|
PureBytes Links
Trading Reference Links
|
Murthysuresh,
Let us know how you go with Marcin's solution, it seems to make sense to me as well.
The only problem is that it may not be the ideal or most efficient way to do things, and it makes me wonder how quickly i can run the scans (every 5-10mins is okay instead of every minute but the faster the better).
One of my indicators looks back 50 bars and Im going to be scanning over 2500 symbols......
Nizar.
--- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@xxx> wrote:
>
> Rajiv
> here is the actual post with samples why i was not able to get it to work.
> let me know if i did something wrong.
> of course, i have to try Marcin's methodology yet.
>
> http://finance.groups.yahoo.com/group/amibroker/message/138602
>
> --- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@> wrote:
> >
> > actually, the concept by itself is good but when i calculate the indicator values, it keeps looking into the future. i had posted my analysis and results in the thread
> > http://finance.groups.yahoo.com/group/amibroker/message/138628
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "nizar.mahri@" <nizar.mahri@> wrote:
> > >
> > >
> > > Didnt this work?
> > > newday= day()!=ref(day(),-1);
> > > highestoftheday=highestsince(newday,H,1);
> > >
> > > Rajiv
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "murthysuresh" <money@> 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);
> > > > > >
> > > > >
> > > >
> > >
> >
>
------------------------------------
**** 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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|