[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] intraday data on AB EOD



PureBytes Links

Trading Reference Links

You cannot have a buy statement using tomorrows prices. The best you could
do would be to have the delays set to zero and use cross(h,1.02*ref(c,-1))
this would work if you can trade during the day, or have a conditional order
with your broker.

Cheers,
Graham
http://e-wire.net.au/~eb_kavan/

-----Original Message-----
From: Werner [mailto:WKRAG@xxxxxxxxxxx] 
Sent: Thursday, April 01, 2004 8:14 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Tricky question with REFERENCE

Good day,

I have been testing systems with backtester and am wondering about 
REFERENCE:

Let's assume I have my database ready with today's quotes (updated as 
of today's Close).
When doing a SCAN, I do get the candidates for tomorrow based on my 
criteria. As simple example:

Buy = C  >  Ref (C,-1) ;  (Get me all quotes that closed higher than 
yesterday). So far, so good. 

Now, how about the BACKTEST ?

Do I still use the SAME referencing ? I am especially confused about 
TOMORROW's reference. 

Is the following correct:

Buy = C  >  Ref (C,-1);    (same as above)

Buyprice  =  Ref (H, 1)  * 1.02  > C;     (Referencing tomorrow's 
High);

In other words: Buy tomorrow if 2% higher than today's Close.


When I want to reference TODAY's Close (after all updates at night), 
it is C, not REF(C,-1). Correct ??
Tomorrow's HIGH is Ref (H,1), not H ??
Or is SCAN and BACKTEST different in respect to referencing ?

Thanks for any clarification.

Werner






Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links



 



------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com.  Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->

Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx 
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
     http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
     amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
     http://docs.yahoo.com/info/terms/