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As I stated a year or so ago, not only do EOD prices differ from
intraday prices with regards to the open, they differ regarding the
close as well and in some cases with high and low. I'm not sure why
you think the EOD prices are more accurate, especially when it comes
to what is reported for closing prices as these are typically
settling prices that occur AFTER the close and are therefore NOT
tradable, but if that's what you want to use, so be it. They are
however at best only meaningful when trading on delay i.e. buy/sell
at tomorrows open NOT todays prices whether they are based on close
or intraday as they aren't in print yet. From my perspective the
only meaningful numbers are those related to intraday not EOD.
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> There is NO problem with how AmiBroker processes data and there is
NO
> problem with Data Vendors, the price differences cannot be blamed on
> anybody, they are simply a fact of market data.
>
> The differences become more important as your trades becomes
shorter, which
> is the case when you migrate from EOD to RT (my situation). Another
factor
> is whether you work with Indices, ETFs or Composites. The only way
for you
> to know if/how you are effected is to do your own testing. Market
data is
> the foundation of all your trading systems and you should know what
you are
> working with.
>
> IMHO, Using EOD prices in your formulas is similar to
using "smoothed" RT
> prices however the advantage of using EOD Prices is that it gives
you more
> accuracy in backtesting and has no lag. My limited experience is
that EOD
> Open prices are released within the first second after the Open (no
lag),
> tracking this price from the eSignal EOD server starts at 09:18:00
and it
> often zeroes in on the real Open price well before 9:30:00 a.m.
>
> Below are some examples, comparing QP2 with eSignal RT.
> take care,
> herman
>
> Ticker Date/Time EOD-Open RT-Open %Difference
> AAPL 03/08/04 26.79 26.62 0.63%
> AAPL 12/16/03 20.19 20.08 0.54%
> AAPL 03/30/04 27.86 27.72 0.50%
> AAPL 12/15/03 21.49 21.39 0.47%
> AAPL 02/18/04 23.18 23.08 0.43%
> AAPL 03/19/04 25.7 25.59 0.43%
> AAPL 12/12/03 21.32 21.23 0.42%
> AAPL 12/17/03 20.08 20 0.40%
> AAPL 01/30/04 22.74 22.65 0.40%
> AAPL 03/18/04 25.94 25.85 0.35%
>
> Ticker Date/Time EOD-Open RT-Open %Difference
> YHOO 03/19/04 46.54 44.93 3.46%
> YHOO 11/14/03 42.88 42.66 0.51%
> YHOO 01/13/04 49.95 49.73 0.44%
> YHOO 03/04/04 43.46 43.34 0.28%
> YHOO 01/02/04 45.5 45.38 0.26%
> YHOO 03/01/04 44.52 44.41 0.25%
> YHOO 02/25/04 44.39 44.31 0.18%
> YHOO 01/29/04 46.57 46.49 0.17%
> YHOO 02/11/04 47.03 46.95 0.17%
> YHOO 02/13/04 47.61 47.54 0.15%
>
> Ticker Date/Time EOD-Open RT-Open %Difference
> QCOM 03/16/04 64 63.16 1.31%
> QCOM 02/05/04 56.52 55.95 1.01%
> QCOM 10/21/03 45.39 44.95 0.97%
> QCOM 12/19/03 51.72 51.56 0.31%
> QCOM 03/17/04 64.74 64.54 0.31%
> QCOM 11/04/03 47.74 47.6 0.29%
> QCOM 12/12/03 50.18 50.05 0.26%
> QCOM 03/01/04 63.39 63.25 0.22%
> QCOM 11/20/03 45.56 45.48 0.18%
> QCOM 02/17/04 58.09 58 0.15%
>
>
>
> -----Original Message-----
> From: Tomasz Janeczko [mailto:amibroker@x...]
> Sent: Monday, April 12, 2004 5:26 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Re: Real-Time Trading System Examples
> Importance: High
>
>
> Hello,
>
> I have already wrote that accessing DAILY data in intraday
database is OF
> COURSE POSSIBLE.
> Use TimeFrame functions or just switch periodicity in AA Settings
window
> to DAILY.
