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Thomas,
It still isn't working. Pressing the "Backtest" button gives out no result. The periodicity is 15minute in Settings window.
Soham
--- In amibroker@xxxxxxxxxxxxxxx, Thomas Ludwig <Thomas.Ludwig@xxx> wrote:
>
> Soharn,
>
> I haven't checked it but the Iif's should be removed:
>
> Short=Cross(R3,C) OR Cross(S4,C);
> Cover=C<1.1*S3 OR C>0.97*R4;
> Buy=Cross(C,S3) OR Cross(C,R4);
> Sell=C>0.97*R3 OR C<1.1*S4;
>
> Thomas
>
> On 29.04.2009, 14:16:13 Soham wrote:
> > Hi All,
> >
> > This is my code based on the way I have read about Camarilla. I am
> > interested in finding out its performance.
> >
> > Yet, there is something wrong in this code. Whenever I try to backtest, no
> > trades are being taken.Help needed:
> >
> > The code is simple:
> >
> > //Intraday Trading System
> > R3=0;
> > R4=0;
> > S3=0;
> > S4=0;
> > YHigh = TimeFrameGetPrice("H", inDaily, -1);// yesterdays high
> > YLow = TimeFrameGetPrice("L", inDaily, -1);//low
> > YClose = TimeFrameGetPrice("C", inDaily, -1);//close
> > R4= YClose+ ((YHigh-Ylow)*1.1)/2;
> > R3= YClose+ ((YHigh-Ylow)*1.1)/4;
> > S3= YClose- ((YHigh-Ylow)*1.1)/4;
> > S4= YClose- ((YHigh-Ylow)*1.1)/2;
> > TimeFrameSet(in15Minute);
> > Short=IIf(Cross(R3,C) OR Cross(S4,C),1,0);
> > Cover=IIf(C<1.1*S3 OR C>0.97*R4,1,0);
> > Buy=IIf(Cross(C,S3) OR Cross(C,R4),1,0);
> > Sell=IIf(C>0.97*R3 OR C<1.1*S4,1,0);
> >
> > In plain words:
> > Wait for price (in intraday) to hit either R3 or S3, at that point,
> > initiate a short or a long respectively with stops as R4 or S4
> > respectively. If R4 or S4 is breached, go long or short, as it shows a
> > breakout from the previous day's volatility range.
> >
> > Help needed.
> >
> > Soham
> >
> >
> >
> > ------------------------------------
> >
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>
------------------------------------
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