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Graham,
My browser went 404 ... sorry if this post is a duplicate.
The problem is that I don't know whether I will be long or short at
the time I want to exit.
For example, I'm trying to test a EMA Cross strategy of 7/29 with a
SL of 0.0123 on the USD/EUR 5 minute charts. I only want to consider
data on Fridays between 1:45 AM and 3:00 AM. At 3 each Friday I want
all open positions closed. Here is the AFL I'm using to attempt
that.
Buy = Cross(EMA(Close,7),EMA(Close,29)) AND DayOfWeek()==5 AND
TimeNum()>=014500 AND TimeNum()<=030000;
Sell = Cross(EMA(Close,29),EMA(Close,7)) AND DayOfWeek()==5 AND
TimeNum()>=014500 AND TimeNum()<=030000;
Short=Sell;
Cover=Buy;
ApplyStop(0,2,0.0123,True,False);
Thanks for the quick response!
James
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Try
> Sell = Timenum()==yourtime and Datenum()=yourdate
> I might be able to be more specific with more detail of the times
etc you
> want to close positions
>
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
>
> -----Original Message-----
> From: the_real_redleg [mailto:james.hall3@x...]
> Sent: Thursday, 16 October 2003 4:20 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] More simple backtesting questions
>
>
> Thanks to Graham and Yuki for answering my previous question! :)
>
> Is there an AFL command for "close all open positions at this
time?"
> I'm backtesting FOREX (EUR/USD)5 minute charts for specific time
> periods during specific days. But at the end of each time period I
> would like to close all open positions.
>
> Also, how can I set the backtester so that all trades are 1 lot
(for
> EUR/USD that means equivalent $100,000 USD per trade.) I have
> entered 100000 in the "set round lot size" function, but it
appears
> to trade multiple lots if the current ballance permits. How can I
> limit it to 1 lot only for all trades?
>
> Thanks!
>
> James
>
>
>
>
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