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Thank
you stephane, the code would be much appreciated!
<SPAN
class=968520018-09042004>
<FONT face=Arial
size=2>Could you explain what Foreign("999150","C"); means? I thought it might
be defined in your indicator.dll but it isn't... or is there a newer version
out?
<SPAN
class=968520018-09042004>
happy
trading,
<SPAN
class=968520018-09042004>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: Stephane Carrasset
[mailto:s.carrasset@xxxxxxxxxxx]Sent: Friday, April 09, 2004 1:14
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Real-Time Trading System ExamplesHermann,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
datasgo to file/database settings and set base time interval to 1
minute.and compare the values of simple moving average of an EOD
tickerprice=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
youstephane<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@xxxx]> 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@xxxx]> 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.> > >
> > Send BUG REPORTS to
bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
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