helow fellow traders,
i am trying to writ AFL code for intraday brekout sysem. i have written
following code which does note return any trade in backtesting mode. what is
wron with programming.
my system :
check for HHV/LLV up to first 17 bars(intraday 5 min bars). buy 1 tick above
hhv value from 18 th bar to end of day. exit at end of day close. explosartion
with filter unmarked ok.
asit.
TimeFrameSet(in5Minute);
Date_Value = DateNum() ;
Time_Value = TimeNum() ;
ps = 0 ;
Buy = 0;
Sell = 0;
Stop = Null;
StopArray = Null;
ExitLongPosition = time_value > 152500 ;
for( i = 1 ; i < BarCount ; i++ )
{
Date_Value = DateNum() ;
ddh = TimeFrameGetPrice( "H", inDaily );
ddl = TimeFrameGetPrice( "l", inDaily );
H30m = 0 ;
L30m = 0 ;
if(Date_value[i] = Date_value[i-1] )
{
H30m = HHV(H,19);
L30m = LLV(L,19);
EntryLongSignal = Cross(H,H30m);
}
if(EntryLongSignal[i])
{
Buy[i] = 1 ;
BuyPrice[i] = (H30m + 1 ) ;
for (j = i; j < BarCount; j++)
{if (j > i)
Buy[j] = 0;
Sell[i] = exitlongposition[i];
SellPrice[i] = C[i] ;
}
}
/* for( j = 0 ; j < BarCount ; j++ )
{
Buy[j] = H[j] > (H30m[j]+1) AND time_value[j] > 113000 ;
BuyPrice[j] = (H30m[j]+1);
Sell[j] = time_value[j]> 152500 ;
SellPrice[j] = C[j] ;
}*/
}
//Filter = time_value > 112500 AND time_value < 113000 ;
AddColumn(Date_value,"datevalue",1);
AddColumn(time_value,"timevalue",1);
AddColumn(H30m,"highest high",1.2);
AddColumn(L30m,"lowest low",1.2);
AddColumn(ddh,"day's high",1.2);
AddColumn(ddl,"day's low",1.2);
//AddColumn(tr30m,"atr(30)",1.4);
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