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try
x=Cross(TimeNum(), 093001);
On Fri, 28 Jan 2005 13:08:53 -0000, qweds_560 <qweds_560@xxxxxxxxx> wrote:
>
>
> 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.
>
>
> 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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