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

[amibroker] Re: backtester: how to close all positions at end of day



PureBytes Links

Trading Reference Links

That helps a lot!  Thanks.

--- In amibroker@xxxxxxxxxxxxxxx, "claudecaruana" <claudecaruana@xxx> wrote:
>
> Hi,
> you can detect the timeframe you are currently using and then close the position accordingly.
> 
> E.g. if you are using a 1 minute timeframe, you can close at 15:59, with a 5 minute, 15:55, 10 minute, 15:50 etc...
> 
> The code should look something like:
> if (interval() == 60) {sell=timenum()==155900;}
> if (interval() == 300) {sell=timenum()==155500;}
> 
> ...and so on....
> 
> refer to the helpfile for the interval values.
> 
> hope it helps!
> 
> 
>  
> --- In amibroker@xxxxxxxxxxxxxxx, "shakerlr" <ljr500@> wrote:
> >
> > I'm using the backtester (and getting used it it), and would like to close all my positions at the end of the day (between 3:50-3:55).  Currently I do it like this in the backtester: 
> > 
> > Sell = (Cross(Graph0,C) AND Cross(graph1,c))
> > 	OR TimeNum() >= 155000;
> > 
> > But if I use a timeframe higher than than 1,5,10 minutes, it does not get triggered because the bar is not created yet...and I end up closing the position on the next day.  Is there anyway to say I want all positioins closed at 1500-1600 hours?
> >
>




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

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

TO GET TECHNICAL SUPPORT send an e-mail directly to 
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

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/