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Okay, I think I'm getting closer thankful to the Yahoo Search engine
that now works.
I'm now using the SetTradeDelays function so that the backtester will
trade the following day. I have the revised code below thinking that
this will backtest using today's signals to either buy or sell
tomorrow using tomorrow's price targets. The AmiBroker explorer
function will report Next Day's Target prices every day. Is the
below code legit for this? Am I missing something or do you have an
comments?
Thank you!
Three
// Simple ATR Script by Andrew Senft
//
// One position at a time
SetOption("MaxOpenPositions", 1 );
// Trade tomorrow
SetTradeDelays(1,1,0,0);
// Make sure that tomorrow's price is tradable
SetOption("PriceBoundChecking", True);
// Optimization
BuyOffSet = 2; //Optimize("BuyOffSet",2,1,20,1);
BuyATRPeriod = 1; //Optimize("BuyATRPeriod",1,1,5,1);
ATRMultiplier = 1; //Optimize("ATRMultiplier",1,0.7,1.20,.1);
// ATR funciton
Graph8 = HHV(High - ATRMultiplier * ATR(BuyATRPeriod), BuyOffset);
// Finding a Buy or Sell signal
Buy = Cross(Close,Graph8);
Sell = Cross(Graph8,Close);
// Either Buy or Sell it
Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
// Tomorrow's target prices
BuyPrice = Ref(Graph8,-1);
SellPrice = Ref(Graph8,-1);
// Explore reporting every trading day
Filter=(1);
AddColumn( IIf(Buy==1,1,IIf(Sell==1,-1,0) ), "Long/Sell", 1.0);
AddColumn( BuyPrice, "Tomorrow's Target Price");
AddColumn( Graph8, "Today's Target Price" );
AddColumn( ATR(BuyATRPeriod), "ATR " );
AddColumn( O, "Open ");
AddColumn( H, "High ");
AddColumn( L, "Low ");
AddColumn( C, "Close ");
------------------------------------
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