|
PureBytes Links
Trading Reference Links
|
Peter,
Which version are you using?
I suggest downloading 4.20.5 (<A
href="">http://www.amibroker.com/bin/ab4205.exe)
and trying again.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE dir=ltr
>
----- Original Message -----
<DIV
>From:
peter j
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, November 01, 2002 1:41
AM
Subject: [amibroker] IS THERE A BUG IN
THE DATABASE.
The database in AMI is incorrect when using the sector and industry
assignments. (this is not an actual not an AMI
problem). when using e.g. the sample ASX that sets up these
assignments and then loading the data history there is a major problem.
I came across this recently when using the Add to composite
formula (below) for counting stocks traded each day.
AddToComposite(1,"~MyCounter","X");Plot(Foreign("~MyCounter","C"),"MyCounter",4,2);Buy=Sell=Short=Cover=0;Filter=1;
There was a huge jump in the number of shares trading on the
day for a short period of time which matches the start date and last
date of the data which is supplied in the SAMPLE ASX data
base. To further test this iran
a test to find the last day traded and only selected the stocks that traded up
to todays date and added this to a watchlist. but there was still a large
jump.
I then created a new data base without using the sample ASX
sector and industry assignments. This worked, and there was no large jump
in the number of stocks trading on the day. (both the databases had the same
number of stocks which is why i cant figure out why there are different number
of stocks traded on the day from 1 data base to the other )
When running backtests there were different results as
well. For the past 9 months or more i have had false backtest results
without even knowing it.
Does anyone know why this happens as it seems to do it when
there was a small sample of dataand then loading the whole data history
into it.
Its almost as if there were hidden data files as there were thesame
number of stocks in the watchlists, that i ran the test on.
I have attached 2 files which shows the
results . (CountA) is the result of the normal
database. (countB) is the result using the sampleASX database.
the problem occurs on the 3/12/2001 till 1/3/2002 in the
countB image.
If this is causing a problem what happens when updating data after
the data supplier has adjusted the data for splits E.T.C.
thanks to Herman van den Bergen for the add
to composite help file as i would probably not have noticed this
for a while to come.
Peter.
Do you Yahoo!?New <A
href="">DSL Internet
Access from SBC & Yahoo! Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
<IMG
src="">
<IMG
src="">
|