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[amibroker] Re: Rotational Trading and TradeDelays



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Thank you, Tomasz.

Actually I tried that setting-of course- but I had misspelled the
reference symbol.

Your comment saves me many hours of my time.

It was NOT a bug but a user ERROR again...

I'm sorry to have wasted your time.

sincerely

--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
> 
> This is a feature that is switchable by the user.
> In Automatic Analysis, SETTINGS window there is a 
> "Pad and align all data to reference symbol"
> that controls that.
> 
> If the checkbox is OFF then the behaviour is as you described.
> If the checkbox is ON then all data are padded to reference symbol
> and if there is hole it gets padded with previous day data.
> 
> You should take attention to choose the symbol without any holes
> (such as index) as your reference symbol.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, June 21, 2005 11:42 AM
> Subject: [amibroker] Re: Rotational Trading and TradeDelays
> 
> 
> > 
> > After countless trials and errors now I THINK I found the culprit.
> > 
> > AmiBroker skips a day that ANY of the securities has a hole on
THAT DAY.
> > 
> > Is this a feature or a bug ?
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> > wrote:
> >> Hello,
> >> 
> >> If you count it from that side then yes :-)
> >> But I was counting from TRADING day, backwards....
> >> 
> >> The very first trade may be the same but it does not need to be the
> > same.
> >> Let me show one of possibilities:
> >> suppose that Day0 is ranking day and "XYZ" had highest score,
> >> however on Day2 this symbol is not traded or has very low volume.
> >> If it was not traded then it won't be entered.
> >> If it has very low volume then depending on settings you may or may
> > not enter such trade
> >> (see "% limit of bar volume" setting)
> >> 
> >> Best regards,
> >> Tomasz Janeczko
> >> amibroker.com
> >> ----- Original Message ----- 
> >> From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxx>
> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> Sent: Thursday, June 09, 2005 8:56 PM
> >> Subject: [amibroker] Re: Rotational Trading and TradeDelays
> >> 
> >> 
> >> > 
> >> > Tomasz,
> >> > 
> >> > I don't want to waste more of your precious time but...
> >> > 
> >> > Day0     Ranking Day
> >> > Day1     Trade Day with delay of 1
> >> > Day2     Trade Day with delay of 2
> >> > 
> >> > ranking day is YESTERDAY from Day1.
> >> > ranking day is DAY BEFORE YESTERDAY from Day2.
> >> > 
> >> > But the Ranking Day is the same, Day0, from both.
> >> > 
> >> > So the first trade would be the same regardless of trade delays,
> >> > wouldn't it ?
> >> > 
> >> > 
> >> > 
> >> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
<amibroker@xxxx>
> >> > wrote:
> >> >> No, ranking day is different - with delay of 1 ranking day is
> > YESTERDAY,
> >> >> and with delay of 2 ranking day is DAY BEFORE YESTERDAY.
> >> >> 
> >> >> Best regards,
> >> >> Tomasz Janeczko
> >> >> amibroker.com
> >> >> ----- Original Message ----- 
> >> >> From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxx>
> >> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> >> Sent: Thursday, June 09, 2005 2:41 PM
> >> >> Subject: [amibroker] Re: Rotational Trading and TradeDelays
> >> >> 
> >> >> 
> >> >> > 
> >> >> > Thank you for your prompt reply.
> >> >> > 
> >> >> > "today's trades" may be different but the ranking day is the
> > same for
> >> >> > both.
> >> >> > 
> >> >> > So at least the first trade should be the same, shouldn't it ?
> >> >> > 
> >> >> > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> > <amibroker@xxxx>
> >> >> > wrote:
> >> >> >> That's simple - changing delay from 1 to 2 means that
> >> >> >> today's trades that depent on yesterday scores now depend
on day
