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So what was the answer??
Reading these replies is a good source of info. If the answers are given :-)
-----Original Message-----
From: louwcoetzer [mailto:lcoetzer@xxxxxxxxxxxx]
Sent: Saturday, 3 July 2004 9:20 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Help with Breakout Backtest
Hi there again !
Nevermind, I befriended the F1 button and got everything sorted out
( just a pitty there are not clear esamples with lots of the AFL
functions...)
Regards,
Louw
--- In amibroker@xxxxxxxxxxxxxxx, "Louw-Roux Coetzer"
<lcoetzer@xxxx> wrote:
> Hallo all :-)
>
> I am trying to back test the concept of buying the High/Low break-
out of the
> previous day's price on a 15min chart such as the one below. I
have
> constructed the following formula, but something is clearly wrong
with the
> results.
>
> Sometimes it does buy at the break-out, but also just a bit
before, see the
> graph for an example. It is as if the day end and beginning of
the 15min
> chart does not coincide with the daily High/Low, I think !
>
> The entry of the first green arrow is clearly wrong, although the
second one
> is 100% correct.
>
> If there is any one out there that has tried this before or can
show me my
> error I would greatly appreciate it !!!
>
> Kind regards,
>
> Louw
>
> The formula I am using:
>
> TickSize=0.0001;
> TradeLong = H > TimeFrameGetPrice( "H", inDaily, -1 );
> TradeShort = L < TimeFrameGetPrice( "L", inDaily, -1 );
> BuyPrice= TimeFrameGetPrice( "H", inDaily, -1);
> ShortPrice = TimeFrameGetPrice( "L", inDaily, -1 );
> NumContracts = 1;
> PositionSize = NumContracts * MarginDeposit;
> PointValue =1;
> Buy = tradelong;
> Sell=0;
> Short = tradeshort;
> Cover=0;
> //ApplyStop( type, mode, amount, exitatstop, volatile = False,
ReEntryDelay
> = 0 )
> ApplyStop( stopTypeProfit, stopModePoint, 0.0030, 1,False,20 );
> ApplyStop( stopTypeLoss, stopModePoint, 0.0027, True );
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