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Bob
-----Original Message-----
From: amiabilityy [mailto:amiabilityy@xxxxxxxxx]
Sent: Wednesday, April 30, 2003 11:13 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Calendar Dates vs Trading Dates a la 4.34 BETA
Bob i created a fake ticker in excel which spans about 50 years,
It contains the correct dates including weekends,
but trying to count the days, including the weekends does not work
in ami.
I reference the fake ticker to count days using the foreign
function when a buy condition was true ( the buy cond is used on a
normal ticker).
even though the fake ticker includes weekends, I assumed using cum
on this fake ticker when the buy cond on a normal ticker was true,
would increment the count from
e.g. if the cum value was 5 on a friday then i thought the cum value
would be 8 on a monday.
It seems to count the same as the actual ticker i am using the buy
cond on.
Do you know of any way to count the days on a ticker with weekend
data, as i could email you the fake ticker in which the dates range
from 1960 to 2010
Peter,(not the same peter below).
--- In amibroker@xxxxxxxxxxxxxxx, "Bob Jagow" <bjagow@xxxx> wrote:
> Therre was an unclosed paren, Peter.
> ----
> function HermeticJulian( d, m, y )
> {
> result = ( 1461 * ( y + 4800 + ( m - 14 ) / 12 ) ) / 4 +( 367
*
> ( m - 2 - 12 *( ( m - 14 ) / 12 ) ) ) / 12 -( 3 * ( ( y + 4900 + (
m -
> 14 ) / 12 ) / 100 ) ) / 4 + d - 32075;
>
> return result;
> }
> function ScienceworldJulian( d, m, y )
> {
> result = 367 * y - int(7 * (y + int((m + 9) / 12)) / 4)
> + int(275* m / 9) + d + 1721013.5;
>
> return result;
> }
> ---
> The two return different results and neither gives the correct
dayofweek(), which is needed in order to calculate ApplyStop.
> The correct dayofweek() is given by -32076 and +1721015,
respectively.
>
> Bob
>
> -----Original Message-----
> From: bluesinvestor [mailto:investor@x...]
> Sent: Wednesday, April 30, 2003 7:27 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Calendar Dates vs Trading Dates a la 4.34
BETA
>
>
> Using the new function ability of Amibroker I have tried the
following:
>
> function HermeticJulian( d, m, y )
> {
> result = ( 1461 * ( y + 4800 + ( m - 14 ) / 12 ) ) / 4 +( 367
*
> ( m - 2 - 12 *( ( m - 14 ) / 12 ) ) ) / 12 -( 3 * ( ( y + 4900 + (
m -
> 14 ) / 12 ) / 100 ) ) / 4 + d - 32075;
>
> return result;
> }
>
> /*function ScienceworldJulian( d, m, y )
> {
> result = 367 * y - int(7 * (y + int((m + 9) / 12)) / 4 + int
(275
> * m / 9) + d + 1721013.5;
>
> return result;
> }*/
>
> Filter=C>0;
> AddColumn(HermeticJulian(Day(),Month(),Year()),"Hermetic");
> //AddColumn(ScienceWorldJulian(Day(),Month(),Year
()),"ScienceWorld");
>
> While I was able to get the first formula to work, the second
returned
> an error (although I am not sure why).
>
> Regards,
> Peter
>
> -----Original Message-----
> From: Bob Jagow [mailto:bjagow@x...]
> Sent: Saturday, April 26, 2003 3:28 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Calendar Dates vs Trading Dates
>
> I only promised to teach you to fish, Ken 8>)
>
> Forgetting leapyears, the 30 days has Sept... lookup code would be
> ----
> DaysInMonth = dim = IIf(Month()==2,28,IIf((Month()==4 OR Month()==6
OR
> Month()==9 OR Month()==11),30,31));
> ----
> Given the buy datenum , add the hold period and calculate the sell
> datenum using dim.
> ie, if holdP = 30 and bDate = 1030329; sDate = bDate + holdP =
1030359 =
> 103459 +100 -59 +59%dim = 1030528;
>
> But I'm not sure that datenum() is what you really want. I'd prefer
> ApplyStop(3,1,tradingDays), which would involve subtracting Sat
> and Sun.
>
> Comes back, therefore, to Julian Day because jd%7 is dayofweek()
and you
> could calc TradingDays by
> ---
> td = holdp;
> for ( i = jd; i < jd+holdP; i++)
> {
> m = i%7;
> if (m == 0 OR m == 6) td--;
> }
>
> Googling julian days gave lots of hits:
> ---
> http://www.hermetic.ch/cal_stud/jdn.htm
> The Julian day (jd) is computed from Gregorian day, month and year
(d,
> m, y) as follows:
> jd = ( 1461 * ( y + 4800 + ( m - 14 ) / 12 ) ) / 4 +( 367 * ( m -
2 - 12
> *( ( m - 14 ) / 12 ) ) ) / 12
> -( 3 * ( ( y + 4900 + ( m - 14 ) / 12 ) / 100 ) ) / 4 + d - 32075;
>
> or
>
> http://scienceworld.wolfram.com/astronomy/JulianDate.html
> JD = 367*y - Int(7*(y + int((m+9)/12))/4 + int(275*m/9) +d
+1721013.5
>
> ---
> Haven't tried either; would recommend that you check which ever you
> choose against one of the web jd calculators.
>
> Bob
>
>
>
>
> -----Original Message-----
> From: Ken Close [mailto:closeks@x...]
> Sent: Tuesday, April 29, 2003 4:26 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Calendar Dates vs Trading Dates
>
>
> Thanks Bob. I hope I get something more specific. I imagine there is
> some manipulation of the DateNum() function but I have not been
able to
> figure it out.
>
> Ken
>
> -----Original Message-----
> From: Bob Jagow [mailto:bjagow@x...]
> Sent: Tuesday, April 29, 2003 4:34 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Calendar Dates vs Trading Dates
>
> I don't believe AB has a clue re calendar vs. trading days; you
need the
> difference in Julian days.
> If you don't want to use a JDay dll and only need to know, for
example,
> when the .75% Fido commission expires, consider a 30 days
> has Sept.... lookup.
>
> Bob
>
> -----Original Message-----
> From: Ken Close [mailto:closeks@x...]
> Sent: Tuesday, April 29, 2003 1:10 PM
> To: AmiBroker List
> Subject: [amibroker] Calendar Dates vs Trading Dates
>
>
> Help....I want to count the number of calendar days since a buy or
> short...
>
> I have read msg # 16104 about creating a For loop inside a Jscript,
but
> frankly can not understand what it is advising.
>
> Can someone show me a simple way to determine the number of calendar
> days that have elapsed? Maybe the new For loop can help?
>
> I want to code in a "close trade" flag if there are more than x
number
> of calendar days since the trade was initiated. Because of other
> aspects of the code, I do not want to (can not) use the dll time
stop
> that is in the files area.
>
> Any help would really be appreciated.
>
> Ken
>
>
>
>
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>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
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> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
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>
>
>
> Send BUG REPORTS to bugs@xxxx
> Send SUGGESTIONS to suggest@xxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
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http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
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http://docs.yahoo.com/info/terms/
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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--------------------------------------------
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Attachment:
Julian Day.afl
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