October 26, 2006
How to close open positions at the end of the day (for daytraders)
If we are backtesting the intraday strategy and we do not want to keep open positions overnight – then it’s necessary to force closing all the open positions before the session end. In order to code it in AFL – the easiest is to use TimeNum() function for that purpose. (more…)
Filed by AmiBroker Support at 5:19 am under Backtest
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