrote:

Sorry I didn't see the discussion on this earlier.

Our current released products ("Premium Data") default to RoundLotSize of 0 for stocks.

Our PDU test environment set to 1, but this clearly is not applicable to Genta Inc which delisted in September 2011, which has undergone 5 reverse splits for a combined historical dilution factor of 15000000! It certainly has been a fall from grace with this stock that was in the Russell 3000 for 10 years of 20 year history.

Future versions will have RoundLotSize set to 0 to avoid this issue.

This will introduce a slight side effect where your position sizes will be fractional and new buy signals may be introduced that would actually be able to executed.The only solution here that I can think of is to use a Custom BackTester that uses the "Open Interest" field to accurately determine fractional size. We store the original unadjusted close price in that field (for stocks).

For example, with GNTA-201109, let's say an entry was signalled on 20020122.

Position Size: $10000

Close (adjusted): $19800000

Open Interest (unadjusted close): $13.2

(Unadjusted) Position size would be int (10000/13.2) = int (757.5758) = 757 shares.

Fractional (adjusted) price positios size would be 757 * 13.2 / 19800000 = 0.000504667 shares

For most stocks such a change would have negligible impact on your trading system, but there are certain stocks that your trading system may never be able to purchase. e.g. Berkshire Hathaway prior to the Class B share being available (in 1996). Let's work through that one:

eg. BRK.A signalled a an entry on 19950105

Position Size: $10000

Close (adjusted) $20500

Open interested (unadjusted close) $20500

Position size = int (10000/20500) = 0

i.e. insufficient position size to even purchase one share.

We have seen a few occasions where a "butterfly" effect occurs based upon one trade changing... if that trade is never entered, sometimes the entire sequence of subsequent trades changes primarily because of capital limitations. That's a whole different discussion though!

Best regards,
Richard Dale.
Norgate Data
- Premium quality Stock, Futures and Foreign Exchange Data -
www.norgatedata.com

__._,_.___

Posted by: Richard Dale <richard@premiumdata.net>

Reply via web post

•

Reply to sender

•

Reply to group

•

Start a New Topic

•

Messages in this topic (13)

Check out the automatic photo album with 1 photo(s) from this topic.

Have you tried the highest rated email app?

Visit Your Group

New Members 16

• Privacy • Unsubscribe • Terms of Use

__,_._,___

RE: [amibroker] fputs() misses some strings

Coolman 20.34 Add Comment

Keith

I modified TJ’s script to identify tickers with no quotations’

var oAB = new ActiveXObject("Broker.Application");

var fso = new ActiveXObject("Scripting.FileSystemObject");

var Shell = new ActiveXObject("WScript.Shell");

var oStocks = oAB.Stocks;

var StockQty = oStocks.Count;

var NumNoQuote = 0;

f = fso.OpenTextFile( "C:\\Amibroker\\TickersWithNoQuotations.txt", 2, true );

for( i = 0; i < StockQty; i++ )

{

oStock = oStocks(i);

var Qty = oStock.Quotations.Count;

var StockTicker = oStock.Ticker;

if( Qty == 0 )

{

NumNoQuote++;

f.WriteLine( StockTicker );

//WScript.Echo("Stock is " + NumNoQuote + " " + StockTicker);

}

f.Close();

WScript.Echo("Script finished. There are " + StockQty + " Tickers in the database of which " + NumNoQuote + " tickers don't have quotation.");

From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com]
Sent: Monday, June 27, 2016 4:56 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] fputs() misses some strings

TJ --
In that case, is there any way, using AB (or something else), to produce a list of all such stocks?
I would like to do so, without manually going through my entire data bases.

I will now contact my data supplier, and try to find out why I have stocks without data, and what to do about it.

Again, thank you so much for your help.
-- Keith

On 6/27/2016 6:22 PM, Tomasz Janeczko groups@amibroker.com [amibroker] wrote:

Hello,

No, Analysis window SKIPS symbols without data.

