tick by tick backtesting/ look inside the bar /bar magnifier feature in amibroker

[ashish1271]

What's got the stuff that you're trying to accomplish got to do with the current case of that other guy. And if that stuff (whatever that is precisely) can not be provided by free support then you expect free support from me or others? No way. If you can't program then contact someone who actually can (whoever it is) That's the only advice. But there is no free service. Almost no one will spend his own time doing some mercy things.

if u cant help stay away from this thread and dont spoil it..as far as programming is concerned , i m well versed with it ..its afl language restrictions that is making it difficult..
anyways i have already accomplished this tick level backtesting in openquant which uses c# language.

 

[trash]

if u cant help stay away from this thread and dont spoil it..as far as programming is concerned , i m well versed with it ..its afl language restrictions that is making it difficult..
anyways i have already accomplished this tick level backtesting in openquant which uses c# language.

There are no AFL restrictions. It just shows that you don't know much.
Don't tell what I have to do. The only one having any clue in this thread is me so far. I already told you how to get to your goal but as it appears the one and only restriction is you.

 

[toptrader]

hi ashish, mine problem is like yours, ami seems is not able to make tick backtesting, is incredible, you can take all the scenarios in help file but trailing stop don't exit at proper level.. is incredible, only if i take 1sec time frame is correct, if i use other time frame it take close of bar and immediately after the open.

 

[Happy_Singh]

@ashish1271When running the backtest on daily tf (data considered by the process in ami would be the daily bar) it is not possible for the process to consider lower tf data from a higher tf.

For your desired analysis, the correct way to run the backtest would be to expand the required higher tf condition in the requisite lower tf and run the process. In your case you have to run the backtest on 1 min tf with the signal of the daily MACD.

Regards,

P.S - As Trash rightly remarked, read the help files. It's all there.

rmike gave you the right solution . . . but by now he must be wondering, why did he open his mouth . . .


anyway . . .

step 1: switch to 1 minute time frame
setp 2: using TimeFrameSet calculate all your levels on daily time frame
setp 3: get values on 1 min by using TimeFrameExpand with expandFirst option
setp 4: test your system (buy/sell whatever using expanded values) on 1 minute time frame,

this way you will get your intraday wips that you are looking for . . .

Happy

 

[toptrader]

thanks happy for the explanation, i will try to adjust my afl with this considerations, anyway can you post a simple example with daily cross macd and look in to the bar for correct stop intraday/1minute or best in 1 second time frame. Thanks

 

[trash]

hi ashish, mine problem is like yours, ami seems is not able to make tick backtesting, is incredible, you can take all the scenarios in help file but trailing stop don't exit at proper level.. is incredible, only if i take 1sec time frame is correct, if i use other time frame it take close of bar and immediately after the open.

Because you are having NO CLUE! It is working perfectly fine!

 

[toptrader]

yes ok it properly works,i known, but you just have to set it correctly; if you try to set a different time frame than one second you'll see that does not work; then the help file of applystop is a bit misleading,probably for timeset not set in my afl;I will try to set this up as you suggested and will let you know, stay there, you're beautiful loads.

 

[trash]

rmike gave you the right solution . . . but by now he must be wondering, why did he open his mouth . . .


anyway . . .

step 1: switch to 1 minute time frame
setp 2: using TimeFrameSet calculate all your levels on daily time frame
setp 3: get values on 1 min by using TimeFrameExpand with expandFirst option
setp 4: test your system (buy/sell whatever using expanded values) on 1 minute time frame,

this way you will get your intraday wips that you are looking for . . .

Happy

expandfirst is wrong as it looks into future if delay = 0.
For something like entry signal via macd to signal cross then you may use expandpoint.

And Applystop doesn't require any timeframe functions

 

[trash]

yes ok it properly works,i known, but you just have to set it correctly; if you try to set a different time frame than one second you'll see that does not work; then the help file of applystop is a bit misleading,probably for timeset not set in my afl;I will try to set this up as you suggested and will let you know, stay there, you're beautiful loads.

Your gibberish is misleading. Appystop help is written straight to the point. Learn to construct a proper English sentence first then we can talk on same level.

 

[toptrader]

if u cant help stay away from this thread and dont spoil it..as far as programming is concerned , i m well versed with it ..its afl language restrictions that is making it difficult..
anyways i have already accomplished this tick level backtesting in openquant which uses c# language.

Ashish perhaps we've got it, the point of multiple time frames "should" be right, because going to the minimum delay of 1 second I found the right value; so it should only be a time setting problem; at the expense of those who are talkative and not bring any concrete example.