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Jayson,
Great explanation-- thanks! It also probably explains why my results
were differnt yesterday (probably had holes).
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> 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
> -----Original Message-----
> From: danielwardadams [mailto:danielwardadams@x...]
> Sent: Tuesday, February 24, 2004 10:18 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Reference Symbols -- still wondering
>
>
> 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
> >
> >
> >
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