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AFL Projects for the UKB

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  • Herman
    AFL Projects for the UKB Please answer to this email on AmiBroker-afl . As I unannounced on the main list I have an assortment of ideas and code (nothing
    Message 1 of 5 , Feb 8, 2009
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      AFL Projects for the UKB

      Please answer to this email on AmiBroker-afl. As I unannounced on the main list I have an assortment of ideas and code (nothing fancy!) that some users may find useful and may want to work on. As time permits I will share what I have, answer questions, and help with coding. This may help newcomers pick up afl programming techniques and speed up their personal projects. We will use AmiBroker-AFL to work on the posts. This effort is most useful to beginners however anyone can comment or participate.


      1) The object is to produce documented code that can be posted on the User's Knowledge Base . Visit the UKB for examples. Topics can be tips, tricks, and afl code of any complexity. Neither presentation or code is expected to be perfect. The idea is to provide starter-afl and ideas that can be used by others in whatever application they are working on.


      2) To allow tracking projects it is ESSENTIAL that the subject line of posts is descriptive and remains unchanged.


      3) Below are some topics from my UKB folder. Completion varies from heading-only to some fairly complete work. A few topics may already be in the library or on the UKB, in which case it may be possible to improve on existing code - or we simply skip it. It would take me too much time to add descriptions, so, if a a topic sounds interesting tell me what you expect it to be (we might get some new ideas that way) and we can discuss it. 


      Also feel free to add your own ideas/requirements: new topics welcome!


      Best regards,

      herman


      1. Accelerating Indicators.doc
      2. Applying TimeZones to the TWS Tradelist.doc
      3. Automated Chart Reviews.doc
      4. Automated Composite Generation.doc
      5. Bar Overlap in Real-time.doc
      6. Button Slider.doc
      7. Button to Set Numerical Parameters.doc
      8. Canceling Orders on the IBc PendingList.doc
      9. Chart Bookmarks.doc
      10. Chart Trading.doc
      11. Closing a Position.doc
      12. Collecting TWS Error Messages.doc
      13. Converting the TWSTrades file to csv.doc
      14. Creating Custom Titles.doc
      15. Creating execution timing alerts.doc
      16. Creating GTD and GAT Time strings.doc
      17. Creating InLine RealTimeComposites.doc
      18. Creating the Breakout Range Indicator.doc
      19. Data Cleansing.doc
      20. Data Latency - Ping.doc
      21. DBV RT.doc
      22. Debugging Loops.doc
      23. Debugging with Say.doc
      24. Deleting Composites.doc
      25. Designing a system using a loop.doc
      26. Detecting Parameter Change.doc
      27. Developing Entries using n-bar exits.doc
      28. Developing exits using Random entries.doc
      29. Developing Low Level GFX overlays.doc
      30. Display Last n Actions on your chart.doc
      31. Displaying Accounts Fields.doc
      32. Displaying Pane Execution Times.doc
      33. Displaying Portfolio Status.doc
      34. Displaying TWS Connection Status.doc
      35. Elastic Time.doc
      36. ErrorCodeExtraction.doc
      37. Exploring Bar Overlap.doc
      38. Exploring Intra Ticker Relationships.doc
      39. Feeding TWS Exported Tradelists into the Backtester.doc
      40. Finding coding errors.doc
      41. Flipping Signals.doc
      42. Forward DeGapping.doc
      43. GFX Custom Cursors.doc
      44. Gfx for dummies.doc
      45. GFX Popup Window.doc
      46. Gfx Title for Real.doc
      47. Global Parameters.doc
      48. Global Variables.doc
      49. HFAT eSignal.doc
      50. Intraday market behavior.doc
      51. LastBar Centering.doc
      52. Linear Regression based HHV.doc
      53. Linear Regression Channels.doc
      54. Looping.doc
      55. Maintaining a TWS Error.doc
      56. mark cursor across windows.doc
      57. Misc Debugging Tricks.doc
      58. OHL RT price bars.doc
      59. Optimizing Code for speed.doc
      60. Optimizing Dependent and Independent parameters.doc
      61. Optimizing in Real Time from an Indicator.doc
      62. ParamDateSlider.doc
      63. Parameter Signatures.doc
      64. ParamFile.doc
      65. PassCounters.doc
      66. Pattern Recognition.doc
      67. PersistentArrays.doc
      68. Placing an Order through the IB.doc
      69. Plot time remaining at last bar.doc
      70. Plotting a Breakout Range.doc
      71. Plotting Profit bars.doc
      72. Plotting TWS Real Time Trades.doc
      73. PlotTWSTrades.doc
      74. Price Prediction.doc
      75. Profit Targets.doc
      76. Putting the T3 in Overdrive.doc
      77. Relative Strength and Correlation.doc
      78. Replacing Bars with TickAveraged Data.doc
      79. Signal Averaging.doc
      80. Slideshow.doc
      81. Streak Analysis.doc
      82. Sync Window Data ranges.doc
      83. Synchronizing Global Parameters.doc
      84. Synthesized Voice Reporting.doc
      85. The Price Path.doc
      86. Custom Tick Chart.doc
      87. TWS Error and Order Status handling.doc
      88. TWS Error Message Parsing.doc
      89. Typical Indicator Development.doc
      90. UKB Demo AT exerciser.doc
      91. Using an Action Queue.doc
      92. Using IntraBar Arrays.doc
      93. Using Composites for Storage.doc
      94. Using Include files to store data.doc
      95. Using Inline Realtime composites.doc
      96. Using System States.doc
      97. Using the Auto Exported TWS Tradelist.doc
      98. Which comes first H or L.doc






