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If you have 1 minute data, then you will know all of the information that
you need for a daily chart (open, high, low and close on the day). If the 1
minute datafeed is accurate and the daily datafeed is accurate, then they
should match each other exactly. You may need to determine the day open and
day close times if the ticker trades outside of regular trading hours.
hope this helps
----- Original Message -----
From: "sandeepbanga04" <sandeepbanga04@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, January 29, 2006 10:18 AM
Subject: [amibroker] Re: Buying at the exact price trading signal occurs
> 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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> To get support from AmiBroker please send an e-mail directly to
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