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Tried it with "Local Time" as well. No luck.
Yuki
Thursday, February 8, 2007, 6:32:55 PM, you wrote:
i> The reason is that I have no problem differentiate AM / Pm trades of
i> SGXNK (NIKKEI futures contract listed at Singapore, and my database
i> setup is only different with yours in this setup, as well as
i> choosing the "local time" rather than the "exchange time"
i> b.rgds/Tom
i> --- In amibroker@xxxxxxxxxxxxxxx, "toxutao" <toxutao@xxx> wrote:
>>
>> Hi
>>
>> In database setting, try " show day session only", instead
i> of "show 24 hours trading"
>>
>> Tom
>>
>>
>> ----- Original Message -----
>> From: Yuki Taga
>> To: Tomasz Janeczko
>> Sent: Thursday, February 08, 2007 4:48 PM
>> 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
i> my
>> exit:
>>
>> ApplyStop( stopTypeNBar, stopModeBars, delay, True, False );
>>
>> I have had this code a long time, and RT results and trading
i> results
>> are never off by even one single yen -- other than fast-market
i> 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
i> 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
i> master EOD
>> database):
>>
>> 1) Change periodicity to 1 minute (see file)
>>
>> 2) Append 'AND Timenum() <= 120000;' to the end of the Buy
i> 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
i> 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
i> 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
i> 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
i> 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
i> 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
i> 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,
i> and why
>> I started subscribing to eSignal immediately when it became
i> 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
i> 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@xxx>
>> 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.
i> But this
>> >> idiot mops up tens of millions of yen annually from the local
i> equity
>> >> market, so she can't be *that* stupid. Right?
>> >>
>> >> Nonetheless:
>> >>
>> >> I am trying to add what -- I (probably stupidly) think --
i> should be a
>> >> simple qualifier to existing, known-good code.
>> >>
>> >> Simply, we have two sessions in Tokyo, AM & PM. Since
i> *nothing* ever
>> >> trades at exactly 12 PM (market is closed), I used that for
i> the
>> >> divider.
>> >>
>> >> Buy = (all my secret Rocky The Flying Squirrel stuff) AND
i> Timenum()
>> >> <= 120000;
>> >>
>> >> Backtesting with an interval setting of one minute *must*
i> show *only*
>> >> AM trades. Right? Wrong? Do I need neurosurgery? Do I need a
i> whap
>> >> on the head with a Whack-A-Mole mallet?
>> >>
>> >> (BTW, Whack-A-Mole is *extremely* popular in Tokyo, but we
i> call it
>> >> something else, of course. I'm trying to get it called
>> >> "Whack-A-Politician" -- little Abe-san heads would pop up --
i> but I'm
>> >> not having much success, despite his plummeting popularity.)
>> >>
>> >> Can anyone fix my personal, intra-cranial neural network? If
i> 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
i> only.
>> >>
>> >> To get support from AmiBroker please send an e-mail directly
i> to
>> >> SUPPORT {at} amibroker.com
>> >>
>> >> For NEW RELEASE ANNOUNCEMENTS and other news always check
i> 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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