    • chandrakant
      dear sir, Thank you for making this group alive once again..sir iam eager to read-learn from .doc [ OHL RT price bars.doc Optimizing Code for speed.doc
      Message 2 of 5 , Feb 9, 2009
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        dear sir,
        Thank you for making this group alive once again..sir iam eager to
        read-learn from .doc
        [ OHL RT price bars.doc
        Optimizing Code for speed.doc
        Optimizing Dependent and Independent parameters.doc
        Optimizing in Real Time from an Indicator.doc ]
        as you have mentioned please guide me from where i ll be able to
        download those docs , i have searched userkb..etc..etc ,but didnt find
        those..
        kindly help,
        Thank you
      • Herman
        Re: [amibroker-afl] Re: AFL Projects for the UKB Hello, Many of these .doc file are INCOMPLETE topics, while some others are in an advanced stage (see the post
        Message 3 of 5 , Feb 14, 2009
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          Re: [amibroker-afl] Re: AFL Projects for the UKB

          Hello,


          Many of these .doc file are INCOMPLETE topics, while some others are in an advanced stage (see the post on Plotting TWS Trades). They topics were listed (not posted anywhere) to allow users, it they are interested, to work on them. I am personally willing, within my capability (I am NOT a professional programmer), to help with the coding, in public on this list. Users will have to do most of the work; I am just a facilitator. This is where some people may benefit from projects and learn something new. When a project is complete with a description on what the code does and how it works, the intend is to publish it on the UKB.


          I will give you a brief introduction to the topics you mentioned in a later email.


          best regards,

          herman





          Monday, February 9, 2009, 3:00:24 PM, you wrote:


          > dear sir,

          > Thank you for making this group alive once again..sir iam eager to 

          > read-learn from .doc

          > [ OHL RT price bars.doc 

          > Optimizing Code for speed.doc 

          > Optimizing Dependent and Independent parameters.doc 

          > Optimizing in Real Time from an Indicator.doc ]

          > as you have mentioned please guide me from where i ll be able to 

          > download those docs , i have searched userkb..etc..etc ,but didnt find

          > those..

          > kindly help,

          > Thank you




          > ------------------------------------


          > Yahoo! Groups Links


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        • Herman
          Re: [amibroker-afl] Re: AFL Projects for the UKB ... This is a simple topic and deals with the fact that when using Intraday bar the Previous Close and the
          Message 4 of 5 , Feb 14, 2009
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            Re: [amibroker-afl] Re: AFL Projects for the UKB

            > [ OHL RT price bars.doc 


            This is a simple topic and deals with the fact that when using Intraday bar the Previous Close and the current open are two consecutive ticks with minimum price change between them. If you were to take the bar average (O+H+L+C)/4 this would be weighted towards the Open of the bar. Hence in Intraday I would use OHL only. Others may use different methods. This in contrast to End of Day bars where there can be a significant price change over night.


