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I continue to investigate concerning the way to be flat at the end of
the day.
If I run the MACD system on a one minute chart, the flat position
appends at 19:59, as scheduled.
If I run the system on a fifteen minute chart, I have no flat position
on the last bar of the day.
It was working with the same AFL code, one month ago under the AB
v:5.00 . I took screen capture of fifteen minute chart and trade list.
I searched for parameters that could modify the result. I found nothing.
If somebody could run the code in relation to his market hours ( under
v: 5.09), I would appreciate the feedback.
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "reinsley" <reinsley@xxx> wrote:
>
> Hello,
>
> Since I upgraded AB 5.00 to 5.09, I'am unable to run an intraday system.
> The systems were running well before. It's the same for all my trading
> systems. The trade list of AA backtester was showing the right hours
> with the right plotting arrow.
> They are supposed to run intraday and they became overnight now.
> I must say I used exactly the same syntax for markethours and
> marketclose into all my trading systems.
>
> I'am bogged on that issue for three days now.
> Do I forget a parameter related to backtester ?
> Does this code not good for the new version ?
>
>
> //TS MACD ID
> //Trading system reversal MACD cross signal
>
> _SECTION_BEGIN("TS MACD IntraDay");
>
> TransmitOrder = False; // Set to True to really trade
> //TimeFrameSet( in1Minute ); // switch to 1 minute frame
> PositionSize = MarginDeposit = 1;// Do not reinvest Profits in backtest
> SetChartOptions(1,chartShowArrows|chartShowDates);
> MarketHours = TimeNum()>=080000 AND TimeNum()<195900;
> MarketClose= TimeNum()>=195900 AND TimeNum()<=240000;
>
> Buy = Cross(MACD(), Signal()) AND MarketHours;
> Sell = Cross(Signal(), MACD()) OR MarketClose;
> Short = Cross(Signal(), MACD()) AND MarketHours;
> Cover = Cross(MACD(), Signal()) OR MarketClose;
>
> /////////////////Plot//////////////////////
> Plot(C,"close",6,128);
> _N(Title = "TS MACD IntraDay - "+StrFormat("{{NAME}} - {{INTERVAL}}
> {{DATE}} Open %g, Hi %g, Lo %g, Cl %g {{VALUES}}", O, H, L ,C ));
>
> shape = IIf(Buy , ExRem(Buy,Sell) * shapeUpArrow, ExRem(Sell,Buy) *
> shapeDownArrow );
> PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low,
> High ) );
> shape2 = IIf(Cover , ExRem(Cover,Short)* shapeHollowUpArrow,
> ExRem(Short,Cover) * shapeHollowDownArrow);
> PlotShapes( shape2, IIf( Cover, colorGreen, colorRed ), 0, IIf( Cover,
> Low, High ) );
>
>
> GraphXSpace = 15; /* create empty space of 15% top and bottom of
chart */
> _SECTION_END();
>
>
>
>
>
> Any help will be appreciated
>
> Regards
>
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