hi
I want to backtest a system on Nifty intraday data.It will buy at positive End of day close .
sell condition is to be optimized as time next day (say 9.15 to 3.15).
Following afl that I am trying is not working.
TimeFrameSet( inDaily );
r1 =ROC(C,1);
TimeFrameRestore();
Buy= TimeFrameExpand( r1, inDaily)>0;
Sell= TimeNum()== 093000;
//Optimize("time", 13, 091500,151500,30);
Is it possible to backtest in multiple time frame in AB.
thanks in advance
I want to backtest a system on Nifty intraday data.It will buy at positive End of day close .
sell condition is to be optimized as time next day (say 9.15 to 3.15).
Following afl that I am trying is not working.
TimeFrameSet( inDaily );
r1 =ROC(C,1);
TimeFrameRestore();
Buy= TimeFrameExpand( r1, inDaily)>0;
Sell= TimeNum()== 093000;
//Optimize("time", 13, 091500,151500,30);
Is it possible to backtest in multiple time frame in AB.
thanks in advance