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To use daily (or any period larger than the chart/AA setting) in an
intraday database you use the timeframe functions
--
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 1/29/06, sandeepbanga04 <sandeepbanga04@xxxxxxxxx> wrote:
> 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
> > > > >
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