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Ron,
Could you explain, please, in detail? My problem is: I have daytrade
system and I'd like to measure its perfomance from day to day. I
tried to do it via ~compositeequity symbol, but there are a lot of
spikes in it (due to lack of some quotes and holes in my database),
So I'm looking for something another ...
Dmitri
--- In amibroker@xxxxxxxxxxxxxxx, "mrdavis9" <mrdavis9@xxxx> wrote:
> One way that I plot an approximation of the average trade value is
to use what I call midbodys.
>
> The midbody of a trading day is the price that is midway between
the open and the close of that day. It does not matter is it is an
upday or downday, the midbody is always positioned halfway between
the open and close. Below is the code for midbodys. Hope this
helps. Ron D
>
> mb=IIf(C>O,(C-O)/2+O,(O-C)/2+C);
>
>
>
>
>
>
>
>
> ----- Original Message -----
> From: dkourganov
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Sunday, February 06, 2005 3:52 AM
> Subject: [amibroker] each day's average trade
>
>
>
>
> Hello,
>
> Maybe someone could help me to build the curve which reflects
each
> day's average trade value (in multiple day's backtest)?
>
> thank you
>
>
>
>
>
>
> 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
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>
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>
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>
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>
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