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Hi,I tried anyway TimeframeExpan in my backtesting and it seems to be
working for the my current symbol, but did not worked for Hi Lo for
the foreign symbol. Guys,any ideas why?
--- In amibroker@xxxxxxxxxxxxxxx, "mic6399" <mic6399@xxx> wrote:
>
> 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@> wrote:
> >
> > did you expand the fuctions - see TimeframeExpan function
> >
> > ----- Original Message -----
> > From: "mic6399" <mic6399@>
> > 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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