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Didnt this work?
newday= day()!=ref(day(),-1);
highestoftheday=highestsince(newday,H,1);
Rajiv
--- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@xxx> wrote:
>
> http://finance.groups.yahoo.com/group/amibroker/message/138628
> according to ab support, its not part of thier regular support to provide an example on how this can be done.
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@> wrote:
> >
> > 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@" <nizar.mahri@> 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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