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Unless you have another stock that is referenced in the test and this has
data during that period and it is using this time period.
Strictly speaking the trade is 6 bars long, even though no trades were
possible for 5 bars. If you had held that stock, it would be 6 days.
Cheers,
Graham
http://e-wire.net.au/~eb_kavan/
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@xxxxxxxxx]
Sent: Wednesday, June 23, 2004 8:20 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: data holes
Yuki,
the stats should read your stock data.
What does your data say [after the merge procedure]?
Do you have data for the non-trading days ?
A CSCO trade buy on 18/6, sell on 21/6 is reported as
Total # of bars in winners: 2
and *not*
Total # of bars in winners: 4
because 19/6 and 20/6 were not trading days [it was a weekend],
[I have no data for 19/6 and 20/6 ]
How could your report "reads2 6-bar trade ??
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> I have one very small "problem" in this area. One of the stocks I
> trade went through a reorganization a couple of years ago. It did
> not trade for 5 trading days, and came back as a new symbol. It was
> easy to fix the symbol data, as it was essentially the same company
> of course, and there was price continuity.
>
> But as luck would have it, one of my best systems triggered a buy
> signal on the last trading day before the reorganization. The trade
> closes on the next bar, which was six days later, but only one bar
> later.
>
> The stats in my reports however, classify this as a six-bar trade,
> even though on *this* issue, there are no bars between the buy and
> the sell in the data. This is not a big thing at all, but it does
> throw the data off a bit, and if I could easily fix this, I would.
> The problem is that the system is looking at other issues besides
> this one, and "seeing" them trade on days that don't even exist in
> the database for this issue, and it's wrongly categorizing the
length
> of the trade.
>
> Anyone?
>
> Yuki
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