[amibroker] Nubie function request

["Don Tracy" <don@xxxxxxxxxxxx>]

Hi Folks –

I'm learning backtesting methodology and AFL by trying to write a 
simple system.  The system will give me signals 5, 10, and 15 points 
below the high of the day and above the low of the day.  I'll run the 
backtest on a 1-tick chart.

William Peters was kind enough to help me with code to plot this on a 
chart:

TimeFrameSet(inDaily);
DayHigh = High;
DayLow = Low;
TimeFrameRestore();

DayHigh = TimeFrameExpand( DayHigh, inDaily, expandFirst);
DayHigh5 = TimeFrameExpand( DayHigh - 5, inDaily, expandFirst);
DayHigh10 = TimeFrameExpand( DayHigh - 10, inDaily, expandFirst);
DayLow = TimeFrameExpand( DayLow, inDaily, expandFirst);
DayLow5 = TimeFrameExpand( DayLow + 5, inDaily, expandFirst);
DayLow10 = TimeFrameExpand( DayLow + 10, inDaily, expandFirst);

Plot( Open, "Open", colorYellow, styleBar);
Plot( DayHigh, "DH", colorGreen , styleLine );
Plot( DayHigh5, "DH-5", colorGreen, styleBar );
Plot( DayHigh10, "DH-10", colorGreen, styleBar );
Plot( DayLow, "DL", colorRed, styleLine );
Plot( DayLow5, "DL+5", colorRed, styleBar );
Plot( DayLow10, "DL+10", colorRed, styleBar );

GraphXSpace = 5;

I finally realized that in using this in a backtest with buy/sell 
signals like:
Buy = Open == DayHigh5;
Sell = Open == DayHigh5 + 3;

Short = Open == DayLow5;
Cover = Open == DayLow5 - 3;

that it doesn't work because the signal is looking at the high and 
low for the entire day rather than the high and low of the day that 
exists at the time of a particular bar (1-tick). For example, the 
high and low of the day is different at 10:00am than it is at 2:00pm.

So what I need is a way of having each bar (1-tick) look at the 
entire range of bars back to the beginning of the that bar's day and 
see if it meets the signal conditions.

Can someone please point me to the functions that I might need to 
make this work?

Thanks.

- Don






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