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Hi Tomasz,
Nothing is returned. Nothing for any N number of days, nothing for
any selected date range, nothing for "all quotations".
Periodicity is *definitely* 1 minute, and I am *definitely* in the
eSignal database.
Now, if I go and change Periodicity to Daily and run explore, all
proper trades (symbols and dates are returned). But all have a
TimeNum of 150,000.00 and all are "timestamped" at 3 PM on the date
of entry.
Yuki
Thursday, February 8, 2007, 6:18:40 PM, you wrote:
TJ> Yuki,
TJ> As usual, EXPLORATION mode is for you to help.
TJ> Add these lines:
TJ> Filter = Buy;
TJ> AddColumn( TimeNum(), "TimeNum" )
TJ> And remove temporarily 'AND Timenum() <= 120000" from the Buy rule.
TJ> Then run "Explore" it will display what TimeNum() values you really have.
TJ> Maybe you are running with Periodicity set to daily (in the Settings),
TJ> anyway Exploration will tell you.
TJ> Best regards,
TJ> Tomasz Janeczko
TJ> amibroker.com
TJ> ----- Original Message -----
TJ> From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
TJ> To: "Tomasz Janeczko" <amibroker@xxxxxxxxxxxxxxx>
TJ> Sent: Thursday, February 08, 2007 9:48 AM
TJ> Subject: Re: [amibroker] How stupid can I be???
>> Hi Tomasz,
>>
>> I don't know what to say. It doesn't work.
>>
>> Your assumption 1 is correct, I believe: see the
>> IntradaySettings.png.
>>
>> Your assumption 2 is *absolutely* correct. In fact, I do not exit
>> same day, anyway (unless I override, which I rarely do). Here is my
>> exit:
>>
>> ApplyStop( stopTypeNBar, stopModeBars, delay, True, False );
>>
>> I have had this code a long time, and RT results and trading results
>> are never off by even one single yen -- other than fast-market trade
>> entry miss or something like that. But it is accurate, realistic,
>> and works -- the code I mean. But I cannot, using my eSignal
>> one-minute database, isolate AM and PM entries. I have tried, on my
>> own, to do this FOREVER, and I cannot do it.
>>
>> All I do is two things (other than what I would do with my master EOD
>> database):
>>
>> 1) Change periodicity to 1 minute (see file)
>>
>> 2) Append 'AND Timenum() <= 120000;' to the end of the Buy statement.
>>
>> Then I backtest.
>>
>> But I generally get *no* trades as a result when I backtest after
>> doing this. For example, using either last n days = 2, or using From
>> 2/7/2007 To 2/8/2007, I get no trades. That's wrong. There were
>> four signals, three yesterday and one today. One of the trades on
>> 2/7 (yesterday) was at about 9:30 AM. I didn't dream it.
>>
>> Looking back, say, 100 bars, where I would have dozens and dozens of
>> trades, I get maybe 4 to show up. That's not realistic. It's flat
>> out way wrong. I know from years of experience most of my entries
>> come in the AM session. Off hand, I'd say it's 2-1 or higher.
>> Naturally, now that I am accumulating a longer and longer intraday
>> database, I'd like to isolate these instances and test them.
>>
>> I cannot.
>>
>> Using the RT database in daily mode (with periodicity set at daily),
>> there is no problem backtesting. But of course I'm *not* able to
>> isolate signals by using Timenum() that way. Not that I can isolate
>> them in any case, mind you.
>>
>> This is, to say the least, excruciatingly frustrating for me. I
>> don't believe I am completely stupid, obviously, and I cannot see why
>> this (apparently) simple little thing will not work for me.
>>
>> This is the *reason* I bought the RT version of AB years ago, and why
>> I started subscribing to eSignal immediately when it became available
>> in Japan. And on top of that, I knew the first few years of
>> subscription would only serve to build up a database, and that I
>> could not do realistic intraday testing until I had sufficient
>> instances and data to draw reasonably valid conclusions from.
>>
>> I want to throw up now. ^_^
>>
>> Yuki
>>
>> Thursday, February 8, 2007, 4:45:56 PM, you wrote:
>>
>> TJ> Yuki,
>>
>> TJ> You code is correct assuming that
>> TJ> 1. You don't use time shift (File->Database Settings->Intraday Settings)
>> TJ> 2. You mean that your ENTRY is limited to AM session
>> TJ> (the code cares only about Buy signal, it does not limit you from
>> TJ> exiting later in the PM session, you would need to write
>> TJ> condition for EXIT to close positions before 12 PM.
>>
>> TJ> Best regards,
>> TJ> Tomasz Janeczko
>> TJ> amibroker.com
>> TJ> ----- Original Message -----
>> TJ> From: "Yuki Taga" <yukitaga@xxxxxxxxxxxxx>
>> TJ> To: <amibroker@xxxxxxxxxxxxxxx>
>> TJ> Sent: Thursday, February 08, 2007 5:13 AM
>> TJ> Subject: [amibroker] How stupid can I be???
>>
>>
>>>> This program really makes me feel like an idiot sometimes. But this
>>>> idiot mops up tens of millions of yen annually from the local equity
>>>> market, so she can't be *that* stupid. Right?
>>>>
>>>> Nonetheless:
>>>>
>>>> I am trying to add what -- I (probably stupidly) think -- should be a
>>>> simple qualifier to existing, known-good code.
>>>>
>>>> Simply, we have two sessions in Tokyo, AM & PM. Since *nothing* ever
>>>> trades at exactly 12 PM (market is closed), I used that for the
>>>> divider.
>>>>
>>>> Buy = (all my secret Rocky The Flying Squirrel stuff) AND Timenum()
>>>> <= 120000;
>>>>
>>>> Backtesting with an interval setting of one minute *must* show *only*
>>>> AM trades. Right? Wrong? Do I need neurosurgery? Do I need a whap
>>>> on the head with a Whack-A-Mole mallet?
>>>>
>>>> (BTW, Whack-A-Mole is *extremely* popular in Tokyo, but we call it
>>>> something else, of course. I'm trying to get it called
>>>> "Whack-A-Politician" -- little Abe-san heads would pop up -- but I'm
>>>> not having much success, despite his plummeting popularity.)
>>>>
>>>> Can anyone fix my personal, intra-cranial neural network? If anyone
>>>> could help "girl genius" here, she'd be very appreciative.
>>>>
>>>> My best Bullwinkle The Moose voice: "This time for *sure*!"
>>>>
>>>> Yuki
>>>>
>>>>
>>>>
>>>> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>>>> http://www.amibroker.com/devlog/
>>>>
>>>> For other support material please check also:
>>>> http://www.amibroker.com/support.html
>>>>
>>>> Yahoo! Groups Links
>>>>
>>>>
>>>>
>>>>
>>>>
>>
>>
>> Best,
>>
>> Yuki
>>
>> 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>> http://www.amibroker.com/devlog/
>>
>> For other support material please check also:
>> http://www.amibroker.com/support.html
>>
>> Yahoo! Groups Links
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