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  1. mushinseeker

    Amibroker formula, multi time frames

    I enter the date span and hit play and nothing happens to the chart. I have to read more about the bar replay , maybe I am doing it wrong. I see the time move in the bar replay window as well as the progress bar but the chart is not moving. -is it supposed to? Masterbrain--totally my fault I...
  2. mushinseeker

    Amibroker formula, multi time frames

    That being said, a backtest system using bar replay such as Sierras (AB also has one but I think current version is not working) would be more accurate since in bar replay, your entry/ exit signals are being evaluated in "real time" thru bar replay ie as your 10m bar gets built, your 1 hour...
  3. mushinseeker

    Amibroker formula, multi time frames

    Masterbrain, thanks for your perspective. I think I am trying to fix something that is inherently not broken -specially the way you explained it. (a bar is not hourly until it finishes. If I have a 12:40-12:50 bar , "expandlast" will access the 11-12 bar until the 12:50 which will then shift...
  4. mushinseeker

    Amibroker formula, multi time frames

    Hi Amibroker powerusers. Need some help in clarifying whether backtests using 2 timeframes can be done . I know there are functions to fetch data from higher timeframes (ex 60m into a 10m) but I am concerned that there might be material limitations to this kind of testing. Let me explain...
  5. mushinseeker

    How do you chart your spot fx

    Hi Jason, so you are saying that while some brokers are closed for that time, some brokers like Fxcm are open during that time period? I have done any orders with IB but I would think that IB is closed since their quoteserver is down during that time.
  6. mushinseeker

    How do you chart your spot fx

    I think it makes sense to start the day after the 5pm roll BUT the question is do you define the day from 17:01 EST to 17:00 OR 17:15 to 17:00 next day? I am new to forex so I'd appreciate insights from the Fx pros. I have 2 fx data sources- one from FXCM another thru IB and am trying to...
  7. mushinseeker

    automated market making options/futures

    garachen great advise. BTw, what is PCA?
  8. mushinseeker

    automated market making options/futures

    I used 39/41 in this example because my system is attempting to churn and make the spread around the current IV. My adjustments on the 39/41 envelope will depend on a myriad of factors such as my risk appetite, vol levels,etc. So if IV is around 52 week low and I expect it to revert up I might...
  9. mushinseeker

    automated market making options/futures

    Eyez-thanks for insight. Just want to confirm we are talking the same thing as far as having a single theo. you are fucked scenario. eg. I make a decision that with HV at 40% I am willing to be long /short 5000 vegas at 39/41 IV respecitvely. My system puts bid/offers on ICE using values...
  10. mushinseeker

    automated market making options/futures

    Eyez good point on the colo speed but as a customer trying to make markets on fut options on the ICE let's say, and granted that you see the futures quotes half a second slower than the system of the big guys , wouldn't their edge be softened if you choose to focus on markets that have smaller...
  11. mushinseeker

    automated market making options/futures

    I've asked this on ET and have gotten the ff. answers 1. The margins have shrunk due to decimals instead of 1/8's 2. Most of the MM have gone out of business or operate on very slim margins. I counter with the fact that other than equity options, most min tick sizes of commodities...
  12. mushinseeker

    Philippine Forex Traders

    Is the infastructure there stable enough to trade short term like ES/futures? Trading in Boracay sounds like awesome provided the power/internet is stable. I hear about that place all the time from guys visiting Philippines for the holidays. I trade from CT, USA which probably can't rival...
  13. mushinseeker

    Which broker?

    Anyone care to share experience w/ MBTrading specifically their EXN pay for limits" plan where you get paid to put on bids/offers on their book. On paper that seems like a good deal much like stock rebate trading 2 years ago. Unless of course their book is so thin that when you get executed...
  14. mushinseeker

    Does TWS support a time-based stop order?

    Does Ib have time based stops where the stop can be adjusted every x minutes. ex With XYZ at $102.00 Sell stop at $100 gets cancelled and modified to $100.10, $100.20, $100,30..... by 10 cents every 10 minutes?
  15. mushinseeker

    Trading Volume Dead

    I don't trade futures but I would think traders there want volatility so if ES now moves 20 pts vs 7 in 2008, would that not be better ?
  16. mushinseeker

    Amibroker tutors? SierraCharts too?

    Hi. Need some advise from experienced Amibroker and SierraCharts users here. Been using AB past years and have written a lot of indicators and backtests but have recently hit a wall when it comes to understand and manipulating the backtest objects. The documentation some dating years back (AB...
  17. mushinseeker

    How do you chart your spot fx

    Can anyone explain to me why aud.nzd fx pair stops trading with IB from 3-3:15PM EST while the majority of the fx pairs stop trading 5-5:15pm? Are these arbitrary times unique per broker or unique only to NZD or is there some industry standard? Furthermore, as you setup your db/charting...
  18. mushinseeker

    Dynamic Excel DDE link to TOS (ThinkOrSwim)

    there is a lot out there where the dde from tos stopped working after certain updates. Real pain ....before you start deleting patches from MSFT, try right clicking on excel icon and "run as admin" that is how I solved my DDE TOs problem. Good luck
  19. mushinseeker

    Help need debugging simple Amibroker AFL code

    Hi. I am trying to create an index whose value is collected every 2 min and then displayed in a 1 hour OHLC format based on three stocks using the ff formula. Myindex= ((aapl/10)+ (1/goog)+ csco)/3 I created indx.afl with the ff code. n = Name(); array = 0; if( n == "aapl" ) array =...
  20. mushinseeker

    Dynamic Excel DDE link to TOS (ThinkOrSwim)

    is to ceate custom formluas using thinkscript then assign it to a custom column. once you assign it to that, you can see it in a quote page + export it to excel thru DDE like this Quote on 8/6/13 22:14:12 American-Style Indices Symbol Last Intra_HV_Index SigmaDly XCI =TOS|LAST!'XCI'...
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