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Thanks a lot for your help. Is there a way to tell backtester to
ignore values before and after regular market hours?
sb
--- In amibroker@xxxxxxxxxxxxxxx, "cstrader" <cstrader232@xxxx> wrote:
>
> 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@xxxx>
> 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
> >> > > > > >
> >>
> >
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
>
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