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Thanks for your reply Ara, but do I need this TimeframeExpan function
for backtesing using AA window? I think we are using this function if
we need to display let's say daily MA on 5 min timeframe or something
like this, but my problem is: when I did backtesting I find out that
my Hi Low for the foreign symbol is not calculated properly (no
problem for the actual symbol). Any ideas why it happen?
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> did you expand the fuctions - see TimeframeExpan function
>
> ----- Original Message -----
> From: "mic6399" <mic6399@xxx>
> 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@> 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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