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Can you explain the changes you made to the AddColum statements?
I had AddColumn (RS1, "RS1);
You have AddColumn (rs1, "rs----1", 1.2);
What is the "----" and what is the "1.2"?
-Eric.
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> 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@xxxx [mailto:eleake@x...]
> 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@xxxx
> Send SUGGESTIONS to suggest@xxxx
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