Your simulator looks to be exactly what I have been hunting for for some time. Amibroker playback is great, but unless you can code your system to run a backtest its not possible to derive any stats. (My semi-discretionary intraday system is beyond my abilities to code.) Your simulator looks as if it will perform like Ninja – run the playback, click Buy, Sell etc when my conditions are met, then see how well it all worked.
I would greatly appreciate the code – I don’t care how messy it might be.
Hello, i would be interesred in knowing were I can get a chart of the tick for free. i an already paying for to many services that don’t offer the tick that you have on your display
thanks
nicos
Hi Abhi,
I am not sure what you are asking exactly, but in my opinion a fixed period vwap such as a three day will not be of much use. Fist of all, the vwap would need to be ‘reset’ every 3 days, so the graph would be different depending on which day you would start it. The idea behind a vwap is to visualize the average volume since a particular event (in a one-day vwap this would be the start of the trading day, and it is ‘reset’ the following day). The multiday vwap as I show in my blog should be set to start from a particular event – for example when a stock starts rallying after hitting a multi year low, or after a particlar earnings release. This way you can guage the current price vs the ‘average sentiment’ since this event.
regards,
eToke
in Amibroker, Studies refer to the manual ‘drawings’ you can create on the chart – such as vertical lines, horizontal lines, trend lines etc… You can create these from the standard toolbar. If you create a study then double click on it you will access the properties – in the properties you will find an option to set the study ID.
If you are still new to Amibroker I suggest you try simpler exercises first and follow the documentation which comes with AB. Also useful is the forum on groups.yahoo.com. Refer to the Amibroker website for more information.
Your simulator looks to be exactly what I have been hunting for for some time. Amibroker playback is great, but unless you can code your system to run a backtest its not possible to derive any stats. (My semi-discretionary intraday system is beyond my abilities to code.) Your simulator looks as if it will perform like Ninja – run the playback, click Buy, Sell etc when my conditions are met, then see how well it all worked.
I would greatly appreciate the code – I don’t care how messy it might be.
Hello, i would be interesred in knowing were I can get a chart of the tick for free. i an already paying for to many services that don’t offer the tick that you have on your display
thanks
nicos
extremely impressive with your goals.
I hope u make it as i’m on the same path to financial freedom myself
Hello from France,
I am very interested in your simulator system with Amibroker,
I hope you can send it to me to my mail adress,
Thank you very much for your answer,
Best regards,
A. Martinod / France
Hi, Nice blog! Would you please consider adding a link to my website on your page. Please email me back.
Thanks!
Harry
harry.roger10@gmail.com
hi. i am from india. i have seen your multiday-vwap. please suggest me to find 3 day vwap using ieod data of any time frame.
regards,
abasu2005@gmail.com
Hi Abhi,
I am not sure what you are asking exactly, but in my opinion a fixed period vwap such as a three day will not be of much use. Fist of all, the vwap would need to be ‘reset’ every 3 days, so the graph would be different depending on which day you would start it. The idea behind a vwap is to visualize the average volume since a particular event (in a one-day vwap this would be the start of the trading day, and it is ‘reset’ the following day). The multiday vwap as I show in my blog should be set to start from a particular event – for example when a stock starts rallying after hitting a multi year low, or after a particlar earnings release. This way you can guage the current price vs the ‘average sentiment’ since this event.
regards,
eToke
but in my amibroker i am not finding study id kind of thing. please help me.
Hi Abhi,
in Amibroker, Studies refer to the manual ‘drawings’ you can create on the chart – such as vertical lines, horizontal lines, trend lines etc… You can create these from the standard toolbar. If you create a study then double click on it you will access the properties – in the properties you will find an option to set the study ID.
If you are still new to Amibroker I suggest you try simpler exercises first and follow the documentation which comes with AB. Also useful is the forum on groups.yahoo.com. Refer to the Amibroker website for more information.
regards,
eToke