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Re: [amibroker] Time sync problems backtesting Intraday Data



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Dennis,

You can send me the data file for examination -
but I tested the file you have sent me last time and it worked fine.
And to be sure that we are speaking about the same "problem":
you state that intraday data from before 10:00 are imported without time
so they are added as end-of-day, is it correct ?


Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Dennis Todd" <dtodd@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 30, 2002 3:52 PM
Subject: RE: [amibroker] Time sync problems backtesting Intraday Data


> Tomasz,
> 
> I did delete the old tickers. I deleted the SP and the NYSE Adv issues from
> Amibroker and re-imported them into Amibroker using the Import Wizard. Same
> problem! :-(
> 
> Dennis Todd
> 
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@x...]
> Sent: Tuesday, April 30, 2002 8:35 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Time sync problems backtesting Intraday Data
> 
> 
> Dennis,
> 
> You have to DELETE your old imported data and re-import them. Remove tickers
> completely
> and re-import data.
> Otherwise data imported WRONG previously (using previous AmiBroekr version)
> will cause this problem.
> 
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Dennis Todd" <dtodd@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, April 30, 2002 2:47 PM
> Subject: RE: [amibroker] Time sync problems backtesting Intraday Data
> 
> 
> > 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
> > > > >
> > > > >
> > > > >
> > > > >
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> > > > >
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> > > >
> > > >
> > > >
> > > >
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> > > >
> > > >
> > > >
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> > >
> > >
> > >
> > >
> > >
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> > >
> > >
> >
> >
> >
> >
> >
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> >
> >
> >
> >
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> 
> 
> 
> 
> 
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> 
> 
> 
> 
> 
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/ 
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>