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Graham, thanks again. I am a little confused. You said earlier that
it is rather impossible to get accurate signals between timeframes,
so if I understand this correctly- I may be able to get signals in
DAILY by using a smaller timeframe (example 1 minute) however they
may not be exactly the same as when working directly with Daily
signals?
Thank you so much.
sb
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> 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@xxxx> 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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