|
PureBytes Links
Trading Reference Links
|
I suggest recoding it to test it on intraday data,
it can happen taht price crosses bands many times during the day and on daily
you get 2 arrows instead of 4 or so.
Replace all the O,C,H,L
TimeFrameGetPrice("C",inDaily,delay) for calculating daily bands, recode
buy/sell so that it checks intra-bar h/l vs. daily signals and it should all
work. I didn't see your code, but I think that's how this sys is
made.
gty
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
ed
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, May 18, 2004 1:25 PM
Subject: Re: [amibroker] reaction trend
system
yes I guess for the backtester it is impossible
to find that out. But I could program it using EOD data only
see attached chart and look at the day in May
just before the vertical white line. You see 3 signals:
1) white up arrow
2) yellow down triangle
3) yellow down arrow
After the opening that day the price drops
in the buy zone/area and the opening trade is a long position (white arrow).
Then the price drops further and it passes the "breakout" zone and we need to
go short. So first the long position is closed (yellow down arrow) and then we
take a "breakout" short position (yellow down triangle).
So I end up with a short position on the end of
the day. I know what the sequence of trades is within that day but I'll have
to program the Equity curve myself. I can't use the backtester for
that,
rgds, Ed
<BLOCKQUOTE dir=ltr
>
<SPAN
>Yes you could estimate which
sequence the signals came in, but which one do you trade tomorrow?
<FONT
face=Arial>
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 Sponsor
ADVERTISEMENT
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 the Yahoo! Terms of Service.
|