            > Optimizing Code for speed.doc 


            Optimizing code for speed would explain some methods which can be used, and/or should be prevented, when designing code for execution speed. This would be mostly for real-time applications.


            > Optimizing Dependent and Independent parameters.doc 


            Exhaustive optimizations often take a long time to complete however there are many situations where a variable can be optimized separately. These would be variables that optimize to the same value independently from the values optimized to by other variables. This topic would explore how depencies can be determined, and how indpendent optimization can be coded into optimizations.


            > Optimizing in Real Time from an Indicator.doc ]


            Optimizing in real-time from an indicator would explain how you perform simple optimizations "in-line". This, for example, would come in handy when trading a portfolio and each ticker needs to use a different stop level. 


            All of the above are just ideas and need to be developed virtually from scratch. 


            best regards,

            herman







            Monday, February 9, 2009, 3:00:24 PM, you wrote:


            > dear sir,

            > Thank you for making this group alive once again..sir iam eager to 

            > read-learn from .doc

            > [ OHL RT price bars.doc 

            > Optimizing Code for speed.doc 

            > Optimizing Dependent and Independent parameters.doc 

            > Optimizing in Real Time from an Indicator.doc ]

            > as you have mentioned please guide me from where i ll be able to 

            > download those docs , i have searched userkb..etc..etc ,but didnt find

            > those..

            > kindly help,

            > Thank you




            > ------------------------------------


            > Yahoo! Groups Links


            > <*> To visit your group on the web, go to:

            >     http://groups.yahoo.com/group/amibroker-afl/


            > <*> Your email settings:

            >     Individual Email | Traditional


            > <*> To change settings online go to:

            >     http://groups.yahoo.com/group/amibroker-afl/join

            >     (Yahoo! ID required)


            > <*> To change settings via email:

            >     mailto:amibroker-afl-digest@yahoogroups.com 

            >     mailto:amibroker-afl-fullfeatured@yahoogroups.com


            > <*> To unsubscribe from this group, send an email to:

            >     amibroker-afl-unsubscribe@yahoogroups.com


            > <*> Your use of Yahoo! Groups is subject to:

            >     http://docs.yahoo.com/info/terms/



          • Thomas Ludwig
            Herman, your commitment is highly appreciated - your contributions to the AB community over the years are really enormous! I m certainly willing to
            Message 5 of 5 , Feb 15, 2009
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              Herman,

              your commitment is highly appreciated - your contributions to the AB
              community over the years are really enormous! I'm certainly willing to
              participate in the AFL projects, but I'm not sure if my limited coding
              skills are sufficient.

              Having said that, I'm interested in
              Accelerating Indicators.doc
              and
              Closing a Position.doc

              I hope that I will be able to achieve some useful results.

