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Hi guys, if somebody help me with this - I did the same for the
Foreign symbol:
TimeFrameSet(inDaily);
day_h_f= Foreign("YM SEP 07-ECBOT-FUT","High");
day_l_f= Foreign("YM SEP 07-ECBOT-FUT","Low");
day_c_f= Foreign("YM SEP 07-ECBOT-FUT","Close");
TimeFrameRestore();
and it gave me all the wrong data in my backtesting... Any idea why?
Thanks,
Michael
--- In amibroker@xxxxxxxxxxxxxxx, "mic6399" <mic6399@xxx> wrote:
>
> 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@> wrote:
> >
> > > TimeFrameSet(inDaily);
> > > day_h= H;
> > > day_l = L;
> > > day_c= C;
> > > TimeFrameRestore();
> >
> > ----- Original Message -----
> > From: "mic6399" <mic6399@>
> > 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.
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