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Thanks Ara,
this simple solution work for back testing, exept for intraday
testing for the current day.Don't know why I did not try it by
myself...
Michael
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> > TimeFrameSet(inDaily);
> > day_h= H;
> > day_l = L;
> > day_c= C;
> > TimeFrameRestore();
>
> ----- Original Message -----
> From: "mic6399" <mic6399@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, August 14, 2007 1:03 PM
> Subject: [amibroker] High, Low,Close in intraday system backtesting
>
>
> > Hi ,
> > If somebody knows how to do it:
> > For back testing, using AA back test I need use High,Low,Close
for
> > every day what will be include in my period of back testing. I am
using:
> > TimeFrameSet(inDaily);
> > day_h= LastValue(Ref(H,-1));
> > day_l= LastValue(Ref(L,-1));
> > day_c= LastValue(Ref(C,-1));
> > TimeFrameRestore();
> >
> > But it will calculate High,Low,Close only for the previous
day .How can
> > I dynamically access those values when backtesting? I understand,
that
> > some how I need to find this offset for Ref() function as
difference
> > between Now and Date was I am back testing
> >
> > Thanks
> >
> >
> >
> >
> > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > http://www.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
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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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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