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The code is a legacy from EasyLanguage, which only allows trades at
"this bar on close" or "next bar."
To trade at open, I had to identify the condition the day before.
Of course, AmiBroker is more lenient and flexible only if I can
code...
ysk
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> If the date referred to does not actually occur (eg weekend or non
traded
> day) then it is better to use the before and after sequence to
nominate the
> next traded bar.
> I would prob prefer to use this
>
> Ref(timenum(),-1)<880104 and timenum()>=880104
>
> Cheers,
> Graham
> http://groups.msn.com/asxsharetrading
> http://groups.msn.com/fmsaustralia
>
> -----Original Message-----
> From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
> Sent: Friday, 9 January 2004 7:06 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Moon Trades
>
>
> Just one technical note:
>
> Dt<=880104 and DtNext>880104 ;
> is equivalen to
> Dt==880104 ;
> And another one :
> Avoid using ref(XXX,1), it looks into the future and has always a
> problem at the last bar [when the future is unknown...]
> As for the moon phases, I have no idea, I still keep the romantic
> point of view...
> Dimitris Tsokakis
> --- In amibroker@xxxxxxxxxxxxxxx, "qqqqq_99999_qqqqq"
> <qqqqq_99999_qqqqq@xxxx> wrote:
> > I just wanted to backtest a simple "lunar cycles" of buying "Full
> > Moon" and shorting "New Moon" but could not find a reasonably
> accurate
> > formula to generate the full-moon and new-moon dates.
> >
> > So I web-searched and found the calendar and hard-coded them as
> > follows:
> >
> > Dt = DateNum();
> > DtNext = Ref( DateNum(), 1 );
> >
> > Buy = Cover =
> > (Dt<=880104 and DtNext>880104) or
> > (Dt<=880203 and DtNext>880203) or
> > ...
> > (Dt<=1040307 and DtNext>1040307) or
> > (Dt<=1040405 and DtNext>1040405);
> >
> > Short = Sell =
> > (Dt<=880119 and DtNext>880119) or
> > (Dt<=880218 and DtNext>880218) or
> > ...
> > (Dt<=1040321 and DtNext>1040321) or
> > (Dt<=1040419 and DtNext>1040419);
> >
> > The above code works OK for the short history but eats up too
much
> > memory to be usable when the history is long.
> >
> > Could anyone suggest the memory-efficient way of hard-coding them,
> or
> > "simple and elegant" solution?
> >
> > ysk
>
>
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