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Use a time cross about 10 minutes before close of day
Assume the close is 4pm then exit time is 3:50pm :-
Sell = cross(timenum(),155000);
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: Arold [mailto:arold_ite@xxxxxxxxx]
Sent: Sunday, 15 February 2004 4:49 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Closing Intraday Positions at EOD
Hi, I'm testing my intraday AFL system on 1 minute bars against
intraday data.
But, I can't figure out how to exit my positions at the end of the
current day's session. I do have various stop-losses, etc, but if
none of these kick-in, my position is helpd overnight and this gives
me a very distorted picture of the system.
Does anybody know how to exit intraday systems at the end of the day?
Thanks
Arold
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