|
PureBytes Links
Trading Reference Links
|
Hi,
I'd appreciate any assistance that people can offer regarding a coding
challenge that I have.
If I have a system, such as
buy entry stop at yesterdays high, and
sell entry stop at yesterdays low..
stop loss at XXX from the entry, if stopped out, enter a reverse
position (i.e. if stopped out long, go short at the stop point, etc).
but I only want to enter the trade once in a day. If I use daily
data, I cannot backtest this effectively, since I don't know whether
the high or low happened first if an outside day occurs.
However, if I use hourly data (for example), I can't figure out how to
only take the first buy/sell signal that occurs..
Thanks in advance,
Mark
------------------------ Yahoo! Groups Sponsor --------------------~-->
Yahoo! Domains - Claim yours for only $14.70
http://us.click.yahoo.com/Z1wmxD/DREIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~->
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|