Below >>
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Terry
-----Original Message-----
Subject: [amibroker] Intra-day bars
Hello,
does anyone know how intra-day data is handled in Amibroker? For
example - if you get 5 minute data feed, is it given and intepreted as
one bar that represents what happened in a 5 minute period? i.e.
O,H,L,C for each 5 minute period.
>>YES, this is correct.
Also when using Amibroker in real time trading, how do you for
example, base a trailing stop on yesterdays High while using intra-day
bars to generate entry/exit signals?
>>One way to do this:
openBar = DayOfWeek() != Ref(DayOfWeek,-1);
PriorClose = ValueWhen(openBar,Ref(C,-1),1);
In backtest i use daily data so I only need to do ref(High,-1) to get
yesterdays high, but this won't work using intra-day bars.
Any ideas are appreciated.
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