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

Re: [amibroker] Scan & Exploration Question



PureBytes Links

Trading Reference Links

jacklweinberg wrote:
> A question for those using scan & exploration.
> 
> When I run a scan or exploration on a database which includes last 
> Friday's data (Sept 23, 2005), I don't get any buy/sell signals for 
> Sept 23, 2005.
> 
> However, when I run exactly the same system (with the same AA 
> settings), on the same database, after I add Monday's data (Sept 26, 
> 2005), I do get a buy/sell signal for Sept 23, 2005. 
> 
> My system has: SetTradeDelays( 1, 1, 1, 1 ); So I expect that a signal 
> on Friday is for the open on Monday. I also use a setting of n=2 days 
> (in terms of the Range criteria on the AA screen).
> 
> Does this happen to anyone else? Am I fundamentally missing some 
> understanding of scan/exploration?
> 


Could it be that you don't have enough data for your script on Friday?
Meaning if you only have data from Sept. 23 and your script is looking 
for previous day data then you will not get a signal.

Think of it it is more likely that your script is looking for the next 
days data. Something like ref(Close,1) will look for next days data so 
you will not get a signal until you have that data.

TaMeR



------------------------ Yahoo! Groups Sponsor --------------------~--> 
Try Online Currency Trading with GFT. Free 50K Demo. Trade 
24 Hours. Commission-Free. 
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/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/