[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] MACD Weekly Filter - Backtest help



PureBytes Links

Trading Reference Links

Hi,

I am trying to add a macd weekly filter to my trading system using the 
following code:
TimeFrameSet(inWeekly);
MACDLongW = MACD() > Signal();
MACDshortW = Signal() > MACD() ;
MACDLine = MACD(); // used to display value on exploration
SignalLine = Signal(); // used to display value on exploration
TimeFrameRestore();

The system then has a daily trading signal.  

For a trade alert to be generated, I want the daily signal to be given, 
and then for Amibroker to go and look at the weekly filter on the day 
of the daily signal and only signal a result if the weekly filter also 
meets the above criteria.

When I run the trading system as an exploration on a single day (ie 
today) this weekly filter seems to work.  However, if I run it over a 
number of days, or on a back test, this weekly macd filter kicks out 
numbers that don't correspond to the values of the weekly macd and 
signal line on the day that the daily trading signal is given. 

Can anyone offer me any help on this?????

Thanks very much!!


------------------------------------

**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

*********************
TO GET TECHNICAL 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

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> Your email settings:
    Individual Email | Traditional

<*> To change settings online go to:
    http://groups.yahoo.com/group/amibroker/join
    (Yahoo! ID required)

<*> To change settings via email:
    mailto:amibroker-digest@xxxxxxxxxxxxxxx 
    mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/