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>snip< you can only access H and L bars dailybars from intraday. You cannot access any of the daily indicators intraday in your backtesting.>snip<
I think it can be done (subject to the actual problem because some case studies might exceed my capabilities).
I didn't post any example code because I am in the middle of some theoretical work on PowerFactor (will post to the Zboard if it works out) and also because, in your prev posts you didn't stipulate which indicator you wanted to use to get in and out using RT bars (possibly you can't say because it will reveal too much about your system ... which is understandable).
Example:
EOD strategy = Buy on Close and Sell on Close the next day (1 bar);
In RT the same strategy can be applied by:
RT EOD trade equivalent = Buy on Close (last intraday bar) and Sell on Close (entry bar + 78 bars);
Isn't it the same thing, expressed in different timeframes (without tricky timeframe compression ... well tricky for me anyway).
I always consider that macrobars e.g. weekly, are an approximation of the corresponding microbars e.g. daily.
--- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@xxx> 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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