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I have been papertrading a very short term and discretionary system
on the Hang Seng futures over the last 1 1/2 months. Anyway,
although I would like to keep using discretionary entries for the
time being, I would like to do some backtesting on exit strategies
based on the discretionary entries I picked real-time in the past. I
was wondering if there was some way for me to type my entry times and
prices into Amibroker and then write code to backtest my ideas for
exit strategies.
(if it were just time, it think it would look like this):
longentry=iif(datenum()==1031114 AND timenum()==(213500 or 222100 or
234500),1,0);
shortentry=iif(datenum()==1031114 AND timenum()==(215500 or 225500 or
232300),1,0);
buy=longentry; sell=???; short=shortentry; cover=???;
But I need to be able to enter both entry time and price and I'm not
sure how to do this, can anyone help me?
Thanks in advance,
Greg
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