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RE: [amibroker] Re: BACKTEST and END Of DAY



PureBytes Links

Trading Reference Links

TJ 
The only problem with that is that if you do not have a trade (tick) exactly
on the time it will not give a signal. Cross is a better solution as I
provided.

Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia


-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@xxxxxx] 
Sent: Thursday, 18 September 2003 11:24 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: BACKTEST and END Of DAY


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
> > >
> > >
> > >
> > >
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> > >
> > >
>
>
>
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