|
PureBytes Links
Trading Reference Links
|
I see. You must have a daily database with mixed EOD/RT on. This works
fine on the chart during the day because you are getting new data every
minute (or more often) so when the trade comes up, you can take it. It
does not work in a backtest because you don't have minute data in your
database so all it knows it the last or "closing" minute. The only way
to backtest this is to get a minute (or 15 minute or ??) data.
--
Terry
| -----Original Message-----
| From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On
| Behalf Of cs22trader
| Sent: Tuesday, September 06, 2005 12:59
| To: amibroker@xxxxxxxxxxxxxxx
| Subject: [amibroker] Re: Backtest issue redux
|
| 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
| > |
| > |
| > |
| > |
|
|
|
|
| ------------------------ Yahoo! Groups Sponsor --------------------~--
| >
| Make a difference. Find and fund world-changing projects at
| GlobalGiving.
| http://us.click.yahoo.com/PcNrnD/PbOLAA/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
|
|
|
|
|
------------------------ 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/
|