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Thanks Marek
I understand the difference if you choose n=5 in the range.
I guess I didn't explain it fully. I am exploring with n=1. I would have
expected the difference between days and quotations to be still different.
This is why I had the ref(x,-5)
As a easy example if I want to just reference something over the past 5 days
I have to keep in mind that it is actually referencing the last 5 quotations
regardless of the range setting. This can make a big difference to the way I
would write the explorations
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: Marek Chlopek [mailto:mchlopek@xxxxxxx]
Sent: Tuesday, 27 May 2003 5:12 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: RE: [amibroker] AA range settings
Graham,
DataNum() IMO should give always the same value as it is related strictly to
calendar not to trading days.
Explore this simple code in AA and you will find differences between days
and quotations (5-day period starts 22/05 and 5-trading/quotation day period
starts 20/05).
Filter=1;
AddColumn(C,"",1.2);
Buy=Sell=0;
All the best,
Marek
-----Original Message-----
From: Graham [mailto:gkavanagh@xxxxxxxxxxxxx]
Sent: Tuesday, May 27, 2003 11:05 AM
To: AB yahoo group
Subject: [amibroker] AA range settings
I am currently checking the use using "n last quaotations" and "n last days"
in the AA window and I am not certain if they are different.
With padded data, ie no zero trade holes, then it should make absolutely no
difference as every weekday is filled in.
But with unpadded data, ie zero trade days are excluded, I expected there
to be a difference. But I have done a quick check using datenum() to make it
easy and with 5 days and 5 quotations the results were the same for each,
even if some days were not included.
An example
Today = 1030527
5 days ago 1030520
If a day was not included both runs gave the same day, eg 1030519 if one day
no there.
I would have expected that using 5 quotations would give me the 1030519, but
5 days would have been 1030520 as this is 5 trading days ago regardless of
whether that stock traded or not during that period.
Am I doing something wrong, can anyone advise me before I check with Tomasz
and possibly waste his time.
What I used was very simple
Filter=1;
AddColumn(DateNum(),"today",1);
AddColumn(Ref(DateNum(),-5),"5 period",1);
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
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