|
PureBytes Links
Trading Reference Links
|
Hi Jayson,
I had seen that description but I still don't know what it means. I'm
feeling pretty obtuse about it.
Yesterday, I could swear I was getting different backtest performance
and Sharpe Ratio values depending on whether this was checked. Today
I can't reproduce those differences.
Regardless, I'm still curious about what "pad and align" is supposed
to mean. Is it checking some indicator for the overall market health
(the ^Rut in my case)? If so, what is the indicator and how are my
individual stock prices "padded and aligned"?
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Daniel,
> The help files are full of information. I found this with the
simple search
> "reference symbol" in quotes...
>
> Regards,
> Jayson
>
> Pad and align to reference symbol
>
> When this is turned on, all symbols' quotes are padded and aligned
to
> reference symbol. Note: by default this setting is OFF. Use
responsibly. It
> may slow down backtest and introduce some slight changes to
indicator values
> when your data has holes and holes are filled with previous bar
data. The
> feature is intended to be used ONLY when your system uses general
market
> timing (generates global signals based on data and/or indicators
calculated
> using Foreign from 'reference' symbol). Note 2: if reference symbol
does not
> exist, data won't be padded.
>
> -----Original Message-----
> From: danielwardadams [mailto:danielwardadams@x...]
> Sent: Tuesday, February 24, 2004 9:21 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Reference Symbols -- still wondering
>
>
> If there are any people who understand the effect Reference Symbols
> have on backtesting, an explanation would be appreciated.
>
> TIA.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "danielwardadams"
> <danielwardadams@xxxx> wrote:
> > Can somebody explain to me what checking the "Pad and align all
> data
> > to reference symbol" box in Settings has on backtesting?? Also, in
> > the Preferences section, my reference symbol was set to "WIG".
What
> > is that and how did it get set? (In Settings, I set it to "^Rut"
> for
> > the Russell 2000).
> >
> > Checking this box does have an effect on backtesting (not quite as
> > good overall but more stable performance) but I don't understand
> > what "pad and align" means.
> >
> > Any help would be appreciated.
> >
> > Dan
>
>
>
> 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/)
> --------------------------------------------
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
>
> Yahoo! Groups Sponsor
> ADVERTISEMENT
>
>
>
>
>
> --------------------------------------------------------------------
--------
> ----
> Yahoo! Groups Links
>
> a.. To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
>
> b.. To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
> c.. Your use of Yahoo! Groups is subject to the Yahoo! Terms of
Service.
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
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|