[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] Re: Graham: Last 3 and First 4 trading days of month



PureBytes Links

Trading Reference Links


To clarify...

On some symbols it works correctly, but on others it does not.  It 
skips 1998 and 1999 on SPX.  I've looked at my data and it is 
complete and the plot on the chart looks fine.

puzzling.

ts
--- In amibroker@xxxxxxxxxxxxxxx, "techsmart" <mric@xxxx> wrote:
> 
> Graham,
> 
> Odd thing...
> 
> When I run this test there are large time periods when it doesn't 
> trade.  Can't see why this is.  When plotted on the chart, it shows 
> all the correct time periods, but when run in a test, there are 
large 
> periods missing.  It will show the correct trades for many years 
and 
> then leave large gaps, sometimes several years in length.
> 
> Any idea why?
> 
> ts
> 
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > sorry typo error on my part
> >  SetTradeDelays(0,0,0,0);
> >  Buy = Month()!=Ref(Month(),3);
> >  Sell = Month()!=Ref(Month(),-3);
> > 
> > 
> > On Thu, 24 Feb 2005 03:45:51 -0000, techsmart <mric@xxxx> wrote:
> > > 
> > > 
> > > I get a syntax error with this:
> > > 
> > > Any idea what I'm doing wrong?
> > > 
> > > ts
> > > >
> > > > settradedelays(0,0,0,0);
> > > > Buy = month()|=ref(month(),3);
> > > > Sell = month()|=ref(month(),-3);
> > > >
> > > > Just change the ref values for which days you want either 
side 
> of
> > > > month begin/end
> > > >
> > > >
> > > >
> > > >
> > > > On Tue, 22 Feb 2005 02:51:48 -0000, techsmart <mric@xxxx> 
wrote:
> > > > >
> > > > >
> > > > > I would like to test holding positions for the last 3 and 
> first 4
> > > > > trading days of each month.  I'm sure this has been coded 
in 
> AFL
> > > > > before.  I looked in the AFL library and didn't find this.
> > > > >
> > > > > I also can see that the date functions are there in AFL to 
do 
> this
> > > > > and if it were just the last 3 and first 4 days of the 
month,
> > > even I
> > > > > could code it.  But I want to use actual trading days and 
> exclude
> > > > > weekends.
> > > > >
> > > > > Does anyone know if there is code out there for this?  Or 
how 
> it
> > > > > would be coded?
> > > > >
> > > > > ts
> > > > >
> > > > >
> > > > > Check AmiBroker web page at:
> > > > > http://www.amibroker.com/
> > > > >
> > > > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > > > Yahoo! Groups Links
> > > > >
> > > > >
> > > > >
> > > > >
> > > > >
> > > >
> > > >
> > > > --
> > > > Cheers
> > > > Graham
> > > > http://e-wire.net.au/~eb_kavan/
> > > 
> > > 
> > > Check AmiBroker web page at:
> > > http://www.amibroker.com/
> > > 
> > > Check group FAQ at: 
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > Yahoo! Groups Links
> > > 
> > > 
> > > 
> > > 
> > > 
> > 
> > 
> > -- 
> > Cheers
> > Graham
> > http://e-wire.net.au/~eb_kavan/





------------------------ Yahoo! Groups Sponsor --------------------~--> 
What would our lives be like without music, dance, and theater?
Donate or volunteer in the arts today at Network for Good!
http://us.click.yahoo.com/Tcy2bD/SOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

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/