>
> The fact that data on EOD eSignal server are different than time
> compressed data on intraday eSignal server
> is NOT the problem of AmiBroker. This is because how exchanges
report EOD
> data and actually
> time-compressed intraday data provide ACCURATE picture - because
they
> represent REAL trades that occured
> during REAL trading session.
> And represent prices that your orders could actually be filled at.
> =======================================
>
> Mixing data from eSignal daily and intraday servers would result
in
> infinite confusion becuase
> close at 16:00 would could be DIFFERENT depending what viewing
interval
> you choose.
>
> Also problems appear with OPEN price as it is NOT possible to
trade
> exactly on open on certain exchanges.
> For example on Nasdaq you can not place real "market on open"
order
> see for example:
>
>
http://www.interactivebrokers.com/html/tradingInfo/orders/MarketOpenCl
oseOrd
> ersSimulated.html
>
> so you can not get filled at open (Market On Open orders
are "simulated"
> on Nasdaq by placing market order within first 30 seconds of trading
> session)
> Considering this what's the purpose of using EOD open when you
can not get
> filled at this price.
> Using real intraday data gives you much better robustness of your
backtest
> (you can calculate for example the average
> price of first 1 minute of trading and enter on that price)
>
> And of course your system seems to be way to sensitive to be
successful in
> real life if it yields so much different
> results when daily prices differ by such small amounts. You
should really
> add at least 0.2% for slippage to treat
> the backtest with minimum amount of credibility.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: Herman van den Bergen
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, April 12, 2004 4:06 AM
> Subject: RE: [amibroker] Re: Real-Time Trading System Examples
>
>
> In simple situations you only have to run the EOD version once
a day to
> generate the table. But during development i work with different
systems and
> watchlists, so I may want to generate many different tradelists
during the
> day and i shuffle back and forth between EOD and RT.
>
> If we could access both the RT and EOD database at the same
time from
> the RT version (Not possible right now) many problems would be
solved.
> However there are other reasons why creating a file with AA
statistics and
> having a means to read the Stats back would be handy....for example
you
> could use two-pass Backtests and use stats from the first pass in
the second
> in Scoring and PositionSize formulas, or plot the statistics from
> indicators, show complex trade stats on the screen or in
Interpretation
> windows from the chart, analyze portfolio trades, etc. Remember
that such a
> table offers a form of Persistent memory that can be acessed by
successive
> AA operations.
>
> I have not had an occassion where i needed the EOD version to
access the
> RT version.
>
> h
> -----Original Message-----
> From: danielwardadams [mailto:danielwardadams@x...]
> Sent: Sunday, April 11, 2004 9:40 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Real-Time Trading System Examples
>
>
> I've applied to the other list but can't access it yet.
>
> Maybe it's apparent from what you say there but would there
be a need
> for simultaneous instances if you could access the EOD
database
> directly from an RT instance? If not, you could just run the
EOD
> version once a day to update the data. Does the EOD version
ever need
> to access the RT version for anything?
>
> Dan
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> <psytek@xxxx> wrote:
> > You may want to read my post on the DLL list
> > http://finance.groups.yahoo.com/group/amibroker-
dll/message/1320
> >
> > From my post you will see that I prefer two independent but
> simultaeous,
> > AmiBroker instances (one RT and one EOD) so that they can
> communicate with
> > each other. I would be quite happy to run the EOD on one
screen and
> run the
> > RT on another - as long as my RT could access the EOD
Signals and
> > Statistics.
> >
> > I currently have a prototype running in this fashion, it
requires
> Exporting
> > the EOD tradelist to allow my RT code to read it. I use
String
> Manipulation
> > to parse the code, match dates, and fill in my RT data with
EOD
> > signals/prices. While running RT i use the selected (or
loop) date
> to
> > retrieve the relevant Row from the TradeReport file. It
works but
> is slow
> > and still buggie, I would prefer a simple and fast DLL as
outlined
> in my DLL
> > post. As you can read there it would offer a variety of
other
> attractive
> > applications. With a little luck somebody with C-expertise
will
> like the
> > idea and write a DLL. Most of the work has already been
done and is
> > available from the public domain OSAKA C-Sourcecode in DLL
files.
> >
> > wrt the -at list, I gave up on Ninja because i found it too
highly
> > integrated with it's proprietary Entry/Exit strategies. I
prefer to
> do my
> > "own thing" using the simplest possible API interface. There
> haven't been
> > many posts because Tomasz may be offering Automated trading
at some
> point,
> > it would be unlikely for any parallel efforts to be
competative in
> terms of
> > features, reliability and delivery date.
