|
PureBytes Links
Trading Reference Links
|
Hi,
I am using the following code to try and reset exRem at the
beginning of the day:
x=TimeNum() == 093000;
Buy = ExRem(Buy,Short);
Sell = ExRem(Sell,Buy);
Short = ExRem(Short,Buy);
Cover = ExRem(Cover,Short);
Short=IIf(x==1,Flip(Short,Buy),Short);
Buy=IIf(x==1,Flip(Buy,Short),Buy);
This sort of gives me a solution in that, while it now gives me all
the trades i want, there may be an extra trade at 093000 which I
then need to delete manually from my analysis.
Any suggestions on improving on my solution?
Thanks
Sam
--- In amibroker@xxxxxxxxxxxxxxx, "qweds_560" <qweds_560@xxxx> wrote:
>
> Thanks for this, this solves my previous problem of trades not
> closing at a specified time if there is no data there! (I just
> needed to >= rather than = the time).
>
> Unfortunately, I still cannot make the backtester reset at the
> beginning of the day. I am now trying to use if...else statements.
>
> Any suggestions appreciated.
>
> Sam
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> <psytek@xxxx> wrote:
> > Try to close out positions at the end of the day (untested) with
> something
> > like this:
> >
> > MarketClose= 155000; // set to suit your needs and TF used
> > EndOfDayPeriod = Timenum() >= MarketClose;
> >
> > Sell = sell or EndOfDayPeriod ; // exit on last bar
> > cover = cover or EndOfDayPeriod ;
> >
> > Buy = buy and not EndOfDayPeriod; // no entries on last bar
> > Short = short and not EndOfDayPeriod ;
> >
> > herman
> > -----Original Message-----
> > From: qweds_560 [mailto:qweds_560@x...]
> > Sent: Sunday, January 23, 2005 3:00 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Resetting exRem at the start of the day
> >
> >
> >
> > Hello,
> >
> > I am backtesting on an intraday basis. I am using a system
which
> > alternates between long and short positions. All positions are
> > closed out at the end of the day. I seemed to have coded this
so
> far
> > using exRem to remove any excessive signals.
> >
> > At present, the backtester will continue alternating into the
> next
> > day by referring to the last trade made on the previous day.
For
> > example, if the last trade today was a short position (which
> will be
> > closed at the end of the day), the backtester will monitor for
a
> buy
> > signal the next day.
> >
> > I need to reset it somehow so that the backtester monitors for
> > either a buy OR a short signal at the start of the next day
(at a
> > specified time) without reference to the last trade of the
> previous
> > day.
> >
> > I would be grateful for any suggestions on how to do this.
> >
> > Many thanks
> >
> > 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
> >
> > a.. To visit your group on the web, go to:
> > http://groups.yahoo.com/group/amibroker/
> >
> > b.. To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms
> of Service.
------------------------ Yahoo! Groups Sponsor --------------------~-->
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|