Re: [amibroker] A question for Dr Howard Bandy

["Howard B" <howardbandy@xxxxxxxxx>]

Sorry -- the test is run 31 times, once for every day of the month.  22 of those will show trading results.

On Sat, Oct 18, 2008 at 8:41 AM, Howard B <howardbandy@xxxxxxxxx> wrote:

Hi Richard --

Thanks for the kind words about my book.

I may not have sufficiently clear.  The test is run 22 times.  Each time the day of interest is one of the 22 trading days of the month.  The test is to see whether there is an effect near that day of interest, so there is no need to gather results for all days.

Thanks,
Howard

On Sat, Oct 18, 2008 at 12:14 AM, richpach2 <richpach2@xxxxxxxxx> wrote:

Hello Howard,

I have been reading your book. So far I was able to digest 160 pages.
It is all very clear and well written. I have one question in regards
to "Seasonality Systems" testing on page 152 and 153 (Trading Day of
the Month) AFL defines "Daynumber" as 8 bars before and after DOI day.
If we have 22 trading days on average in any given month, why do you
only test for 16 or 17 if one includes DOI day?
Is there a reason why you don't use Minus11 instead of Minus8?

Kind Regards
Richard

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