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I checked it on my eod databse and the sum works ok
RS1 = ROC(Close, 260); //Optimize("ROC",28,20,120,15);
RS2 = ROC(Close, 130);
RS3 = ROC(Close, 65);
RS4 = ROC(Close, 20);
RS = RS1 + RS2 + RS3 + RS4;
Filter=1;
AddColumn(rs1,"rs----1",1.2);
AddColumn(rs2,"rs----2",1.2);
AddColumn(rs3,"rs----3",1.2);
AddColumn(rs4,"rs----4",1.2);
AddColumn(rs,"rs---all",1.2);
If you are doing it in daily mode in your intraday database do you have 260
days (12 months) of data?
I have nearly 12 months of data in my intraday, so I changed the first to
200 days and it worked. If you have less than the longest timespan then you
Null result
TimeFrameSet(inDaily);
RS1 = ROC(Close, 200); //Optimize("ROC",28,20,120,15);
Cheers,
Graham
http://groups.msn.com/asxsharetrading
http://groups.msn.com/fmsaustralia
-----Original Message-----
From: eleake@xxxxxxxxxxxxxxxxxx [mailto:eleake@xxxxxxxxxxxxxxxxxx]
Sent: Wednesday, 17 December 2003 7:52 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Summing question
Ok, I think I need to use up another one of my "dumb questions" from
my new user allotment. I am looking to sum 4 ROC periods into an
index, but the following code only gives me the 240 number:
EnableRotationalTrading();
TimeFrameSet(inDaily); //Examine RS on a weekly basis
RS1 = ROC(Close, 260); //Optimize("ROC",28,20,120,15);
RS2 = ROC(Close, 130);
RS3 = ROC(Close, 65);
RS4 = ROC(Close, 20);
RS = RS1 + RS2 + RS3 + RS4;
I used AddColumn to display all four ROC periods in order to check
the results, and the RS column is the same as the 240.
RS=RS1+RS2+RS3+RS4; isn't summing the four periods.
Secondly, the backtest report is showing trades being executed
intraday-buying @11:05 and selling @12:15 on the same day. The daily
mode is set at the beginning of the code, and I have "daily" in the
settings.
Whats up?
-Eric.
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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