Ilmu Saham | ISX Stock Market Resource Center

AMIBROKER: THE TRUTH ABOUT VOLATILITY

Posted in Trading System, Useful Tools by ilmusaham on June 1, 2008

In “The Truth About Volatility,” Jim Berg presents how to use several well-known volatility measures such as average true range (ATR) to calculate entry, trailing stop, and profit-taking levels. Implementing techniques presented in the article is very simple using the AmiBroker Formula Language (Afl), and takes just a few lines of code.

Listing 1 shows the formula that the plots color-coded price chart, trailing stop, and profit-taking lines, as well as a colored ribbon showing volatility-based entry and exit signals. The relative strength index (RSI) used by Berg is a built-in indicator in AmiBroker, so no additional code is necessary. See Figure 3 for an example.

AMIBROKER, VOLATILITY SYSTEM

FIGURE: AMIBROKER, VOLATILITY SYSTEM. Here is a sample AmiBroker chart demonstrating the techniques from Jim Berg’s article in this issue.

LISTING 1
EntrySignal = C > ( LLV( L, 20 ) + 2 * ATR( 10 ) );
ExitSignal = C < ( HHV( H, 20 ) – 2 * ATR( 10 ) );
Color = IIf( EntrySignal, colorBlue, IIf( ExitSignal, colorOrange, colorGrey50 ));
TrailStop = HHV( C – 2 * ATR(10), 15 );
ProfitTaker = EMA( H, 13 ) + 2 * ATR(10);
/* plot price chart and stops */
Plot( TrailStop, “Trailing stop”, colorBrown, styleThick | styleLine );
Plot( ProfitTaker, “Profit taker”, colorLime, styleThick );
Plot( C, “Price”, Color, styleBar | styleThick );

/* plot color ribbon */
Plot( 1, “”, Color, styleArea | styleOwnScale | styleNoLabel, -0.1, 50 );

–Tomasz Janeczko, AmiBroker.com
http://www.amibroker.com

Frequency Analyzer™ for ISX

Posted in Useful Tools by ilmusaham on May 31, 2008

Mau kasih tau aja ada freeware sederhana, kali aja ada yang minat.

Bisa di download di: http://www.mediafire.com/?t0wumqegdfo

Setelah download, jalanin filenya dan extract ke C:\freqanalyzer

Market lagi ngga fun, jadi saya pilih minggir sambil iseng-iseng bikin tools kecil, seperti yang waktu itu pake excel. Datanya bisa langsung di stock split (bila ada), dan langsung download dari website BEI. Feedback dan commentnya ditunggu.

Thanks.

Regards,
Dean Earwicker

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MA Golden Cross Scanner/Explorer using Amibroker

Posted in Useful Tools by ilmusaham on April 21, 2008

Anda ingin explore/scan saham2 apa saja yang golden cross (MA5 dengan 20 / MA20 dengan MA60) atau scan/explore saham2 yang death cross dengan cepat dan mudah?

Silakan gunakan amibroker anda, dan install add-on formula scanner sbb:

http://rapidshare.com/files/108978681/Scanner.EXE
Petunjuk cara pakai:
http://rapidshare.com/files/108978845/Scanner_How_To.pdf
Source: http://vierjamal.blogspot.com

GUPPY MULTIPLE MOVING AVERAGE ™

Posted in Trading Resources, Useful Tools by ilmusaham on April 10, 2008

This indicator was developed by Daryl Guppy. It is fully explained in TREND TRADING. Captures the inferred behaviour of traders and investors by using two groups of averages. Uses fractal repetition to identify points of agreement and disagreement which precede significant trend changes.

APPLICATION

Applied to understand the nature and character of the trend. Used to assess the degree and extent of trading activity. Excessive trading activity can destabilise strong trends. Trend analysis enables more effective selection of appropriate trading strategies such as breakout, trend continuation etc. Can be applied to long side and short side trading. Can be applied to intraday trading. Also used for longer term investment style analysis.

TACTICS

  • Join established trends at points of price weakness

  • Join established trends breaking to new highs

  • Trade breakouts using rally dips and rebounds

  • Trade downtrend rallies as rallies rather than trend breaks

  • Recognise trend breaks as they develop

RULES

  • Degree and nature of separation in the long term group define trend strength and weakness

  • Degree and nature of separation in the short term group define the nature of trading activity.

  • Degree and nature of separation between the two groups of moving averages define the character of the trend.

  • Compression shows agreement on price and value.

  • Compression of both groups at the same time indicate major re-evaluation of stock and potential for a trend change

  • Trade in the direction of the long term group of averages

  • The relationships between the groups provide the necessary information about the nature and character of the trend.

  • Do not use as a moving average crossover tool

ADVANTAGES

  • Enables effective analysis of the trend environment

  • Improves selection of the appropriate trading tactics

  • Better understanding of trend strength

  • Effective evaluation of unusual price movements, such as dips and spikes

  • Effective understanding of trading activity and behaviour

DISADVANTAGES

  • Not effectively applied to trend less stocks

  • Cannot be applied to all trending stocks

  • Do not use as a moving average crossover signal

See how some FX traders are using the GMMA

Source: http://www.guppytraders.com

Paper Trading dengan Simulasi Saham gratis

Posted in My Corner, Trading Resources, Useful Tools by ilmusaham on April 2, 2008

Untuk pemula, idealnya paper trading adalah sebagai tahap awal praktek bermain saham. Bisa untuk latihan membuktikan teori investing yang long term maupun trading yang lebih short term, maupun posisi investing yang di tradingkan.