> >
> > best regards,
> > herman
> > -----Original Message-----
> > From: mrdavis9 [mailto:mrdavis9@x...]
> > Sent: Sunday, April 11, 2004 5:23 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Re: Real-Time Trading System
Examples
> > Importance: High
> >
> >
> > My post below was intended to encourage you to keep this
> discussion
> > PUBLIC, and only use private emails where necessary. I
won't have
> time to
> > study it in depth till later. However, I am saving all
automated
> trading
> > discussions that I see in an Outlook Express folder entitled
> AUTOMATED
> > TRADING. I don't have a lot of saved messages yet, but I
have
> copied one
> > here as an example of what I am saving, I saw this on the
Ninja
> Trader yahoo
> > group. I stopped watching their discussions awhile back.
Ron D
> >
==================================================================
> >
> > I've taken 5 systems which I was using to trade manually,
changed
> > them so they can run without me, backtested them on IRT
until I'm
> > happy with them and set them off live.
> >
> > Expectancy (based on (Pw * Aw)- (Pl * Al) where P =
probability,
> A =
> > Average, w = win and l = loss) ranges from 1.8 to 2.7 and
R/R from
> > 2.4 to 6.1. Percent wins range from 38% to 52% in the
backtest
> > period. All systems use a variety of indicators (CCI,
FASTD and
> > custom indicators mostly) and multiple time frames.
> >
> > The single most important factor in improving backtested
> performance
> > turned out to be identifying conditions in longer
timeframes which
> > lead to poor results and modifying the scans to prevent
trading
> when
> > those conditions apply. With some scans this results in
very few
> > trades (15 or 20 per quarter) so backtest results are
> statistically
> > dubious and, as backtesting itself is not a 100%
representation of
> > what will happen in real life, I will hold off buying the
yacht
> for
> > the timebeing.
> >
> > ========================================================
> > ----- Original Message -----
> > From: dingo
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Sunday, April 11, 2004 1:49 PM
> > Subject: RE: [amibroker] Re: Real-Time Trading System
Examples
> >
> >
> > I posted some code (vbScript) to export the trade list
under
> some
> > circumstances - look back using this thread subject.
> >
> > d
> >
> >
> >
> > ------------------------------------------------------------
--------
> ------
> > From: mrdavis9 [mailto:mrdavis9@x...]
> > Sent: Sunday, April 11, 2004 2:38 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: [amibroker] Re: Real-Time Trading System
Examples
> >
> >
> > I am also interested in the subject of this thread.
Ron D
> > ----- Original Message -----
> > From: danielwardadams
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Sunday, April 11, 2004 1:30 PM
> > Subject: [amibroker] Re: Real-Time Trading System
Examples
> >
> >
> > Herman & dingo,
> > I'd also be interested in anything you come up
with. I want
> to solve
> > the same problem as you Herman. Hope you're making
better
> progress
> > than me though ...
> >
> > Dan
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "dingo"
<dingo@xxxx>
> wrote:
> > > sounds neat. I'll contact you off-line to work
up some
> specs.
> > >
> > > d
> > >
> > >
> > > _____
> > >
> > > From: Herman van den Bergen [mailto:psytek@x...]
> > > Sent: Friday, April 09, 2004 9:51 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > >
> > >
> > > Anytime you are ready, if you write the code for
the
> tradelist
> > export I'll
> > > share whatever afl I turn out to read the file
from RT :-)
> > > I have the basics working and hope to finish it
over the
> weekend.
> > It is kind
> > > of neat you just click anywhere on the RT chart
and see
> all the
> > EOD
> > > particulars in the RT Interpretation window :-)
still
> have to do
> > the date
> > > matching...
> > >
> > > h
> > >
> > >
> > >
> > > -----Original Message-----
> > > From: dingo [mailto:dingo@x...]
> > > Sent: Friday, April 09, 2004 9:37 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > > Importance: High
> > >
> > >
> > > Your BTW is EXACTLY what I was going to suggest.
> > >
> > > I'll work you up something to do the exporting
(and
> little bit
> > more). How
> > > soon do you need it?
