Re: [amibroker] Time sync problems backtesting Intraday Data

["Tomasz Janeczko" <amibroker@xxxx>]

Dennis,

This is not the problem of intraday synchronization.
It is just ASCII importer that accepts only 4 digit time HHMM format.
Your data have 932 (3 digits) while importer expects 0932.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Dennis Todd" <dtodd@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, April 08, 2002 3:13 AM
Subject: RE: [amibroker] Time sync problems backtesting Intraday Data


> Tomasz,
> 
> Ok, I did as you asked, I have two data files(see attached), both with
> hourly data. I still get the same results. On a scan, backtest and report
> from AA there are dates with zero time and it uses those values for trading.
> The values it uses are from 932 in the morning, but the trade is for the
> last one of the day. I tried to use a filter to check to make sure the time
> is not zero(I may not be using it correctly). The "report" from AA shows
> that it is using those zero hour times as trading the last trade of the
> day..
> 
> I believe I have what you ask me to do.
> 
> I have attached the afl, NYSE_adv and SP futures data.
> 
> Thanks in advance!
> 
> Dennis Todd
> 
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@x...]
> Sent: Sunday, April 07, 2002 3:01 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Time sync problems backtesting Intraday Data
> 
> 
> Dennis,
> 
> One fundamental thing: if one data set has only hourly data
> and another has 1-minute data it is not possible to get
> 1-minute data via Foreign() function from hourly data.
> AmiBroker can not "guess" missing information.
> 
> To avoid such problems you should have the same periodicity
> for current symbol and the one used via Foreign() function.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Dennis Todd" <dtodd@xxxx>
> To: "AmiBrokerUserForum" <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, April 07, 2002 9:42 PM
> Subject: [amibroker] Time sync problems backtesting Intraday Data
> 
> 
> > Tomasz,
> >
> > I am seeing weird result using some intraday data for backtesting.
> >
> > I have two files:
> > 1. NYSE Advancing issues, hourly data, begins on ~9:32 every hour after
> that
> > till end of day. (125kbytes in size)
> > 2. S&P futures data, continuous contract, 1 minute tick, starts 9:31
> > everyday till 4:15. (7megbytes in size)
> >
> > see AFL attached for code.
> >
> > If I run the code, I end up with AB using an Advance Issue from 9:30 at
> the
> > end of the day. For instance, the value 1179 shows up as the 9:30 Advance
> > Issue close value on 1/3, but the Explore show using it at the end of the
> > day.
> >
> > I can forward the S&P data to you if you want me to. Something isn't right
> > somewhere. Am I doing something wrong. It seems there is a synchronization
> > problem with the data. Or maybe AB can't sync 1-minute tick data and
> hourly
> > data. Seems it should be able to do that!
> >
> > Let me know if you want the 1 minute tickdata. I can forward to you, but
> is
> > 7meg in size.
> >
> > I look forward to your response.
> >
> > Thanks in Advance!
> >
> > Dennis Todd
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
> >
> >
> 
> 
> 
> 
> 
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
> 
> 
> 
> 
> 
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> 
>