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Hermann,
I have never used EOD indicators with intradays trading system.
But, I see now your problem...
I put in the same workspace EOD and intradays datas
go to file/database settings and set base time interval to 1 minute.
and compare the values of simple moving average of an EOD ticker
price=Foreign("999150","C");
Plot(MA(price,20),"",colorRed,styleLine);
Plot(MA(price,5),"",colorGreen,styleLine);
on an intraday ticker.
the Chart returns very strange values...
For your trailing stop, activated only when a profit is reached, I
have a script that i can send to you
stephane
<psytek@xxxx> wrote:
> [d]Or are you trying to take an EOD system and trying to make your
system
> "more granular" and pick the same patterns in intraday data?
>
> I am mainly trying to improve Entries and Exits, i am not looking
for
> patterns. The systems work fine in EOD but I observed on the RT
charts that
> i often miss locking in some really nice profits that fade before I
exit. So
> i want to code in Trailing stops that activate at a certain profit
and than
> exit when the price drops back a bit. For example, if my profits
reaches 2%
> during the first two hours of the trade, then i want to activate a
Stop and
> exit when my profits drop back to 1.5%. ApplyStops cannot be used
in very
> short-term (1-3 days) trading because on the day of exit it is
unknown which
> came first, the High or the Low, or with profit stops, how many
dips there
> were during the day that would have terminated the trade. RT data
is needed
> to develop proper stops. limits, etc. with the short trades i use.
>
> If i trade 1-3 times a week and i might be able to reduce my
exposure by 50%
> if I managed to get out based on profits instead of timing. I would
prefer
> overall less profits if it came with less exposure. Also, the
strength of
> signals fades pretty fast... have you ever tested your n-Bar
profits? i.e.
> profits made on the 1st, 2nd and 3rd day? You can vary the entry
delay and
> use n-Bar stops to limit the trade duration, that way you
can "isolated"
> single days (profits) of your trade. For me, typical profit
distributions
> might be 65% 25% 10% for a system with an average of 3-bar trades.
So the
> first day obviously has the greatest profit potential at the least
exposure.
> IMHO, short term signals have a limited life-time: after a certain
number of
> days you are just hoping to get lucky :-) knowing your n-Bar
profits may
> help you decide whether it is worth it (risk) to stay in a trade or
not.
>
> [d] IMHO you are in un-charted waters as far as AB goes.
>
> We got some smart cookies on this list, I just can't believe that
nobody is
> working on this; it appears the obvious way to keep your EOD system
working
> now that RT trading is catching on. So I hope you are wrong on this
one :-)
>
> h
> -----Original Message-----
> From: dingo [mailto:dingo@x...]
> Sent: Friday, April 09, 2004 11:21 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Real-Time Trading System Examples
> Importance: High
>
>
> IMHO you are in un-charted waters as far as AB goes.
>
> Are you trying to come up with a system to do backtesting with or
one to
> monitor trades / manage stops for real-time trading? Or are you
trying to
> take an EOD system and trying to make your system "more granular"
and pick
> the same patterns in intraday data?
>
> d
>
>
> --------------------------------------------------------------------
--------
> From: Herman van den Bergen [mailto:psytek@x...]
> Sent: Friday, April 09, 2004 11:14 AM
> To: AmiBroker YahooGroups
> Subject: [amibroker] Real-Time Trading System Examples
>
>
> Would anybody have some example code for Real Time trading
systems? I
> have considerable trouble converting EOD systems to RT data - tried
too many
> ways to mention but always hit a snag at some advanced point. My
problem
> areas are:
>
> 1) Converting or duplicating EOD signals to RT, I need this
because EOD
> data prices are more accurate than those I get from RT sources.
> 2) Running the basic EOD system in RT, i.e. reproduce EOD
signals in RT.
> I want this as a verification stage before trying to enhance the
system with
> RT data
> 3) Custom coding Profit targets, Limit Prices and Stops.
> 4) Optimizing entry points by using Pre/after hours trading
and/or using
> delayed/early entries and exits.
> 5) Showing EOD Arrows (derived from EOD data, not from RT data)
on my
> minute charts.
>
> If anybody has example code or reference URLs to share that
would be
> much appreciated.
>
> Also, i am beginning to wonder how many subscribers, if any,
have
> actually solved the above problems. If you have done so perhaps you
can
> share this simple fact (no code needed), knowing that it has been
done
> successfully is a great motivator :-)
>
> TIA and best regards,
> herman.
>
>
>
>
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