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Hi Edward,
You can keep track of your daily gain and when that reaches your
threshold block your buy and short signals. For instance you might
use buyPrice and sell price to calculate gain / trade that keep gain
in its own array or static var, I prefer the latter, and just bump
the gain each time a trade is complete.
buy = buyCondition and gain < threshold.
This way the back tester never sees the additional or potential
trades and will give you better results. Also in back testing if you
use buyPrice, etc., if you are using conditions that occur mid bar,
such as MA cross, then the back tester gives more accurate results. I
had to use explore and dump that to excel to finally get the back
tester to give correct results. Using close of the bar give incorrect
results.
Barry
--- In amibroker@xxxxxxxxxxxxxxx, "Edward Pottasch" <empottasch@xxx>
wrote:
>
> 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
>
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