[TraderDay1983]

Hello Everyone!

Can someone point me in the right direction or help me with the code for the following trading strategy I want to develop.

How can I write the code for Entering on a certain date of a commodity then exiting on the close. Then test the performance of that trade for the last 10 years. For example, how could I back test if you bought the market on every March 3rd at the open then sold at the close for the last 10 years. Any assistance would be appreciated! Thank you!

TraderDay

[Tams]

Originally Posted by TraderDay1983 »

Hello Everyone!

Can someone point me in the right direction or help me with the code for the following trading strategy I want to develop.

How can I write the code for Entering on a certain date of a commodity then exiting on the close. Then test the performance of that trade for the last 10 years. For example, how could I back test if you bought the market on every March 3rd at the open then sold at the close for the last 10 years. Any assistance would be appreciated! Thank you!

TraderDay

You are asking a lot in ONE post, let alone in one sentence.

regarding "Can someone point me in the right direction...",

the only advice I can offer is to READ.

Read as much as you can;
read as many manual as you can,
read as many books as you can,
read as many examples as you can...

[equtrader]

You may have to look for the exact functions because I ahve not done EL for a long time:

If month = 3 and dayofmonth= 3 then Buy this Bar at close;

sell this bar at close;

end;

[Toothyfish]

{Long Entry}
If month(date)=3 and DayFromDateTime(Date)=2 then Buy 1 share next day at open;

{Long Exit}
If MarketPosition = 1 then sell 1 share this bar at close;


{I have it ready to buy on the 2nd of the month so you can buy at the open. I don't think easylanguage lets you buy at an open when it is already passed. I'm only a beginner but hope this gives you some start}

[ES DayTrader]

i dont what to say. it is best to ask the programmer of the platform u are using

[ES DayTrader]

i dont know what to say. it is best to find a programmers who is familiar with your platform. however, they are not cheap

[razzbarry]

First off you can't do this exactly as defined. The market is not open on the third of March every year so you have to get a little more sophisticated than this. I tested with Microsoft and found there were only 4 years that had data for Mar 3 so I changed the program to trade the first Tuesday of the month. The AmiBroker code to trade on the first Tuesday of the month is:

Buy = Month() == 3 AND Day() < 8 AND DayOfWeek() == 2; // first Tuesday of month
Sell = Buy; // sell the same day
Filter = Buy OR Sell;

You have to set Ami to go long only and buy the open and sell the close. No biggie.
Back test says you gain 0.29% / year, not the best system in the world.

Programming is very expensive. I suggest you learn how and there are many advantages to doing so. I use AmiBroker and I recommend it. I started with MetaStock but did not like it, others do, so it is up to you. AmiBroker has 1000s of code examples on their website and the owner is very active on their forum which is very helpful to newbies.

Ami has a program for EOD data that comes with the purchase. There are also plug-ins for intra day data. Security Index, stock, ETF, etc.), bond and Forex data from Yahoo is free. For the data they have access to see, How to get quotes from various markets
See AmiBroker's site for prices for the EOD and intra day versions. The price is very low but don't let that fool you, the program is very comprehensive even allowing live auto trading with intra day data feeds.

But you have to learn to use their programming language to define your trading systems. That is a hurdle many stumble over and quit using it. But their code examples will help a lot if you try to learn programming. I auto trade using Interactive Brokers. IB provides free intra day data for all the above security types, and you can get data for up to 100 securities per account.

You said you wanted to test this on commodities. Try Brite Futures for commodities data. This is a free source. Maybe someone on this forum could point to other data sources. If you find a source in .csv format Ami allows easy import of such data.

Barry