Best regards,
Tomasz Janeczko
amibroker.com
On 2016-06-27 23:08, Keith McCombs kmccombs@engineer.com [amibroker] wrote:
TJ --
Thank you for your rapid reply.
I just now discovered that the 10 stocks that were not printed by fputs() had NO data. I wasn't expecting that, and it took hours (more like days) to find.

BTW, I would have thought that even with no data, the Name() and FullName() should have been printed.
It would be very nice if it did.

Thanks again.
-- Keith
On 6/27/2016 10:49 AM, Tomasz Janeczko groups@amibroker.com [amibroker] wrote:

Hello,

Thank you very much for your e-mail.

You are using file functions (esp. fopen) incorrectly (without "shared" flag).

Correct code is here:
http://www.amibroker.com/kb/2016/01/27/how-to-write-to-single-shared-file-in-multi-threaded-scenario/

Best regards,
Tomasz Janeczko
amibroker.com
On 2016-06-27 09:47, Keith McCombs kmccombs@engineer.com [amibroker] wrote:
Hi --
I'm trying to output a string containing Symbol, Fullname, Firstdate, Lastdate, and Numberofbars for all symbols in a watchlist to a file using fputs(). With watchlists longer than only a few symbols, one or more strings are always missing. For example for a watchlist containing 83 symbols, only 73 are output (not always the same 73 though). This happens using either Explore and Scan.

I believe the problem is related to Analysis multithreading. And tried to fix it using semaphore (identical to that of Example 2 in the AB manual). Please see code snippets below for the relevant parts:

function _TryEnterCS(secname){
   global _cursec;
   _cursec="";
   // try obtaining semaphore for 1000 ms
   for(i =0; i <1000; i++){
      if(StaticVarCompareExchange(secname,1,0) == 0){
         _cursec = secname;
         break;
      }else ThreadSleep(10);//sleep one millisecond
   }
   return _cursec !="";
}

// call it ONLY when _TryEnterCS returned TRUE !
function _LeaveCS(){
   global _cursec;
   if(_cursec !=""){
      StaticVarSet(_cursec,0);
      _cursec ="";
   }
}

if(stocknumber == 0){
   StaticVarRemove("*");
   StaticVarSet("DelistedListActive", False);
   fdelete(f1filename);
   text1 = "SYM,NAME,FIRST,LAST,BARS\n";
   fh1 = fopen(f1filename, "a");
   if(fh1){
      fputs(text1, fh1);
      fclose(fh1);
      StaticVarSet("DelistedListActive", True);
   }else _trace("Opening fh1 failed, stocknum0\n");
}

if(StaticVarGet("DelistedListActive") == True){
   datearray = DateNum();
   first = int(datearray[0]);
   last = int(datearray[BarCount - 1]);
   firststr = DateNumToStr(first);
   laststr = DateNumToStr(last);
   barsstr = NumToStr(BarCount, 1.0, False);

   for(i=10; i>0; --i){ // for large data, need to try multiple times
      if(_TryEnterCS("semifh1")) break; // successful
   }if(i>0){  // in 10 or less tries
      for(j=10; j>0; --j){  // fopen may need multiple tries
         fh1 = fopen(f1filename, "a");
         if(fh1){
            fputs(Name() + "," + FullName() + "," + firststr + "," + laststr + "," + barsstr + "\n", fh1);
            fclose(fh1);
            _LeaveCS();
            break;  // out of for()
         }else{ // if(j<=0){
            _TRACE("Missed fh1 for stocknum: " + NumToStr(Status("Stocknum")) + "\n");
         }
      }if(j<=0) PopupWindow("Failed to EnterCS for " + Name(), "AB Warning", 0);
   }else PopupWindow("Failed to EnterCS for " + Name(), "AB Warning", 0);
}

BTW, the _TRACE() AND PopupWindow() functions for trouble shooting. But, they never display.

Any and all help would be appreciated.
Thank you.
-- Keith