> > >
> > > d
> > >
> > >
> > >
> > > _____
> > >
> > > From: Herman van den Bergen [mailto:psytek@x...]
> > > Sent: Friday, April 09, 2004 9:13 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > >
> > >
> > > InLine...
> > >
> > > -----Original Message-----
> > > From: dingo [mailto:dingo@x...]
> > > Sent: Friday, April 09, 2004 7:49 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > > Importance: High
> > >
> > >
> > > I'm still trying to get my head around what
approach
> you're
> > wanting
> > to take.
> > >
> > > Are you going to use EOD data and formula to
produce your
> buy
> > signals?
> > > Yes, because they are more accurate than RT
signals - for
> what i
> > am
> > doing.
> > >
> > > Or are you going to use Realtime data and another
formula
> to do
> > your
> > > entries?
> > > Yes.
> > >
> > > Are you going to use Realtime data and formula to
manage
> > stops/exits for
> > > open positions?
> > > Yes.
> > >
> > > If that's the case then you won't need to mix your
> databases and
> > your EOD
> > > formula can be separate from the realtime
formula, right?
> > > Indeed, but only in real trading, the problem is
that I
> need to
> > > develop&optimize the RT components with
backtesting. How
> would I
> > optimize my
> > > RT stops over historical data if I don't have
access to
> the EOD
> > signals,
> > > stock picks, scores, shares, and trade-prices in
my
> formula? All
> > these are
> > > based on EOD data and can not be calculated
accurately in
> RT.
> > >
> > > I assume you have the EOD formula that generates
the buys
> working
> > > satisfactorily?
> > > Yes, but is is price sensitive and gets all
confused
> dealing with
> >
> > things
> > > like -17 to +30 cts RT volatility/noise of the
OHLC
> Prices (AAPL).
> > >
> > > If you are going to use a formula to manage your
> stops/exits have
> > you been
> > > able to complete this or is this the question
that you're
> asking?
> > > There are many formulas and i haven't decided
which to
> use, My
> > system must
> > > first work with EOD performance in an RT
environment.
> > >
> > > Assuming you have a formula to manage those
stops/exits -
> have you
> > worked
> > > out a way to trigger the trade?
> > > NO.
> > >
> > > I believe you mentioned that Ninja Trader wasn't
the
> answer. Is
> > this a
> > > piece you're asking about as well?
> > > Not now, waiting for TJ to introduce
automation... i
> still have
> > work to do
> > > and hope to be ready when TJ is...
> > >
> > > Lots of questions, eh?
> > > Not really; I have a lot more :-)
> > >
> > > I'm asking because I'm headed in that direction
as well -
> just not
> > as ready
> > > as you are right now.
> > > Let me know how things work out for you... and
what path
> you
> > decide
> > on.
> > >
> > > BTW, today I thought of another approach, a brute
force
> method
> > alright but
> > > it might work. I simply export the entire EOD
trade list
> and read
> > it from
> > > the RT code. For each RT date I look up the
matching EOD
> row in
> > the
> > Trade
> > > list, I then extract whatever information i need.
Tried
> it, It is
> > actually
> > > faster than i expected. All i need now is an
automatic
> Export at
> > the end of
> > > my EOD backtest ;-) any ideas?
> > >
> > > h
> > >
> > > TIA
> > >
> > > d
> > >
> > >
> > > _____
> > >
> > > From: Herman van den Bergen [mailto:psytek@x...]
> > > Sent: Friday, April 09, 2004 12:01 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > >
> > >
> > > [d]Or are you trying to take an EOD system and
trying to
> make your
> > system
> > > "more granular" and pick the same patterns in
intraday
> data?
> > >
> > > I am mainly trying to improve Entries and Exits,
i am not
> looking
> > for
> > > patterns. The systems work fine in EOD but I
observed on
> the RT
> > charts that
> > > i often miss locking in some really nice profits
that
> fade before
> > I
> > exit. So
> > > i want to code in Trailing stops that activate at
a
> certain profit
> > and than
> > > exit when the price drops back a bit. For
example, if my
> profits
> > reaches 2%
> > > during the first two hours of the trade, then i
want to
> activate a
> > Stop and
> > > exit when my profits drop back to 1.5%.
