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[amibroker] Re: Replay Function



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I think you are missing the point about the feature that we are 
looking for.  
1. Suppose you have 1 min data.
2. You set up 5 min, 15 min, 60 min and 180 min charts on the screen.
3. During realtime, the last bars and indicators on the far right 
are constantly changing as new data is received.  Only that last bar 
is changing.
4. What I would like to see is a way to go back in history and step 
through my one minute data at say at some period like 2 min(some 
multiple of my base data) and watch that last bar change just like 
it does and realtime.
5. I am not looking to see completed bars move across the screen, I 
want to see the last bar and indicators develop and change just like 
they do in realtime.  When the far right bar is complete, then the 
chart would move over and we could watch the next bar develop.
6. This process could be controlled by hitting say the right arrow 
key and the 2 min of time would go by.  The calculation time could 
be displayed in the chart bar title.


I also see that this is a problem with backtesting.
1. lets say you have 1 minute data and are using the 60 min chart 
for your signals.
2. You enter a trade and set a profit stop and a stoploss.
3. If you backtest using a periodicity of 60 minutes, your stop and 
limit can come in the same bar - so which one came first?  This 
leads to incorrect results.
4. If you backtest using a periodicity of 1 minute, you must 
timeframe expand your all your indicators from 60 minutes to 1 
minute.  This works OK for the stop and limit.  However, the 60 min 
indicators are constant during each 60 minute period.  In reality, 
just as the price changes every minute, the indicators should change 
every minute based on the current OHLCV.

Maybe there is a way to do this and I just don't know how to do it.

Byron

--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen" 
<psytek@xxxx> wrote:
> You can write your own simple simulator in afl and use the Chart 
Refresh
> rate, as set in preferences, as your stepping rate. Clicking in 
right-Y
> margin will advance the chart on each click to get you through 
boring
> periods. You can further improve on the idea by recording clicks 
on the
> chart and maintaining a profit number. Use the Param window to set 
the
> lookback and to restart.
> 
> best regards,
> herman
> 
> Start = Max(Param("Starting point (bars 
back)",100,10,1000,10),BarCount-1);
> Reset = ParamTrigger("Restart","Click to Restart");
> Shift = StaticVarGet("Shift");
> if( IsEmpty(Shift) OR Reset ) StaticVarSet("Shift", Start );
> else StaticVarSet("Shift", --Shift);
> Os=Ref(O,-Shift);
> Hs=Ref(H,-Shift);
> Ls=Ref(L,-Shift);
> Cs=Ref(C,-Shift);
> Vs=Ref(V,-Shift);
> PlotOHLC(Os,Hs,Ls,Cs,"",1,128);
> Plot(MA(Cs,10),"",4,1);
> Plot(MA(Cs,8),"",6,1);
> Title = "Simulator "+" Current Date: "+Now(0);
> 
>   -----Original Message-----
>   From: Lesmond V [mailto:ebsn247@x...]
>   Sent: Saturday, March 19, 2005 10:31 AM
>   To: amibroker@xxxxxxxxxxxxxxx
>   Subject: [amibroker] Re: Replay Function
> 
> 
> 
>   SierraChart (v60) will replay unlimited number of charts but you 
have
>   to start/stop/pause the replay for each chart separately.
> 
>   Just like AB's support, Sierra's support is very responsive to 
customer
> suggestions so they could most likely improve this.
> 
>   I like Sierra too, and I like AB, so I keep running both.
> 
>   Lesmond
> 
>   > --- In amibroker@xxxxxxxxxxxxxxx, "bj012859" <byronjames@xxxx>
>   wrote:
>   > >
>   > > mleonsprint,
>   > >
>   > > I beleive Sierra Chart will replay as many charts as you 
want to
>   > > follow at the same time.  But I would rather stay with AB if 
I
>   > can...
>   > >
>   > > BJ
> 
>   --- In amibroker@xxxxxxxxxxxxxxx, "mleonsprint" 
<mleonsprint@xxxx>
>   wrote:
>   >
>   > I DO AGREE!! Luv this platform!!
>   >
> 
> 
> 
> 
> 
>   Please note that this group is for discussion between users only.
> 
>   To get support from AmiBroker please send an e-mail directly to
>   SUPPORT {at} amibroker.com
> 
>   For other support material please check also:
>   http://www.amibroker.com/support.html
> 
> 
> 
> 
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