|
PureBytes Links
Trading Reference Links
|
you can add conditions with Timenum() to keep signas within your trade hours
eg
Buy = BuyConditions and timenum()>=093000 and timenum()<160000;
--
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 1/30/06, sandeepbanga04 <sandeepbanga04@xxxxxxxxx> wrote:
> 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
> > >
> > >
> > >
> > >
> > >
> > >
> >
>
>
>
>
>
>
>
> 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
>
>
>
>
>
>
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|