Walaupun paper trading belum bisa menggambarkan 100% sama dengan kondisi real, dimana dalam kondisi real faktor psikologis (mind) sangat bermain. Tapi paling tidak paper trading bisa menjadi sarana pelatihan methods & money management.

Berikut tools simulasi saham / paper trading yang bisa dimanfaatkan:

http://www.howthemarketworks.com/trading/index.php

Simulasi-saham

Semoga berguna.

Regards.

Budi Wiyono

budiw.co.cc

Kinerja Reksadana Terbaik Berdasarkan Return

Posted in Investing Resources, My Corner, Useful Tools by ilmusaham on March 27, 2008

Sumber Informasi Performansi Reksadana yang resmi adalah di website bapepam. Data yang diperoleh berupa data xls yang bisa kita olah sendiri.

Selain itu, jika tidak ada waktu untuk mengolah sendiri, tersedia juga sumber informasi sekunder seperti portalreksadana.com, yang saya sudah cek cukup ter-update. Tools bisa di klik pilihan periodenya s/d bulanan dan tahunan.

Contoh result:

Saham

No Produk Return
(%)
1 ABN AMRO Indonesia Equity Value Fund 0.00
2 Si Dana Saham 0.00
3 Panin Dana Maksima -7.49
4 Reksadana Big Palapa -9.59
5 OPTIMA SAHAM -10.10
6 REKSA DANA SCHRODER DANA ISTIMEWA -10.52
7 REKSA DANA NIKKO SAHAM NUSANTARA -11.15
8 MAHANUSA DANA EKUITAS -11.41
9 REKSA DANA EURO PEREGRINE EQUITY -11.47
10 Reksadana Big Nusantara -11.87

Semoga berguna.

Melihat list portfolio reksadana ter-update

Posted in My Corner, Useful Tools by ilmusaham on March 25, 2008

URL:

http://www.bapepam.go.id/reksadana/Aktifitas/LapBapPortoShow.asp?tTglFirst=20070501&tTglSecond=20080324&tReksaCode=MKTMANTAP&tBK=BALI1&tBKCode=BALI1

Keterangan:

  • Update tTglSecond, contoh tTglSecond=20080324 (format:tahun bulan tanggal, gunakan tanggal sehari sebelum hari ini (T-1))

Contoh Result:
URL: http://www.bapepam.go.id/reksadana/Aktifitas/LapBapPortoShow.asp?tTglFirst=20070501&tTglSecond=20080324&tReksaCode=035600055431&tBK=HSBC1&tBKCode=HSBC1

LAPORAN PORTOFOLIO REKSADANA
10 Terbesar

24 Maret 2008

Manajer Investasi PT Mandiri Manajemen Investasi
Bank Kustodian Hongkong and Shanghai Bank
Nama Reksadana REKSA DANA MANDIRI INVESTA ATRAKTIF
Jenis Reksadana (Terbuka/Tertutup) – (Perseroan/KIK) Terbuka – KIK
Tipe Reksadana Saham
No. Nama Efek Tipe Efek
1 BUMI RESOURCES Tbk Saham
2 ASTRA INTERNATIONAL Tbk Saham
3 PERUSAHAAN GAS NEGARA (PERSERO) Tbk Saham
4 TELEKOMUNIKASI INDONESIA Tbk Saham
5 ASTRA AGRO LESTARI Tbk Saham
6 BANK MANDIRI ( PERSERO ) Tbk Saham
7 INDO TAMBANGRAYA MEGAH Tbk Saham
8 BANK RAKYAT INDONESIA (PERSERO) Tbk Saham
9 INTERNATIONAL NICKEL INDONESIA Tbk Saham
10 TAMBANG BATUBARA BUKIT ASAM (PERSERO) Tbk Saham
 

Semoga berguna

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Data pergerakan NAB Reksadana yang gratis

Posted in My Corner, Useful Tools by ilmusaham on March 23, 2008

Buat rekan yang butuh info data pergerakan NAB yg free:

Result berupa grafik & download data xls nya.
Semoga berguna,

Rgds.
Budi Wiyono

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Yahoo! Chart Tool

Posted in from CLUB, Useful Tools by ilmusaham on March 18, 2008

http://rapidshare.com/files/160121153/StockWatch.zip

This tool using MS IE 5.5 or later.
Use semicolon ( ; ) separator for more than one stock code.
ex: ANTM;ASII;TBLA
or ANTM.JK;ASII.JK;TBLA.JK

source: joseph chuang <ocepchuang@yahoo.com.sg>
date: Thu, Mar 13, 2008 at 1:44 PM

Widget untuk monitoring harga metal, commodity & saham

Posted in from CLUB, Useful Tools by ilmusaham on March 18, 2008

Beberapa widget yang berguna untuk monitoring:

Aplikasi widget dapat di download di http://widgets.yahoo.com/download/

Cara instalasi: http://tradernubie.blogspot.com/

Setelah di instal, untuk menjalankan widget tinggal Open Widget ..

Semoga berguna.

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