|
hi,
anyone ever do a backtest on intraday data to exit
trading for the day when a certain profit is achieved? In the chart below the
intraday profit / loss curve is shown. I guess I could put this data in a
composite and use the compositie during a more detailed backtest. Still the
coding is pretty difficult since when the daily profit is achieved you want the
backtest to continue for the next day of intraday data.
Another way to test it would be to just analyze the
data below. For instance if +1000$ is achieved intraday jump to the next day, if
not take the profit/loss value at the close and just add these value. Not
so easy to program or have I been drinking too much liquor lately?
Wonder if anyone solved this problem or sees the
solution?
thanks, Ed
__._,_.___
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
![]()
__,_._,___
| 