Murthysuresh, Let us know how you go with Marcin's solution, it seems to make sense to me as well.
The only problem is that it may not be the ideal or most efficient way to do things, and it makes me wonder how quickly i can run the scans (every 5-10mins is okay instead of every minute but the faster the better). One of my indicators looks back 50 bars and Im going to be scanning over 2500 symbols...... Nizar. --- In [email protected], "murthysuresh" <mo...@...> wrote: > > Rajiv > here is the actual post with samples why i was not able to get it to work. > let me know if i did something wrong. > of course, i have to try Marcin's methodology yet. > > http://finance.groups.yahoo.com/group/amibroker/message/138602 > > --- In [email protected], "murthysuresh" <money@> wrote: > > > > actually, the concept by itself is good but when i calculate the indicator > > values, it keeps looking into the future. i had posted my analysis and > > results in the thread > > http://finance.groups.yahoo.com/group/amibroker/message/138628 > > > > > > > > --- In [email protected], "nizar.mahri@" <nizar.mahri@> wrote: > > > > > > > > > Didnt this work? > > > newday= day()!=ref(day(),-1); > > > highestoftheday=highestsince(newday,H,1); > > > > > > Rajiv > > > > > > --- In [email protected], "murthysuresh" <money@> wrote: > > > > > > > > http://finance.groups.yahoo.com/group/amibroker/message/138628 > > > > according to ab support, its not part of thier regular support to > > > > provide an example on how this can be done. > > > > > > > > > > > > --- In [email protected], "murthysuresh" <money@> wrote: > > > > > > > > > > let me know when you find a way to do it. check my earlier posts on > > > > > the same issue. > > > > > you can only access H and L bars dailybars from intraday. You cannot > > > > > access any of the daily indicators intraday in your backtesting. > > > > > > > > > > > > > > > --- In [email protected], "nizar.mahri@" <nizar.mahri@> wrote: > > > > > > > > > > > > Hi, > > > > > > > > > > > > I currently have my system set up as below. > > > > > > The way its set up is as an EOD system. > > > > > > > > > > > > Now I want to modify it to have intraday entries. > > > > > > So as soon as todays bar meets the system entry criteria (in terms > > > > > > of price% change, volume, and liquidity) then enter immediately > > > > > > (ie. don't wait for the close). > > > > > > > > > > > > How would i do that? > > > > > > > > > > > > Thanks. > > > > > > > > > > > > Nizar. > > > > > > > > > > > > settradedelays( 1, 1, 1, 1 ); > > > > > > > > > > > > LBP = Param("ATR Look Back", 10, 5, 50, 1);; > > > > > > Multi = Param("ATR Multiple", 2, 1, 5, 0.1);; > > > > > > Pr = Close; > > > > > > AT = ATR(LBP); > > > > > > > > > > > > Entry1 = Indicator1; > > > > > > Entry2 = Indicator2; > > > > > > Entry3 = Indicator3; > > > > > > Entry4 = Indicator4; > > > > > > Entry5 = Indicator5; > > > > > > > > > > > > Buy = Entry1 && Entry2 && Entry3 && Entry4 && Entry5; > > > > > > BuyPrice = Open; > > > > > > trailARRAY = Null; > > > > > > trailstop = 0; > > > > > > Longtriggerbar = 0; > > > > > > > > > > > > for( i = 1; i < BarCount; i++ ) > > > > > > { > > > > > > > > > > > > if( trailstop == 0 AND Buy[ i ] ) > > > > > > { > > > > > > trailstop = Pr[ i ] - Multi * AT[i]; > > > > > > Longtriggerbar = i; > > > > > > } > > > > > > else Buy[ i ] = 0; // remove excess buy signals > > > > > > > > > > > > if( trailstop > 0 AND Low[ i ] < trailstop and i != Longtriggerbar) > > > > > > { > > > > > > Sell[ i ] = 1; > > > > > > SellPrice[ i ] = trailstop; > > > > > > trailstop = 0; > > > > > > } > > > > > > > > > > > > if( trailstop > 0 ) > > > > > > { > > > > > > trailstop = Max( Pr[ i ] - Multi * AT [i], trailstop ); > > > > > > trailARRAY[ i ] = trailstop; > > > > > > } > > > > > > > > > > > > } > > > > > > > > > > > > > > > > > > Plot( Close,"Price",colorBlack,styleBar); > > > > > > Plot( trailARRAY,"trailing stop level", colorRed ); > > > > > > > > > > > > // Rank trades according to ATR if insufficient capital > > > > > > > > > > > > PositionScore = 100-ATR(10); > > > > > > > > > > > > // Divide capital into 4 positions > > > > > > // Plot equity chart > > > > > > > > > > > > NumPos = 4; > > > > > > SetOption("MaxOpenPositions",NumPos); > > > > > > PositionSize = -100/NumPos; > > > > > > > > > > > > Plot(C,"C",colorBlack,styleCandle); > > > > > > e = Equity(); > > > > > > Plot(e,"Equity",colorGreen,styleLine | styleOwnScale); > > > > > > > > > > > > > > > > > > > > >
