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Thanks Graham and Tomasz. Please bear with me I am trying to make
sense of this.
I trade in daily timeframe. I see MACD crossing in daily and I take
the trade on next day's open, and place a 2% trailing stop
immediately. How would I write this to represent the trade in real
life as the stop may be activated during the day (intraday)? I have
real time data for this symbol.
I would really appreciate your response.
sb
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> To be honest it wuld be impossible to achieve intraday values for
> indicators based on eod of data, which is what I think you are
trying
> to do.
> Find the price during the day when the eod chart would show the
cross.
> the values of eod indicator would be based on the eod price values,
ir
> if close, then this is not known until the market closes.
> You MACD shown intraday even with daily timeframe still may not be
> accurate as you would be predicting that the clsing price will
remain
> where (or better) the cross shows intraday.
>
>
> --
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://e-wire.net.au/~eb_kavan/ab_write.htm
>
>
> On 1/28/06, sandeepbanga04 <sandeepbanga04@xxxx> wrote:
> > Thanks for the reply Tomasz. I understand what you mean, however
if I
> > used 1 minute data (to get as reasonably accurate crossovers), is
it
> > possible to get buy signals on intraday while the crossover is
> > actually happening in the daily timeframe? I tried using
timeframeset
> > function and was unable to replicate the daily crossover in 1-
minute
> > timeframe.
> >
> > Thanks again!
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> > wrote:
> > >
> > > Hello,
> > >
> > > It is mathematically impossible to derive INTRADAY market
behaviour
> > > having only EOD data. So if you have EOD data only, you should
> > > always use close or better yet OPEN of next day to trade.
> > >
> > > Best regards,
> > > Tomasz Janeczko
> > > amibroker.com
> > > ----- Original Message -----
> > > From: "sandeepbanga04" <sandeepbanga04@xxxx>
> > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > Sent: Friday, January 27, 2006 6:58 PM
> > > Subject: [amibroker] Buying at the exact price trading signal
occurs
> > >
> > >
> > > > Hello,
> > > >
> > > > Can someone please tell me how I can trigger a buy signal in
> > > > backtester, at the exact moment the signal happens?
> > > >
> > > > Example: I would like to buy a security when the MACD crosses
> > above the
> > > > Signal in daily. Since the backtester doesn not have a setting
> > other
> > > > than open close low high and average, is there a way to
execute a
> > buy
> > > > signal at the exact moment?
> > > >
> > > > Thank you.
> > > > SB
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > 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 Links
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > >
> >
> >
> >
> >
> >
> >
> >
> > 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:
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> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
>
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