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I noticed that you used TimeFrameExpand , I
think that it's worth recoding to TimeFrameGetPrice("C", inDaily,0) I got
similar (i guess just by looking on charts) system coded on intraday data
and it's really faster to use GetPrice. Well, mine doesn't have 1000+ lines of
code or so, but running it on 2 years *24*1h bars with 10k tests is pretty time
consuming (or maybe I just need to opt my code) :)
Erm, stupid question.... what is QQQ ?
;)
gty
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
ed
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, May 18, 2004 10:50
PM
Subject: Re: [amibroker] reaction trend
system
got it working on intraday data. Pretty
impressive what can be done with Amibroker. This is my first system on
intraday data. By the way: the reaction trend system makes 15% from February
4th of this year on QQQ (all the data I have ....) Not bad.
see attached chart,
rgds
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=gty182@xxxxxxxxxxxxxx
href="">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
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