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File, database settings, intraday settings, then set it up how you prefer.
----- Original Message -----
From: "sandeepbanga04" <sandeepbanga04@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, January 29, 2006 6:29 PM
Subject: [amibroker] Re: Buying at the exact price trading signal occurs
> 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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