|
PureBytes Links
Trading Reference Links
|
code below will get you started (change times to
093000 and 094500, since I am in Europe). This code assumes that indeed the
bars exist at the required times. For heavily traded stocks this should work. It
takes 5000$ positions.
SetBarsRequired(10000,10000);
SetOption("MaxOpenPositions", 1 );
PositionSize =
5000;
SetTradeDelays(0,0,0,0);
timebar = TimeNum();
Buy =
(timebar == 153000);
BuyPrice =
O;
Sell = (timebar == 154500); SellPrice = O;
SetChartOptions(0, chartShowDates);
GraphXSpace = 0;
Plot(C,"C",1,64);
PlotShapes(IIf(Buy,shapeUpTriangle,0),colorWhite, layer = 0,
yposition = BuyPrice, offset = 0 );
PlotShapes(IIf(Sell,shapeDownTriangle,0),colorYellow, layer =
0, yposition =
SellPrice, offset =
0
);
----- Original Message -----
Sent: Monday, April 03, 2006 4:54 AM
Subject: [amibroker] Backtest For Time Of
Day
> Hello,
>
> I'm hoping this is easy: I want to create a
backtest on
> the stock currently displayed in my intraday chart,
buying
> at 9:30 and selling at 9:45 every day. Each buy is with a
>
set amount of money or shares, say, $10k or 100 shares,
> whichever is
easiest.
>
> I did dig around for an answer to this before
posting
> here, but I'm AFL-illiterate, and if I found
> one, I
didn't understand it! ;-)
>
> Thanks in advance for the
help.
>
> NH
>
>
>
>
>
>
> ------------------------ 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/
>
>
>
>
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
|