[amibroker] Re: Sell old, buy new, sell new-- all in one day

["balin8425" <balin8425@xxxxxxxxx>]

Ahh, Thank you Terry,

After working my way through Custom Backtester I realized that that 
wouldn't do it.  My next avenue of research was going to be intraday 
data and/or Amibroker Pro.

I will have to get intraday data.  I read a thread on picking it up 
from my Fidelity feed.  Or IB seems like the next choice.

Thanks again,
Balin

--- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxx> wrote:
>
> You do not need the custom backtester, you need intraday data if 
you're
> going to track this. 
> --
> Terry
> 
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] 
On
> Behalf Of balin8425
> Sent: Thursday, August 17, 2006 22:55
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Sell old, buy new, sell new-- all in one 
day
> 
> I read a lot of the archives today.
> I'm going to start learning the Custom Backtester tomorrow since 
> that seems like the most likely avenue.
> 
> Hints, directions would be greatly appreciated . 
> 
> Thanks, Balin
> 
>  --- In amibroker@xxxxxxxxxxxxxxx, "balin8425" <balin8425@> wrote:
> >
> > I've tried to work this out and tried to find a solution in the 
> > archives or the docs.  Although it may be there, I haven't found 
> it 
> > yet and need some advice.
> > 
> > //This is a short term system which buys on a low RSI
> > //The following is a quick simplification of the system
> >   
> > Buy=ref(RSI(14),-1)< 24;
> > BuyPrice=open;
> > 
> > //I then have a for loop which has two possible sells:
> > 
> > //first sell
> > //if same day as "buy day" and there is a low at buyprice =< $.10
> > 
> > sell[i]=true;
> > sellprice[i]=buyprice[i] - $.10;
> > 
> > //second sell
> > //if 3 days after "buyday" sell
> >  
> > sell[i] = true;
> > sellprice[i]=open;
> > 
> > 
> > Here is the problem.  On a particular stock there may be many 
buys 
> > and sells.  Sometimes there will be a sell of a previous trade 
on 
> > the same day as a new buy signal. That works OK. However, if the 
> NEW 
> > trade immediately has another sell signal (ie. when the low goes 
> > $.10 below the buyprice) there are problems.  
> > 
> > I can see that I have one buy and two sell signals on the same 
> day.  
> > 
> > Thanks, Balin
> >
> 
> 
> 
> 
> 
> 
> 
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