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Hello,
I am pretty confident that Foreign and importer works fine in v4.0.
I am keen to see sample data / formula that shows any problem with it.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Dennis Todd" <dtodd@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 30, 2002 3:18 PM
Subject: RE: [amibroker] Time sync problems backtesting Intraday Data
> Tomasz,
>
> I tried changing the times to all 4-digit values. When I did this, the code
> now does not see the actual SP data that I have selected. It uses the
> Foreign Close value for both the Foreign AND the Buy/Sell/Short/Cover Close
> values as well.
>
> Very strange! Again I will be glad to forward the code and data for your
> verification!
>
> Thanks in advance!
>
> Dennis Todd
>
> -----Original Message-----
> From: Dennis Todd [mailto:dtodd@x...]
> Sent: Tuesday, April 30, 2002 7:48 AM
> To: amibroker@xxxxxxxxxxxxxxx
> 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
> > > >
> > > >
> > > >
> > > >
> > > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > > >
> > > >
> > >
> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
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> > >
> > >
> > >
> > >
> > > Your use of Yahoo! Groups is subject to
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> > >
> > >
> >
> >
> >
> >
> >
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> >
> >
> >
>
>
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