Hi, I'm trying to backtest a simple system (or at least I'm thinking
it is but I'm having lots of difficulties coding it... just
wondering if anyone could shed me a light (links to similar
samples), etc..
Thanks a lot.
below are the rules for the system I have in mind:
Buy/Sell Conditions
Open trades only between 10am and 11:30am / 1:30pm and
3:30pm can close at any time
Trend is up (down for sell) determined by two EMAs
Trend on higher time frame (15 mins) is up (down for sell)
determined by two EMAs
Maximum 6 bars since cross over
Buy one tick above of the high of the first down (up for
sell) bar after the cross up, up to 6 bars
Initial Stop Loss
10 ticks below (above for sell) entry price or SAR (lowest
of the two)
Profit Target Stop
10 ticks
Time Stop
6 bars
Trailing Stop
SAR
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
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:[EMAIL PROTECTED]
mailto:[EMAIL PROTECTED]
<*> To unsubscribe from this group, send an email to:
[EMAIL PROTECTED]
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
