PureBytes Links
Trading Reference Links
|
Hello,
You have used misleading subject line "BACKTEST and END OF DAY"
so I misunderstood that you want to backtest END OF DAY data.
If you are using INTRADAY data
You would need to use
Sell = Cover = TimeNum()==195500;
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "penny_stoxx" <pennystoxx@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, September 18, 2003 2:42 PM
Subject: [amibroker] Re: BACKTEST and END Of DAY
> Tomasz .. thanks for your prompt reply but i really do not see how
> this will close my position at the end of the trading day.
>
> Wat i want to do is the following: i buy or short based on
> indicator line crossing. So far so good. I set stoploss and profit
> protection. Just before the end of the trading day (i trade the euro
> stoxx 50 future which runs untill 20.00 hours) i close my position.
>
> So at 19.55 hr i want to either sell my position or buy back my short
> and stop for that day
>
> thanks
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
> > Hello,
> >
> > Add
> >
> > Sell = Cover = True;
> >
> > to your formula.
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: "penny_stoxx" <pennystoxx@xxxx>
> > To: <amibroker@xxxxxxxxxxxxxxx>
> > Sent: Thursday, September 18, 2003 1:50 PM
> > Subject: [amibroker] BACKTEST and END Of DAY
> >
> >
> > > Hi there, how can i incorporate in my backtest the fact that i
> don ot
> > > want to go overnight... So at the end of day (lets say 5
> minutes
> > > for end of trading) i want to close (sell or buy back) any
> outstandig
> > > position...
> > >
> > > I see no stamdard feature for this... Is tehre maybe? is there
> maybe
> > > way to program this
> > >
> > >
> > > please let me know
> > >
> > >
> > > bye
> > >
> > >
> > >
> > >
> > > Send BUG REPORTS to bugs@xxxx
> > > Send SUGGESTIONS to suggest@xxxx
> > > -----------------------------------------
> > > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > --------------------------------------------
> > > Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
> > >
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Remanufactured Ink Cartridges & Refill Kits at MyInks.com for: HP $8-20. Epson $3-9, Canon $5-15, Lexmark $4-17. Free s/h over $50 (US & Canada).
http://www.c1tracking.com/l.asp?cid=6351
http://us.click.yahoo.com/0zJuRD/6CvGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|