PureBytes Links
Trading Reference Links
|
Hi
I am trying to create AFL to backtest trading futures on spot chart.
I use a simple EMA crossover on spot chart and trade the future at
the time of the cross.
So I tried this with the spot index selected on a 5min time frame:
Range1=Optimize("range1",7,1,30,1);
Range2=Optimize("range2",21,13,50,1);
fast = EMA(Close,Range1);
slow = EMA(Close,Range2);
PositionSize = MarginDeposit = 1;
Buy = Cross(fast,slow) ; // I need the time of bar close here to
trigger Buy on futures index.
Sell = Cross(slow,fast); // do
Short = Sell;
Cover = Buy;
a.) The above will return the spot prices in the back tester ? I
need the futures prices ? Foreign("Futures","Close").
b.) So I must put this in AFL code ---- Buy Futures Close @
time of close of Spot EMA cross
Some help would be appreciated.
Kobus
------------------------------------
**** 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/
|