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Works fine, thx!
Now i have a other Problem :( The future data have different trading
hours(now from 8 am till 10 pm and in the past from 9 am till 8 pm)
Is there any way to say Amibroker/back tester --> open positions only
N-bars after market open und close open positions N-bars before market
close, without knowing the time of market open/close(cause they are
dynamic)?
Big thx!
--- In amibroker@xxxxxxxxxxxxxxx, Herman <psytek@xxx> wrote:
>
> I use something like that below, you can clean it up a bit... :-):
>
> BTStartTime = ParamTime("Backtesting SOD","09:30:00");
> BTEndTime = ParamTime("Backtesting EOD","15:59:00");
> SOD = TimeNum() >= BTStartTime;
> SOD = SOD != Ref(SOD,-1);
> EOD = TimeNum() >= BTEndTime;
> EOD = EOD != Ref(EOD,-1);
> InSession = Flip( SOD, EOD);
>
> //// my system here ////
>
> EnableSessionTiming = ParamToggle("Enable Session Timng","NO|YES",1);
> if( EnableSessionTiming )
> {
> Buy = Buy AND InSession AND NOT EOD;
> Short = Short AND InSession AND NOT EOD;
> Sell = Sell OR EOD;
> SellPrice = IIf(EOD, C, SellPrice);
> Cover = Cover OR EOD;
> CoverPrice = IIf(EOD, C, CoverPrice);
> }
>
> best regards,
> herman
>
> sono_080 wrote:
> > Hello,
> >
> > it is possible to say Amibroker in AA/Back test --> backtest from
> > 10:00 am to 12:00 am and 1:00 pm to 4:00 pm for example?
> > And how?
> >
> > I know Database settings -> Intraday Settings, but this is not that,
> > where i'm looking for.
> >
> > THX!
> >
> >
> >
> >
> >
> >
> > 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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