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[amibroker] Re: Exit on EOD Close (Intraday data)



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Ok, I'll post some progress i've made:

I decided to look ahead at the time of the next bar, take the  
difference, and if it's not equal to my timeframe (which is 5 min  
bars) then we must be at the last bar of the session so i set sell to  
1.  Here's the statement:

Cover = (Ref(TimeNum(),1) - Ref(TimeNum(),0)) > 40000 ;

But I get strange results on every 55 minutes. The difference is 500  
until 8:55 or 9:55 or 10:55, then the difference jumps to 4500.  Why  
could this be?

Remember this is backtest only, hence forward looking.

Nick

On Jul 13, 2009, at 11:47 AM, Nick Willemse wrote:

> Hi Everyone,
>
> I'm trying to backtest a strategy and have 5 min data.  Some days  
> are holidays and the closing time for the day is different on  
> holidays.  How can I exit the trade if i am in one on the last bar  
> of the trade ?  TradeStation you just add SetExitOnClose.  ANything  
> similar in AB?
>
> Thanks in advance
> Nick



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