hi Barry, thanks for your reply. I am close to a solution myself.
I tried something similar as you suggest but the problem I am having is that if the daily target is reached it needs to jump to the next day of intraday data and not jump out the loop entirely. I am close to the solution, regards, Ed ----- Original Message ----- From: Barry Scarborough To: [email protected] Sent: Tuesday, August 26, 2008 5:06 PM Subject: [amibroker] Re: backtest / equity curve Hi Edward, You can keep track of your daily gain and when that reaches your threshold block your buy and short signals. For instance you might use buyPrice and sell price to calculate gain / trade that keep gain in its own array or static var, I prefer the latter, and just bump the gain each time a trade is complete. buy = buyCondition and gain < threshold. This way the back tester never sees the additional or potential trades and will give you better results. Also in back testing if you use buyPrice, etc., if you are using conditions that occur mid bar, such as MA cross, then the back tester gives more accurate results. I had to use explore and dump that to excel to finally get the back tester to give correct results. Using close of the bar give incorrect results. Barry --- In [email protected], "Edward Pottasch" <[EMAIL PROTECTED]> wrote: > > hi, > > anyone ever do a backtest on intraday data to exit trading for the day when a certain profit is achieved? In the chart below the intraday profit / loss curve is shown. I guess I could put this data in a composite and use the compositie during a more detailed backtest. Still the coding is pretty difficult since when the daily profit is achieved you want the backtest to continue for the next day of intraday data. > > Another way to test it would be to just analyze the data below. For instance if +1000$ is achieved intraday jump to the next day, if not take the profit/loss value at the close and just add these value. Not so easy to program or have I been drinking too much liquor lately? > > Wonder if anyone solved this problem or sees the solution? > > thanks, Ed >
