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

Re: [amibroker] Re: Backtest issue redux



PureBytes Links

Trading Reference Links

I think you would need to define the foreign data better, using as a 
suggestion, timeframeexpand(.foreign(..........),indaily,expandfirst)
try various combinations of the timeframe functions


On 9/7/05, cs22trader <stangor@xxxxxxxxxxxx> wrote:
> Hi Terry.
> 
> Thanks for your response.  Right, the main chart is one minute.  The
> foreign chart is daily.  That is, it specifies a predicted high and
> low for the day.  The idea is that if the price hits that high or
> low on the 1 minute ticker sometime during the day we trade. This
> all looks okeydokey on the chart, but does not work properly on the
> backtest.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "Terry" <MagicTH@xxxx> wrote:
> > You mention a one minute chart, but then say you are loading DAILY
> data.
> > Is this what you meant to say? Of course, if it is what you're
> doing
> > then you will only have 1 piece of data for each day and every
> minute in
> > that day will be the same.
> > --
> > Terry
> >
> > | -----Original Message-----
> > | From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On
> > | Behalf Of cs22trader
> > | Sent: Tuesday, September 06, 2005 12:36
> > | To: amibroker@xxxxxxxxxxxxxxx
> > | Subject: [amibroker] Backtest issue redux
> > |
> > | Let me ask this again, since no one responded the first time.
> I'm
> > | thinking my question wasn't clear and I'm missing some basic
> logic.
> > |
> > | I have a one minute chart.
> > |
> > | I read data from a foreign file into that chart.  The foreign
> file
> > | has data in a daily format.
> > |
> > | When I scroll around the 1 minute chart, I can see that the
> > | appropriate daily data from the foreign file is being read
> properly -
> > | - different values appear on different days.
> > |
> > | When I backtest, however, the foreign data always comes from the
> > | most recent date in the foreign file, but I'm not sure why.
> > |
> > |
> > |
> > |
> > |
> > |
> > |
> > |
> > |
> > |
> > | ------------------------ Yahoo! Groups Sponsor ------------------
> --~--
> > | >
> > | Put more honey in your pocket. (money matters made easy).
> > | http://us.click.yahoo.com/r7D80C/dlQLAA/cosFAA/GHeqlB/TM
> > | -----------------------------------------------------------------
> ---~-
> > | >
> > |
> > | 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
> 
> 
> 
> 
> 
> 
> 
> 


-- 
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://e-wire.net.au/~eb_kavan/ab_write.htm


------------------------ Yahoo! Groups Sponsor --------------------~--> 
Put more honey in your pocket. (money matters made easy).
http://us.click.yahoo.com/r7D80C/dlQLAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

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

<*> 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/