ApplyStops cannot
> be used
> > in very
> > > short-term (1-3 days) trading because on the day
of exit
> it is
> > unknown which
> > > came first, the High or the Low, or with profit
stops,
> how many
> > dips there
> > > were during the day that would have terminated
the trade.
> RT data
> > is needed
> > > to develop proper stops. limits, etc. with the
short
> trades i use.
> > >
> > > If i trade 1-3 times a week and i might be able
to reduce
> my
> > exposure by 50%
> > > if I managed to get out based on profits instead
of
> timing. I
> > would
> > prefer
> > > overall less profits if it came with less
exposure. Also,
> the
> > strength of
> > > signals fades pretty fast... have you ever tested
your n-
> Bar
> > profits? i.e.
> > > profits made on the 1st, 2nd and 3rd day? You can
vary
> the entry
> > delay and
> > > use n-Bar stops to limit the trade duration, that
way you
> > can "isolated"
> > > single days (profits) of your trade. For me,
typical
> profit
> > distributions
> > > might be 65% 25% 10% for a system with an average
of 3-
> bar trades.
> > So the
> > > first day obviously has the greatest profit
potential at
> the least
> > exposure.
> > > IMHO, short term signals have a limited life-
time: after
> a certain
> > number of
> > > days you are just hoping to get lucky :-) knowing
your n-
> Bar
> > profits may
> > > help you decide whether it is worth it (risk) to
stay in
> a trade
> > or
> > not.
> > >
> > > [d] IMHO you are in un-charted waters as far as
AB goes.
> > >
> > > We got some smart cookies on this list, I just
can't
> believe that
> > nobody is
> > > working on this; it appears the obvious way to
keep your
> EOD
> > system
> > working
> > > now that RT trading is catching on. So I hope you
are
> wrong on
> > this
> > one :-)
> > >
> > > h
> > >
> > > -----Original Message-----
> > > From: dingo [mailto:dingo@x...]
> > > Sent: Friday, April 09, 2004 11:21 AM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: RE: [amibroker] Real-Time Trading System
Examples
> > > Importance: High
> > >
> > >
> > > IMHO you are in un-charted waters as far as AB
goes.
> > >
> > > Are you trying to come up with a system to do
backtesting
> with or
> > one to
> > > monitor trades / manage stops for real-time
trading? Or
> are you
> > trying to
> > > take an EOD system and trying to make your
system "more
> granular"
> > and pick
> > > the same patterns in intraday data?
> > >
> > > d
> > >
> > >
> > > _____
> > >
> > > From: Herman van den Bergen [mailto:psytek@x...]
> > > Sent: Friday, April 09, 2004 11:14 AM
> > > To: AmiBroker YahooGroups
> > > Subject: [amibroker] Real-Time Trading System
Examples
> > >
> > >
> > > Would anybody have some example code for Real
Time trading
> > systems?
> > I have
> > > considerable trouble converting EOD systems to RT
data -
> tried too
> > many ways
> > > to mention but always hit a snag at some advanced
point.
> My
> > problem
> > areas
> > > are:
> > >
> > > 1) Converting or duplicating EOD signals to RT, I
need
> this
> > because
> > EOD data
> > > prices are more accurate than those I get from RT
sources.
> > > 2) Running the basic EOD system in RT, i.e.
reproduce EOD
> signals
> > in RT. I
> > > want this as a verification stage before trying to
> enhance the
> > system with
> > > RT data
> > > 3) Custom coding Profit targets, Limit Prices and
Stops.
> > > 4) Optimizing entry points by using Pre/after
hours
> trading and/or
> > using
> > > delayed/early entries and exits.
> > > 5) Showing EOD Arrows (derived from EOD data, not
from RT
> data) on
> > my minute
> > > charts.
> > >
> > > If anybody has example code or reference URLs to
share
> that would
> > be much
> > > appreciated.
> > >
> > > Also, i am beginning to wonder how many
subscribers, if
> any, have
> > actually
> > > solved the above problems. If you have done so
perhaps
> you can
> > share this
> > > simple fact (no code needed), knowing that it has
been
> done
> > successfully is
> > > a great motivator :-)
> > >
> > > TIA and best regards,
> > > herman.
> > >
> > >
> > >
> > >
> > > 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
> > >
> > >
> > >
> > > 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:
> > >
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