|
PureBytes Links
Trading Reference Links
|
Hi Nigel,
Sounds interesting, but I cannot seem to locate that particular file
in the files section. I can't find anything at all posted by you,
however there are a number of ASX-specific files posted, but none I
see by the name of ASXtick.zip.
Yuki
Monday, March 3, 2003, 6:41:00 PM, you wrote:
NR> Yuki, I had a similar problem with the ASX, so I wrote a
NR> DLL (see the files section ASXtick.zip). Have a look at it's
NR> documentation and let me know if something like this (using
NR> Tokyo rules) would do the trick for you.
NR> If so, let me know the Tokyo rules and I'll make a modified version for you.
NR> Nigel
NR> On Mon, 3 Mar 2003 08:07 pm, Yuki Taga wrote:
>> All:
>>
>> I need to refine my code so that correct buy and sell prices are
>> being reported in the back tests. The problem I'm having is that the
>> yen is indivisible, but the back tester wants to split it when it
>> reports prices and calculates profits.
>>
>> Let's say my BStopLevel = ref(C,-1) + (ref(H - L, -1) * 1.01)
>>
>> This is almost always (probably always, actually) going to be a
>> fractional yen value. On a multiple security back test, my task is
>> to force the back tester to buy at the next greater tick level,
>> rather than the fractional value. Exits are on the open, so that is
>> never a problem.
>>
>> Compounding this, is that fact that tick increments in Tokyo vary
>> depending on issue price. In the portfolio I want to back test, I
>> have several issues that have tick increments of a single yen. But
>> one of those can reach levels where the tick increment jumps to 5 or
>> even 10 yen. Others in the portfolio have tick increments of 1,000
>> yen, or 100 yen.
>>
>> I would like precision in my back testing, and I'm not getting it.
>> It is my own fault, I'm sure, for not knowing the code any better.
>> Can anyone help?
>>
>> Yuki ^_^
>>
>> mailto:yukitaga@xxxxxxxxxxxxx
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|