RE: [amibroker] TimeFrame-Daily vs Settings-Daily

["Herman van den Bergen" <psytek@xxxxxxxx>]

Thanks 
Gary, <FONT face=Arial 
color=#0000ff size=2>that fixed it! 
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>h

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Gary A. Serkhoshian 
  [mailto:serkhoshian777@xxxxxxxxx]Sent: Sunday, April 04, 2004 9:13 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 
  TimeFrame-Daily vs Settings-DailyImportance: 
  High
  Herman,
   
  I'd test this if I were at my PC, but at first glance it seems your 
  statements below are reversed from the code run in daily settings
   
  Short=TimeFrameExpand(Buy, inDaily);Cover=TimeFrameExpand(Sell, 
  inDaily);
   
  vs
   
  Short=Sell;Cover=Buy;
  when TF == 1.
   
  Hope this helps,
  Gary
   
  Herman van den Bergen <psytek@xxxxxxxx> 
  wrote:
  <BLOCKQUOTE class=replbq 
  >
    
    <SPAN 
    class=484440823-04042004>Hello,
    <SPAN 
    class=484440823-04042004> 
    When backtesting 
    the test code below I cannot get the same 
    results when backtesting in TimeFrame-Daily and Settings-Daily mode. 
    <SPAN 
    class=484440823-04042004>Can anybody tell me what is wrong with 
    it?
    <SPAN 
    class=484440823-04042004> 
    Many thanks for 
    any help you can give!
    <SPAN 
    class=484440823-04042004>herman.
    <SPAN 
    class=484440823-04042004> 
    
    
    
    TF=0; // set to 
    1 when running with Settings set to Daily, set to 0 when running with 
    Settings set to minutes. Backtested on the QQQ for the period 10/13/03 
    to 04/04/04
     
    // With AA 
    Settings set to Daily this gives 14.34% profitif(TF==1) 
    {Buy=Cross( MACD(), Signal() );Sell = Cross( Signal(), MACD() 
    );Short=Sell;Cover=Buy;}
     
    // With AA 
    Settings set to 1-minute this gives 11.07% 
    profitif(TF==0){TimeFrameSet(inDaily);Buy=Cross( MACD(), 
    Signal() );Sell = Cross( Signal(), MACD() 
    );Short=Sell;Cover=Buy;TimeFrameRestore();Buy=TimeFrameExpand(Buy, 
    inDaily);Sell=TimeFrameExpand(Sell, 
    inDaily);Short=TimeFrameExpand(Buy, 
    inDaily);Cover=TimeFrameExpand(Sell, inDaily);}
    
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