Ok then add the code that David supplied to your gap
detection and you'll
have a formula that will adjust the hours if a gap is detected.
If that's not it I'll bow out.
d
> -----Original Message-----
> From: amibroker@xxxxxxxxxps.com
> [mailto:amibroker@xxxxxxxxxps.com]
On Behalf Of optiekoersen
> Sent: Tuesday, March 06, 2007 3:39 PM
> To: amibroker@xxxxxxxxxps.com
> Subject: [amibroker] Re: Trade stop after GapUp or GapDown
>
> I have to define gap?
> In my formula I use gapup() and gapdown() which are original AFL
> codes. But if thats not good enough, a gap up, may also be that the
> open is 1% > ref(c,-1) or so. That's not the point, I can do tests
> afterwards which % suits best. I am interested herein cause when I
> added not to buy or short when there was a gapup() or gapdown() this
> improved my results. But this delays my trading for only 5 minuts of
> course...
>
> --- In amibroker@xxxxxxxxxps.com,
"dingo" <dingo@xxx> wrote:
> >
> > First, YOU have to define gap (in English) so that a formula can be
> written.
> >
> > d
> >
> > > -----Original Message-----
> > > From: amibroker@xxxxxxxxxps.com
> > > [mailto:amibroker@xxxxxxxxxps.com]
On Behalf Of optiekoersen
> > > Sent: Tuesday, March 06, 2007 3:29 PM
> > > To: amibroker@xxxxxxxxxps.com
> > > Subject: [amibroker] Re: Trade stop after GapUp or GapDown
> > >
> > > Hi David,
> > >
> > > I already use sessionstart and so on. But I like to delay the
> > > tradingstart ONLY if I have a gapup or down. I would like to see
> if I
> > > can improve my results and drawdown when I don't trade for a
> while
> > > after a gap. I don't get this fixed, unfortunately...
> > >
> > > Regards, Ronald
> > >
> > > --- In amibroker@xxxxxxxxxps.com,
"dbw451" <dbw451@> wrote:
> > > >
> > > > Hi Ronald,
> > > >
> > > >
> > > >
> > > > You could use something like this to delay your system's
entry
> time:
> > > >
> > > >
> > > >
> > > > SessionStart = 100000;
> > > >
> > > > SessionEnd = 154500;
> > > >
> > > >
> > > >
> > > > BarTime = TimeNum();
> > > >
> > > > bSession = BarTime >= SessionStart AND BarTime <=
SessionEnd;
> > > >
> > > >
> > > >
> > > > Buy = <your logic> AND bSession;
> > > >
> > > > Sell = <your logic> AND bSession;
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > Regards,
> > > >
> > > >
> > > >
> > > > David
> > > >
> > > >
> > > >
> > > > _____
> > > >
> > > > From: amibroker@xxxxxxxxxps.com
> [mailto:amibroker@xxxxxxxxxps.com]
> > > On Behalf
> > > > Of optiekoersen
> > > > Sent: 03/06/2007 2:47 PM
> > > > To: amibroker@xxxxxxxxxps.com
> > > > Subject: [amibroker] Trade stop after GapUp or GapDown
> > > >
> > > >
> > > >
> > > > Hello,
> > > >
> > > > Is there anyone who can help me with the following problem.
I
> have
> > > a 5
> > > > minuts trading system, but when the day starts with a Gapup
or
> > > Gapdown,
> > > > this messes up my indicators. So I am wondering if it is
> possible
> > > to
> > > > program something so that I don't get any signals for 1 or
2
> hours
> > > > after a gap. If this is programmable, then I will be able
to
> get a
> > > > clear insight in the effects of such a gap on my results.
> > > >
> > > > I hope someone can help me out.
> > > >
> > > > Greets Ronald
> > > >
> > >
> > >
> > >
> > >
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