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Hello,
Check the settings. The formula does work without any errors.
Cheers
Prashanth
----- Original Message -----
From: "Soham" <sohamdas@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, April 30, 2009 10:01
Subject: [amibroker] Re: Camarilla System- Help Needed
> 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
>> >
>> >
>> >
>> > ------------------------------------
>> >
>> > **** 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
>> >
>> >
>> >
>>
>
>
>
>
> ------------------------------------
>
> **** 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
>
>
>
------------------------------------
**** 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/
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