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<FONT face=Arial color=#0000ff
size=2>Dan,
its
purpose is to handle data "Holes". As I understand it the reference symbol
allows AB to determine if trades "Should" have occurred in the underlying
symbol. If , in your case the ^RUT traded but your symbol did not then AB
will fill that days data with the previous bars data thus eliminating the hole.
of course this padding could effect indicators placed on that symbol and
back tests relating to that symbol. The option is designed as a work around for
poor data sources. AB also has a Purify tool designed to highlight stocks no
longer trading. Hope this helps.....
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: danielwardadams
[mailto:danielwardadams@xxxxxxxxx]Sent: Tuesday, February 24, 2004
10:18 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: Reference Symbols -- still wonderingHi
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@xxxx]> 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>
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