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Thanks Graham, tried it,doesn't solve the problem...
In general, does using CROSS take out excessive signals without
using exRem?
Sam
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> try
> x=Cross(TimeNum(), 093001);
>
>
> On Fri, 28 Jan 2005 13:08:53 -0000, qweds_560 <qweds_560@xxxx>
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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