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Tomasz,
I tried my test this morning after upgrading to version 4.0. The time sync
problem still exists. It is still not properly synchronizing the times. If I
understand your last message properly, I do not have to change all of the
3-digit times to 4-digit, as you believe it to be fixed in version 4.0.
Apparently I have another problem then, because I still cannot sync the two
files based on time values. I do have some 3-digit values, but you seem to
indicate that version 4.0 fixes this.
Would you clarify this? Thanks for all your great work!
If you need the data that I have to test the problem again, please let me
know and I will forward it to you!
Thanks in Advance!
Dennis Todd
-----Original Message-----
From: Tomasz Janeczko [mailto:amibroker@x...]
Sent: Thursday, April 25, 2002 12:21 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Time sync problems backtesting Intraday Data
Hello,
I forgot to say that version 4.0 (to be released tommorrow) will address
this.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, April 25, 2002 7:03 PM
Subject: Re: [amibroker] Time sync problems backtesting Intraday Data
> 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/
> >
> >
> >
> >
> >
> > 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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