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[amibroker] Re: Correlation Studies



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Stewart,

Thanks for pointing me in the right direction.
I had to make one alteration:

add this to your buy and short conditions: 
AND (timenum()<160000 and Dayofweek()<5) 

and it works finer.

Thanks.

Willem Jan



--- In amibroker@xxxxxxxxxxxxxxx, <stewartgotlieb@xxxx> wrote:
> Hi Willem,
> 
> Add this to your sell/short conditions:
> 
> add this to your buy and short conditions: 
> AND (timenum()<160000 and Dayofweek()==5) 
> 
> add this to your sell and cover conditions:
> 
> OR (timenum()>160000 and Dayofweek()==5) 
> 
> 
> 
> You may need to adjust the time depending on what time frame you're 
using.
> 
> 
> 
> Regards,
> 
> Stewart
> 
> 
> 
> 
> 
>   ----- Original Message ----- 
>   From: willem1940 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Thursday, January 22, 2004 1:02 AM
>   Subject: [amibroker] no position over the weekend
> 
> 
>   For my intraday trade system I would like to build in the formula 
a 
>   method to have no position over the weekend, so quit Friday at 
the 
>   end of the trade (or earlier if the systems indicates to do so) 
and 
>   return to the trade Monday morning (or late is the system 
indicates 
>   to do so.
>   I can't formulate the conditions that work.
> 
>   Any suggestions?
> 
>   Willem Jan
> 
> 
> 
> 
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Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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