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To close out positions at 3am replace part of the sell statement as follows
Sell =Cross(EMA(Close,29),EMA(Close,7)) AND DayOfWeek()==5 AND
TimeNum()>=014500 AND TimeNum()<=030000;
with
Sell = Cross(EMA(Close,29),EMA(Close,7)) OR Cross(timenum(),030000) );
This will ensure that you sell on either the EMA cross, or on time out
Then you will need to change the Short to the original Sell statement so
that you do not get the Cross of 030000 as a short signal, and replace the
Cover to include the Timenum() Cross as per the Sell
Hope this makes sense, if not here they are
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) ) OR Cross(timenum(),030000) ;
Short = Cross(EMA(Close,29),EMA(Close,7)) AND DayOfWeek()==5 AND
TimeNum()>=014500 AND TimeNum()<=030000;
Cover = Cross(EMA(Close,7),EMA(Close,29)) OR Cross(timenum(),030000);
Ps hope I got all the brackets correct
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: the_real_redleg [mailto:james.hall3@xxxxxxxxxxx]
Sent: Thursday, 16 October 2003 7:11 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: More simple backtesting questions
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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