Amibroker Back Testing intra day? Between 9:30-11:00 AM EST. Is this possible?

Is it possible to back test a day trading strategy? I want to only apply the strategy between 9:30-11:00 AM EST. And I want to back test this everyday for the past 3 years.

If it isnt possible with Amibrokers, do you know of a backtesting software in which these parameters can be set?

 

Yes, of course it is possible.

 

if( NOT( tn[y] > 80000
AND tn[y] < 90000) AND NOT( tn[y] > 200000 AND tn[y] < 210000) )

This does not enter trades from 8--9est AM and Pm. with
Tn=TimeNum();

you work on the rest.

 

If I just get amibroker will I be able to do this?

Or do I need intra day data from somewhere else?

 

ab is strictly sofware for bt and autotrading and charting / data is external

 

There is no loop iteration required like you do.

Almost all software vendors get data from somewhere else well, ... from data vendors.

 

Put down your buy/sell rules as:
Buy = TimeNum()>090100 AND (your buy/cover rules) AND TimeNum()<105900;
Sell = TimeNum()>090100 AND (your sell/short rules) AND TimeNum()<105900;

This will keep your strategy alive within the timeframe 9.01 and 10.59. Ideally it should be a little less than 10.59 because your trades need time to get executed. 10.57-8 would be alright. If you're using range/volume bars this time should come down even further. Observe what is generally the time the second last range/volume bar closes and put down that time as your ending time.

 

http://www.amibroker.com/kb/2014/11/28/how-to-restrict-trading-to-certain-hours-of-the-day/