> >> >> > before yesterday scores.
> >> >> >> So today's trades would be different.
> >> >> >> 
> >> >> >> It is never the same if you delay execution because PRICES and
> >> >> > VOLUMES change
> >> >> >> and amount purchased differs so do the profits.
> >> >> >> When profits are different equity is different and next
trades are
> >> >> > also open
> >> >> >> with different sizes. Because of different equity levels
certain
> >> >> > minimums/maximums may not be reached
> >> >> >> or may be exceeded then certain trades may not be entered
or some
> >> >> > extra ones may occur.
> >> >> >> 
> >> >> >> Best regards,
> >> >> >> Tomasz Janeczko
> >> >> >> amibroker.com
> >> >> >> ----- Original Message ----- 
> >> >> >> From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxx>
> >> >> >> To: <amibroker@xxxxxxxxxxxxxxx>
> >> >> >> Sent: Thursday, June 09, 2005 10:08 AM
> >> >> >> Subject: [amibroker] Rotational Trading and TradeDelays
> >> >> >> 
> >> >> >> 
> >> >> >> > -------------------------------------
> >> >> >> > 
> >> >> >> > EnableRotationalTrading(); 
> >> >> >> > SetOption( "MaxOpenPositions", 10 );
> >> >> >> > SetOption( "WorstRankHeld",      10 ); 
> >> >> >> > 
> >> >> >> > PositionSize = -100 / 10;
> >> >> >> > PositionScore = IIf( Year() != Ref( Year(), 1 ), 100 - RSI(),
> >> >> >> > scoreNoRotate );
> >> >> >> > 
> >> >> >> > SetTradeDelays( 1, 1, 1, 1 );
> >> >> >> > //SetTradeDelays( 2, 2, 2, 2 );
> >> >> >> > 
> >> >> >> > -------------------------------------
> >> >> >> > 
> >> >> >> > I just can't really figure out why the first trade date
and the
> >> > number
> >> >> >> > of trades are DIFFERENT when the TradeDelays is changed
from 1
> >> > to 2.
> >> >> >> > 
> >> >> >> > Could anyone try and tell me why ?
> >> >> >> > 
> >> >> >> > 
> >> >> >> > 
> >> >> >> > 
> >> >> >> > 
> >> >> >> > 
> >> >> >> > Please note that this group is for discussion between users
> > only.
> >> >> >> > 
> >> >> >> > To get support from AmiBroker please send an e-mail
directly to 
> >> >> >> > SUPPORT {at} amibroker.com
> >> >> >> > 
> >> >> >> > For other support material please check also:
> >> >> >> > http://www.amibroker.com/support.html
> >> >> >> > 
> >> >> >> > 
> >> >> >> > Yahoo! Groups Links
> >> >> >> > 
> >> >> >> > 
> >> >> >> > 
> >> >> >> > 
> >> >> >> > 
> >> >> >> > 
> >> >> >> >
> >> >> > 
> >> >> > 
> >> >> > 
> >> >> > 
> >> >> > 
> >> >> > Please note that this group is for discussion between users
only.
> >> >> > 
> >> >> > To get support from AmiBroker please send an e-mail directly to 
> >> >> > SUPPORT {at} amibroker.com
> >> >> > 
> >> >> > For other support material please check also:
> >> >> > http://www.amibroker.com/support.html
> >> >> > 
> >> >> > 
> >> >> > Yahoo! Groups Links
> >> >> > 
> >> >> > 
> >> >> > 
> >> >> > 
> >> >> > 
> >> >> > 
> >> >> >
> >> > 
> >> > 
> >> > 
> >> > 
> >> > 
> >> > 
> >> > Please note that this group is for discussion between users only.
> >> > 
> >> > To get support from AmiBroker please send an e-mail directly to 
> >> > SUPPORT {at} amibroker.com
> >> > 
> >> > For other support material please check also:
> >> > http://www.amibroker.com/support.html
> >> > 
> >> > 
> >> > Yahoo! Groups Links
> >> > 
> >> > 
> >> > 
> >> > 
> >> > 
> >> > 
> >> >
> > 
> > 
> > 
> > 
> > Please note that this group is for discussion between users only.
> > 
> > To get support from AmiBroker please send an e-mail directly to 
> > SUPPORT {at} amibroker.com
> > 
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> > 
> > 
> > Yahoo! Groups Links
> > 
> > 
> > 
> > 
> > 
> > 
> >




Please note that this group is for discussion between users only.

To get support from AmiBroker please send an e-mail directly to 
SUPPORT {at} amibroker.com

For other support material please check also:
http://www.amibroker.com/support.html

 
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