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Hallo there Carsten
Yes I am currently trying what I can, but it is not going so well,
here is the formula as I currently have it:
//start
TradeLong = H > TimeFrameGetPrice( "H", inDaily, -2 );
TradeShort = L < TimeFrameGetPrice( "L", inDaily, -2 );
BuyPrice= TimeFrameGetPrice( "H", inDaily, -2);
ShortPrice = TimeFrameGetPrice( "L", inDaily, -2 );
NumContracts = 1;
PositionSize = NumContracts * MarginDeposit;
PointValue =1;
Buy = tradelong;
Sell=0;
Short = tradeshort;
Cover=0;
ApplyStop( stopTypeProfit, stopModePoint, 0.0030, True );
ApplyStop( stopTypeLoss, stopModePoint, 0.0027, True );
//end
I wanted to do the test on the GBP/USD ...
I have a Spreadsheat that does it very well with great results also
for the GBP/Yen which is more volitile and thus makes the system
much more reliable...
The reason why I wanted to test it with AB was to determin how far
the price could pull back after entry before it actually reaches the
profit target...
If you like I could send you the spreadsheet...as it turns out it
seems that if you target a 10 point profit on the GBP/YEN you will
reach it 99.9% ... in a 24Hr cycle ... the equity curve can be
measured by a staight ruler so nicely it goes up ... still looking
for some flaws in this almost to good to be true findings though !!!
Thanks for your replies, maybe we can sort this thing out via mail
or whatever pleases you !!!
Kind reagards
Louw
--- In amibroker@xxxxxxxxxxxxxxx, "sesselhocker"
<carsten.bartel@xxxx> wrote:
> ... and how to program that there is only maximum one trade each
> day ???
>
> --- In amibroker@xxxxxxxxxxxxxxx, "sesselhocker"
> <carsten.bartel@xxxx> wrote:
> > Hi,
> >
> > I am thinking of a similar strategy!
> > You can also: use TimeFrameGetPrice( "H", inDaily, -1 );
> > because here you can have the signal in 15-min period taking the
> > high price form daily period. with your solution, I guess you
have
> > to switch from timeframe to timeframe all the time.
> >
> > what I am wondering is, using this strategie how to sell at the
> > closing if neither profit SL nor max. loss SL triggered ? any
> idea
> > with selling at a concrete time and date ???
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Louw-Roux Coetzer"
> > <lcoetzer@xxxx> wrote:
> > > Hi there again !
> > >
> > > I went back to the manual ( good ole F1 ) and found a function:
> > > TimeFrameSet( interval ) this seems to be the solution to my
> > problem... I
> > > think !
> > >
> > > Keep well and " may the trend be with you "
> > >
> > > Louw Coetzer
> > >
> > >
> > > ---------------------------------------------------------------
--
> --
> > ---------
> > > ----
> > >
> > >
> > > -----Original Message-----
> > > From: Louw-Roux Coetzer [mailto:lcoetzer@x...]
> > > Sent: 02 July 2004 04:42 PM
> > > To: Amibroker@xxxx
> > > Subject: Back testing Help
> > > Importance: High
> > >
> > >
> > > Hallo Everyone !
> > >
> > > I have not been in here for ages, hope everything is still
going
> > strong ...
> > > I see AmiBroker has improved with leaps !
> > >
> > > I wish to know if anyone could direct me to some posts with
> > regards to using
> > > daily data in combination with say 15 minute data in a
> blackest.
> > What I
> > > plan on scanning is as follows.
> > >
> > > I simply want the system to enter the market on the 15 min
chart
> > if the
> > > price breaks higher than yesterday's high and short a position
> if
> > the price
> > > breaks below yesterday's low.
> > >
> > > Extra Info:
> > >
> > > a.. Each day starts at 0H00:00 hours and ends the same ...
> thus
> > the high
> > > and low of the previous period and not the latest one is
needed.
> > >
> > >
> > > I have tried ( obviously not enough ) methods, but just can
not
> > get it to
> > > work properly ...
> > >
> > > Also am I correct to say that the "buyprice" AFL facility
gives
> me
> > the
> > > opportunity to customise the entry price...in other words in
the
> > above
> > > mentioned "system" could I use it to this effect:
> > >
> > > buyprice = ref(h,-1);
> > > buy = < buy scenario ...>
> > >
> > > will it then use yesterdays HIGH instead of the default close
or
> > open or
> > > whatever the settings are for ?
> > >
> > > Thank you in advance !
> > >
> > > Kind regards
> > >
> > > Louw
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