PureBytes Links
Trading Reference Links
|
Cheers,
That seems to work, although I've only done a few backtests.
ConditionA = (DayOfWeek() == 5 AND TimeNum()>=172900);
Buy = Cross(TimeFrameExpand(pir,3*inHourly),TimeFrameExpand(RSICMA,3*inHourly)) AND NOT ConditionA;
Sell = Cross(TimeFrameExpand(RSICMA,3*inHourly),TimeFrameExpand(pir,3*inHourly)) OR ConditionA;
Short = Cross(TimeFrameExpand(RSICMA,3*inHourly),TimeFrameExpand(pir,3*inHourly)) AND NOT ConditionA;
Cover = Cross(TimeFrameExpand(pir,3*inHourly),TimeFrameExpand(RSICMA,3*inHourly)) OR ConditionA;
Many thanks to all who posted back.
Chris.
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> Just looking quickly, you might want to try reversing your approach. Set a condition to true when Friday after 5:30 then use the NOT operator in your buy logic, and the OR operator in your Sell logic.
>
> e.g.
>
> FridayAfter530 = ...
> Buy = ... AND NOT FridayAfter530;
> Sell = ... OR FrdidayAfter530;
>
> Mike
>
> --- In amibroker@xxxxxxxxxxxxxxx, "christianvost" <christianvost@> wrote:
> >
> > SetTradeDelays(0,0,0,0);
> > BuyPrice = C;
> > SellPrice = C;
> > ShortPrice = C;
> > CoverPrice = C;
> >
> > Hello,
> >
> > I have tried to block trades on Friday after 5.30pm. But it seems to block all trades on friday, and all trades at 5.30pm. I also want to force an exit on Friday at 5.30pm (if a position is open). The code below is wrong??? Can anyone help, please!!!
> >
> > ConditionA = (DayOfWeek() != 5 AND TimeNum()!=173000);
> > ConditionB = (DayOfWeek() == 5 AND TimeNum()==173000);
> >
> > Buy = Cross(TimeFrameExpand(SumRsi,2*in15Minute),TimeFrameExpand(RSICMA,2*in15Minute)) AND ConditionA;
> > Sell = Cross(TimeFrameExpand(RSICMA,2*in15Minute),TimeFrameExpand(SumRsi,2*in15Minute)) OR ConditionB;
> > Short = Cross(TimeFrameExpand(RSICMA,2*in15Minute),TimeFrameExpand(SumRsi,2*in15Minute)) AND ConditionA;
> > Cover = Cross(TimeFrameExpand(SumRsi,2*in15Minute),TimeFrameExpand(RSICMA,2*in15Minute)) OR ConditionB;
> >
>
------------------------------------
**** 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/
|