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I think it will be instructive if someone can send me a code for trading in intraday time frame. Perhaps from there I can have a go whhats lacking in my code and so on.
--- In amibroker@xxxxxxxxxxxxxxx, "Soham" <sohamdas@xxx> wrote:
>
> 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@> 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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> > >
> >
>
------------------------------------
**** IMPORTANT PLEASE READ ****
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