              Greetings,

              Thomas


              > Please answer to this email on AmiBroker-afl. As I unannounced on the
              > main list I have an assortment of ideas and code (nothing fancy!)
              > that some users may find useful and may want to work on. As time
              > permits I will share what I have, answer questions, and help with
              > coding. This may help newcomers pick up afl programming techniques
              > and speed up their personal projects. We will use AmiBroker-AFL to
              > work on the posts. This effort is most useful to beginners however
              > anyone can comment or participate.
              >
              > 1) The object is to produce documented code that can be posted on
              > the User's Knowledge Base . Visit the UKB for examples. Topics can be
              > tips, tricks, and afl code of any complexity. Neither presentation or
              > code is expected to be perfect. The idea is to provide starter-afl
              > and ideas that can be used by others in whatever application they are
              > working on.
              >
              > 2) To allow tracking projects it is ESSENTIAL that the subject line
              > of posts is descriptive and remains unchanged.
              >
              > 3) Below are some topics from my UKB folder. Completion varies from
              > heading-only to some fairly complete work. A few topics may already
              > be in the library or on the UKB, in which case it may be possible to
              > improve on existing code - or we simply skip it. It would take me too
              > much time to add descriptions, so, if a a topic sounds interesting
              > tell me what you expect it to be (we might get some new ideas that
              > way) and we can discuss it. 
              >
              > Also feel free to add your own ideas/requirements: new topics
              > welcome!
              >
              > Best regards,
              > herman
              >
              > Accelerating Indicators.doc
              > Applying TimeZones to the TWS Tradelist.doc
              > Automated Chart Reviews.doc
              > Automated Composite Generation.doc
              > Bar Overlap in Real-time.doc
              > Button Slider.doc
              > Button to Set Numerical Parameters.doc
              > Canceling Orders on the IBc PendingList.doc
              > Chart Bookmarks.doc
              > Chart Trading.doc
              > Closing a Position.doc
              > Collecting TWS Error Messages.doc
              > Converting the TWSTrades file to csv.doc
              > Creating Custom Titles.doc
              > Creating execution timing alerts.doc
              > Creating GTD and GAT Time strings.doc
              > Creating InLine RealTimeComposites.doc
              > Creating the Breakout Range Indicator.doc
              > Data Cleansing.doc
              > Data Latency - Ping.doc
              > DBV RT.doc
              > Debugging Loops.doc
              > Debugging with Say.doc
              > Deleting Composites.doc
              > Designing a system using a loop.doc
              > Detecting Parameter Change.doc
              > Developing Entries using n-bar exits.doc
              > Developing exits using Random entries.doc
              > Developing Low Level GFX overlays.doc
              > Display Last n Actions on your chart.doc
              > Displaying Accounts Fields.doc
              > Displaying Pane Execution Times.doc
              > Displaying Portfolio Status.doc
              > Displaying TWS Connection Status.doc
              > Elastic Time.doc
              > ErrorCodeExtraction.doc
              > Exploring Bar Overlap.doc
              > Exploring Intra Ticker Relationships.doc
              > Feeding TWS Exported Tradelists into the Backtester.doc
              > Finding coding errors.doc
              > Flipping Signals.doc
              > Forward DeGapping.doc
              > GFX Custom Cursors.doc
              > Gfx for dummies.doc
              > GFX Popup Window.doc
              > Gfx Title for Real.doc
              > Global Parameters.doc
              > Global Variables.doc
              > HFAT eSignal.doc
              > Intraday market behavior.doc
              > LastBar Centering.doc
              > Linear Regression based HHV.doc
              > Linear Regression Channels.doc
              > Looping.doc
              > Maintaining a TWS Error.doc
              > mark cursor across windows.doc
              > Misc Debugging Tricks.doc
              > OHL RT price bars.doc
              > Optimizing Code for speed.doc
              > Optimizing Dependent and Independent parameters.doc
              > Optimizing in Real Time from an Indicator.doc
              > ParamDateSlider.doc
              > Parameter Signatures.doc
              > ParamFile.doc
              > PassCounters.doc
              > Pattern Recognition.doc
              > PersistentArrays.doc
              > Placing an Order through the IB.doc
              > Plot time remaining at last bar.doc
              > Plotting a Breakout Range.doc
              > Plotting Profit bars.doc
              > Plotting TWS Real Time Trades.doc
              > PlotTWSTrades.doc
              > Price Prediction.doc
              > Profit Targets.doc
              > Putting the T3 in Overdrive.doc
              > Relative Strength and Correlation.doc
              > Replacing Bars with TickAveraged Data.doc
              > Signal Averaging.doc
              > Slideshow.doc
              > Streak Analysis.doc
              > Sync Window Data ranges.doc
              > Synchronizing Global Parameters.doc
              > Synthesized Voice Reporting.doc
              > The Price Path.doc
              > Custom Tick Chart.doc
              > TWS Error and Order Status handling.doc
              > TWS Error Message Parsing.doc
              > Typical Indicator Development.doc
              > UKB Demo AT exerciser.doc
              > Using an Action Queue.doc
              > Using IntraBar Arrays.doc
              > Using Composites for Storage.doc
              > Using Include files to store data.doc
              > Using Inline Realtime composites.doc
              > Using System States.doc
              > Using the Auto Exported TWS Tradelist.doc
              > Which comes first H or L.doc
              >
              >
              >
              >
              >
              >
              >
              >
              >
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