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[amibroker] Time based trading



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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



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