Hello,
Since I upgraded AB 5.00 to 5.09, I'am unable to run an intraday system.
The systems were running well before. It's the same for all my trading
systems. The trade list of AA backtester was showing the right hours
with the right plotting arrow.
They are supposed to run intraday and they became overnight now.
I must say I used exactly the same syntax for markethours and
marketclose into all my trading systems.
I'am bogged on that issue for three days now.
Do I forget a parameter related to backtester ?
Does this code not good for the new version ?
//TS MACD ID
//Trading system reversal MACD cross signal
_SECTION_BEGIN("TS MACD IntraDay");
TransmitOrder = False; // Set to True to really trade
//TimeFrameSet( in1Minute ); // switch to 1 minute frame
PositionSize = MarginDeposit = 1;// Do not reinvest Profits in backtest
SetChartOptions(1,chartShowArrows|chartShowDates);
MarketHours = TimeNum()>=080000 AND TimeNum()<195900;
MarketClose= TimeNum()>=195900 AND TimeNum()<=240000;
Buy = Cross(MACD(), Signal()) AND MarketHours;
Sell = Cross(Signal(), MACD()) OR MarketClose;
Short = Cross(Signal(), MACD()) AND MarketHours;
Cover = Cross(MACD(), Signal()) OR MarketClose;
/////////////////Plot//////////////////////
Plot(C,"close",6,128);
_N(Title = "TS MACD IntraDay - "+StrFormat("{{NAME}} - {{INTERVAL}}
{{DATE}} Open %g, Hi %g, Lo %g, Cl %g {{VALUES}}", O, H, L ,C ));
shape = IIf(Buy , ExRem(Buy,Sell) * shapeUpArrow, ExRem(Sell,Buy) *
shapeDownArrow );
PlotShapes( shape, IIf( Buy, colorGreen, colorRed ), 0, IIf( Buy, Low,
High ) );
shape2 = IIf(Cover , ExRem(Cover,Short)* shapeHollowUpArrow,
ExRem(Short,Cover) * shapeHollowDownArrow);
PlotShapes( shape2, IIf( Cover, colorGreen, colorRed ), 0, IIf( Cover,
Low, High ) );
GraphXSpace = 15; /* create empty space of 15% top and bottom of chart */
_SECTION_END();
Any help will be appreciated
Regards
