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[amibroker] Re: Intrabar entries



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let me know when you find a way to do it. check my earlier posts on the same issue. 
you can only access H and L bars dailybars from intraday. You cannot access any of the daily indicators intraday in your backtesting.


--- In amibroker@xxxxxxxxxxxxxxx, "nizar.mahri@xxx" <nizar.mahri@xxx> wrote:
>
> Hi,
> 
> I currently have my system set up as below.
> The way its set up is as an EOD system.
> 
> Now I want to modify it to have intraday entries.
> So as soon as todays bar meets the system entry criteria (in terms of price% change, volume, and liquidity) then enter immediately (ie. don't wait for the close).
> 
> How would i do that?
> 
> Thanks.
> 
> Nizar.
> 
> settradedelays( 1, 1, 1, 1 );
> 
> LBP = Param("ATR Look Back", 10, 5, 50, 1);;
> Multi = Param("ATR Multiple", 2, 1, 5, 0.1);;
> Pr = Close;
> AT = ATR(LBP);
> 
> Entry1 = Indicator1;
> Entry2 = Indicator2;
> Entry3 = Indicator3;
> Entry4 = Indicator4;
> Entry5 = Indicator5;
> 
> Buy = Entry1 && Entry2 && Entry3 && Entry4 && Entry5;
> BuyPrice = Open;
> trailARRAY = Null;
> trailstop = 0;
> Longtriggerbar = 0;
> 
> for( i = 1; i < BarCount; i++ )
> {
> 
> if( trailstop == 0 AND Buy[ i ] ) 
> { 
> trailstop = Pr[ i ] - Multi * AT[i];
> Longtriggerbar = i;
> }
> else Buy[ i ] = 0; // remove excess buy signals
> 
> if( trailstop > 0 AND Low[ i ] < trailstop  and i != Longtriggerbar)
> {
> Sell[ i ] = 1;
> SellPrice[ i ] = trailstop;
> trailstop = 0;
> }
> 
> if( trailstop > 0 )
> { 
> trailstop = Max( Pr[ i ] - Multi * AT [i], trailstop );
> trailARRAY[ i ] = trailstop;
> }
> 
> }
> 
> 
> Plot( Close,"Price",colorBlack,styleBar);
> Plot( trailARRAY,"trailing stop level", colorRed );
> 
> // Rank trades according to ATR if insufficient capital
> 
> PositionScore = 100-ATR(10);
> 
> // Divide capital into 4 positions
> // Plot equity chart
> 
> NumPos = 4;
> SetOption("MaxOpenPositions",NumPos);
> PositionSize = -100/NumPos;
> 
> Plot(C,"C",colorBlack,styleCandle);
> e = Equity();
> Plot(e,"Equity",colorGreen,styleLine | styleOwnScale);
>




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