Amibroker Back Testing intra day? Between 9:30-11:00 AM EST. Is this possible?
- Thread starter Shaun
- Start date
if( NOT( tn[y] > 80000
AND tn[y] < 90000) AND NOT( tn[y] > 200000 AND tn[y] < 210000) )
This does not enter trades from 8--9est AM and Pm. with
Tn=TimeNum();
you work on the rest.
AND tn[y] < 90000) AND NOT( tn[y] > 200000 AND tn[y] < 210000) )
This does not enter trades from 8--9est AM and Pm. with
Tn=TimeNum();
you work on the rest.
ab is strictly sofware for bt and autotrading and charting / data is external
There is no loop iteration required like you do.
Almost all software vendors get data from somewhere else well, ... from data vendors.
Put down your buy/sell rules as:
Buy = TimeNum()>090100 AND (your buy/cover rules) AND TimeNum()<105900;
Sell = TimeNum()>090100 AND (your sell/short rules) AND TimeNum()<105900;
This will keep your strategy alive within the timeframe 9.01 and 10.59. Ideally it should be a little less than 10.59 because your trades need time to get executed. 10.57-8 would be alright. If you're using range/volume bars this time should come down even further. Observe what is generally the time the second last range/volume bar closes and put down that time as your ending time.
Buy = TimeNum()>090100 AND (your buy/cover rules) AND TimeNum()<105900;
Sell = TimeNum()>090100 AND (your sell/short rules) AND TimeNum()<105900;
This will keep your strategy alive within the timeframe 9.01 and 10.59. Ideally it should be a little less than 10.59 because your trades need time to get executed. 10.57-8 would be alright. If you're using range/volume bars this time should come down even further. Observe what is generally the time the second last range/volume bar closes and put down that time as your ending time.