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

Re: [amibroker] Re: Saving formulas in IB



PureBytes Links

Trading Reference Links




I was away for the evening so I didn't finish it 
yet but it seems that my original code can stay the way it is. I tried 

 
// expand arrays <FONT 
color=#000000>xx = <FONT 
face="Courier New">TimeFrameExpand<FONT 
color=#000000>( xx, inDaily<FONT 
color=#000000>,mode = <FONT 
color=#000000>expandFirst<FONT 
color=#000000>  ); B1 = <FONT 
color=#0000ff>TimeFrameExpand( B1, <FONT 
color=#000000>inDaily,mode = <FONT 
color=#000000>expandFirst<FONT 
color=#000000>  ); S1 = <FONT 
color=#0000ff>TimeFrameExpand( S1, <FONT 
color=#000000>inDaily,mode = <FONT 
color=#000000>expandFirst<FONT 
color=#000000>  ); HBOP = <FONT 
color=#0000ff>TimeFrameExpand( HBOP, <FONT 
color=#000000>inDaily,mode = <FONT 
color=#000000>expandFirst<FONT 
color=#000000>  ); LBOP = <FONT 
color=#0000ff>TimeFrameExpand( LBOP, <FONT 
color=#000000>inDaily,mode = <FONT 
color=#000000>expandFirst<FONT 
color=#000000>  ); trailstop_short = <FONT 
color=#0000ff>TimeFrameExpand( trailstop_short, 
inDaily,mode = 
expandFirst<FONT 
face="Courier New">  ); trailstop_long = 
TimeFrameExpand( 
trailstop_long, inDaily<FONT 
color=#000000>,mode = <FONT 
color=#000000>expandFirst<FONT 
face="Courier New">  ); 
and I am pretty close to the 
answer already.  First calculate the zones with TimeFrameSet( inDaily ); 
and then expanding these arrays to the current timeframe. But there are some 
things I still have to resolve,
 
rgds, Ed
 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  gty182 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Tuesday, May 18, 2004 8:32 PM
  Subject: Re: [amibroker] reaction trend 
  system
  
  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@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  


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 the Yahoo! Terms of Service.