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Cross(TimeNum(),190000)
On Sun, 23 Jan 2005 16:12:42 -0000, qweds_560 <qweds_560@xxxxxxxxx> wrote:
>
>
> Hi all,
>
> i am using 5 sec bars as the base periodicity in the backtester. I
> have written some code to close all intraday trades at 1900 (7pm):
>
> Sell=SellPrice==bestlong OR TimeNum()==190000;
> Cover=CoverPrice==bestshort OR TimeNum()==190000;
>
> However, if there is no 190000 bar (there were no quotes in that 5
> sec period), then the back tester does not close trades at 190000.
> (It closes them at some other point). I would like it to close
> trades at closest next interval e.g. 190005 or even the previous
> closest say 185955.
>
> Any help would be appreciated.
>
> Sam
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
--
Cheers
Graham
http://e-wire.net.au/~eb_kavan/
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