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(1) How do I get the backtest to run on the one-minute data, not
daily?
THIS IS SET IN AUTOMATIC ANALYSIS>SETTINGS
(2) Is there a quick and easy way to automatically plot the buy/sell
points so I can view the entry and exit positions on the graph?
AFTER BACKTEST, RIGHT CLICK ON THE RESULTS IN THE AUTOMATIC ANALYSIS
WINDOW AND SELECT THE OPTION YOU DESIRE TO HAVE SHOWN. MAKE SURE YOUR
PRICE PLOT BUY/SELL ARROWS ARE ENABLED BY RIGHT CLICK ON
PLOT>PARAMETERS MENU
(3) Does the backtest engine choose close prices for the entry and
exits? If so, is this realistic, given that the high/low within each
bar can often be plus or minus several PIPs away from the actual
close?
YOU SPECIFY BUYPRICE & SELLPRICE AND BUY/SELL DELAYS IN SETTINGS. SO
IF YOU HAVE BUY DELAY = 1 AND THE BUYPRICE = OPEN, YOUR TRADE ENTRY
WILL BE THE NEXT BARS OPEN AFTER THE CROSS OVER.
Hope this helps
Larry
--- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@xxx> wrote:
>
> I'm still at the early phase of learning AmiBroker and am trying to
code
> my first easy test system. It's the example EMA crossover system
given
> in the User's Guide.
>
> I have a one-minute chart open with a year's worth of historical
> one-minute FOREX data (Euro-USD). After writing my formula, I click
on
> Analysis. On the pop-up panel, I check off "Run every 1 min" on all
> quotations. But when the back test runs, it runs on daily data
instead
> of the one-minute data.
>
> (1) How do I get the backtest to run on the one-minute data, not
daily?
>
> (2) Is there a quick and easy way to automatically plot the buy/sell
> points so I can view the entry and exit positions on the graph?
>
> (3) Does the backtest engine choose close prices for the entry and
> exits? If so, is this realistic, given that the high/low within
each bar
> can often be plus or minus several PIPs away from the actual close?
>
>
> Below is my code:
>
> _SECTION_BEGIN("Price");
>
> SetChartOptions(0,chartShowArrows|chartShowDates);
> _N(Title = StrFormat("{{INTERVAL}} {{DATE}} Open %g, Hi %g, Lo %g,
Close
> %g (%.1f%%) Vol " +WriteVal( V, 1.0 ) +" {{VALUES}}", O, H, L, C,
> SelectedValue( ROC( C, 1 )) ));
> Plot( C, "Close", ParamColor("Color", colorBlack ), styleNoTitle |
> ParamStyle("Style") | GetPriceStyle() );
>
> if( ParamToggle("Tooltip shows", "All Values|Only Prices" ) )
> {
> ToolTip=StrFormat("Open: %g\nHigh: %g\nLow: %g\nClose: %g
> (%.1f%%)\nVolume: "+NumToStr( V, 1 ), O, H, L, C, SelectedValue( ROC
( C,
> 1 )));
> }
> _SECTION_END();
>
> /////////////////////////////////////////////////////
> // simplest buy sell rules;
> // Buy when the Close crosses above the 45-Day EMA;
> // sell when the 45-day ema crosses above the close;
> //////////////////////////////////////////////////////
>
> Buy = Cross( Close, EMA( Close, 45 ) );
> Sell = Cross( EMA( Close, 45 ), Close );
> SetPositionSize(5,spsShares);
>
------------------------------------
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