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You may need to add in a condition that will ensure only the first trade of
each day is included. Maybe something like this, hopefully it will work as I
am only typing it straight here
DayEnd = datenum()!=ref(datenum(),1) or barindex()==barcount-1;
Buycond = YourSignalRules;
Buy = BuyCond and ref(buyCond,-1)==0
Sell = YourSignalRules
Buy = Flip(Buy,DayEnd);
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: sesselhocker [mailto:carsten.bartel@xxxxxx]
Sent: Saturday, July 03, 2004 8:00 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: One trade a day and time frame - problem
I do have one trade at a time, but that doesn't mean there is only
one trade a day, if you use intraday data. Sometimes there are 5
trades a day and I only want one!
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> If you are backtesting then AA window settings can be configured
for
> allowing only one open trade at a time.
>
> You will need to use timeframe functions. There are examples in
the help
> screens under AFL functions. (if you select sort by categories then
> timeframes are the last on the list)
>
> Cheers,
> Graham
> http://e-wire.net.au/~eb_kavan/
>
> -----Original Message-----
> From: sesselhocker [mailto:carsten.bartel@x...]
> Sent: Saturday, July 03, 2004 7:43 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] One trade a day and time frame - problem
>
> Hi everybody,
>
> my questions are
>
> - how I can have just one trade a day (first one) when the
intraday
> periods trigger more than one ?
>
> - how can I use the ATR(14 days) !!! in the 1-min time frame ???
> I tried ATR(14*8.75*60) which was supposed to mean 8 3/4 market
> hours each day and 60 minutes a hour, but I always get
bullshittin'
> results ... so I had to ask
>
> thanks
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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