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Thank you- you all are great!
sb
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
>
> 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@xxxx> 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
> >
> >
> >
> >
> >
> >
> >
>
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