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Arthur what I have given below for backtesting will give you
the last trade of the day. Unless you have data at 1600 hours you cannot just
call up a figure for that particular time. In words what I wrote was If the
next period$B!G(Bs hour is less than the current period$B!G(Bs hour then the value is to
be the close of the current period. Example the last trade was at 1545 hours
and next trade is at 1040 next day. The close is for the 1545 period as the
next bar hour is 10 which is less than 15.
In some illiquid stocks the last trade for the day could be
at 10:01 am which is a long way from 4pm
Hope this explains it better.
<font size=3 color=teal
face="Times New Roman">Cheers,
Graham
<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/ASXShareTrading
<font size=2
color="#339966" face="Times New Roman"><font
color="#339966">http://groups.msn.com/FMSAustralia
<span
>-----Original Message-----
From: Arthur Sawilejskij
[mailto:arthur@xxxxxxxxxxxxxxx]
Sent: Friday, 11 April 2003 12:32
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] Intraday
testing
<font size=2
face="Times New Roman">
<font size=3
face="Times New Roman">At 12:14 PM 10/04/2003
+0800, you wrote:
:
<span
>Arthur, I believe AB keeps moving
forward from one period to another irrespective of dates, unless you specify an
end of range. Even a sell at the last time of the day would stop any carry over
to next day.
Perhaps
try, in addition to your normal condition
Sell =
valuewhen(hour()>ref(hour(),1),c) or YourSellCondition;
<span
>
I've had a try at this but I am hopeless at coding.
How would I code it to tell it to stop at 1600 hours each day?
Send
BUG REPORTS to bugs@xxxxxxxxxxxxx<span
>
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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