Thanks for the reply.
That's the problem I'm running into. I thought it may be the code.
I can do the backtest in daily but run into problems with changing the ATR to
weekly.
Any suggestions on how the following stop can be set to weekly?
TrailATR= 2.5*ATR(15);
Initial=C-TrailATR;
stop[ 0 ] = Close[ 0 ];
for( i = 1 ; i < BarCount; i++)
{
if( Close[ i ] > stop[ i - 1])
{
temp = Close[ i ] - TrailATR[ i ];
if( temp > stop[ i - 1 ] ) stop[ i ] = temp;
else stop[ i ] = stop[ i - 1 ];
}
else
stop[ i ] = Initial[ i ];
}
sell = close < ref( stop, -1);
--- In [email protected], "Ara Kaloustian" <a...@...> wrote:
>
> Your formula looks correct but you may have a problem with TimeFrame.
>
> If your time Frame is set to Weekly, I don't think you can switch to Dialy
> data.
>
> The time Frame functions are meant to work the other way (going from Daily
> to Weekly etc).
>
> I have not tested your code, but I beleive you will run into problems due to
> the time frame issue,
>
>
> ----- Original Message -----
> From: "GMAN795" <gman...@...>
> To: <[email protected]>
> Sent: Saturday, April 24, 2010 9:15 AM
> Subject: [amibroker] Help with TimeFrameSet
>
>
> > I've got a weekly system that I'm backtesting but would like to enter the
> > day after a 4% gain from the previous day.
> > Is this the proper code?
> >
> > TimeFrameSet(inDaily);
> > ROC_4 = roc(c,1) > 4;
> > TimeFrameRestore():
> >
> > buy = TimeFrameCompress(ROC_4,inDaily);
> > AND EMA(c,10) > EMA (c,30)
> > and Volume > ref(v,13),-1);
> >
> > I then have a trailing stop based on a weekly ATR.
> >
> > Thanks
> >
> >
> >
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