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Yes,
well that is not quite available yet :-)
However you could run the simple simulator in Tick mode and use
timeframes to get your other periods. I have done that but it gets rather slow
to progress at one-tick/sec. However that would result in the changing last bar
you want.
The
problem with stops is well-known and that is the reason to switch to tick data.
The problem with tick data is the large amount of ticks to processs, for my code
that was impractical. So, for backtesting i use approximations for the stops;
I calculate the stop price and enter that into the SellPrice and CoverPrice
arrays. You need to use a loop. However this does not allow real-price
backtesting (only possible with ticks), so you have to use common sense and
allow for slippage in your backtest evaluation, else it would be easy to think
you have found the HG.
It
looks like you are about ready for Tick data :-)
best
regards,
herman.
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@xxxx]
> 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
>
>
>
>
> Yahoo! Groups
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>
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