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did you expand the fuctions - see TimeframeExpan function
----- Original Message -----
From: "mic6399" <mic6399@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, August 22, 2007 5:26 PM
Subject: [amibroker] Re: High, Low,Close in intraday system backtesting -
Foreign symbol
> 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
>> > >
>> > > Yahoo! Groups Links
>> > >
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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
>
> Yahoo! Groups Links
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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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