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OK, this one has me stymied.
I have a file of Japanese Yen daily data. If I examine the file
(see excerpt below) it looks just fine. If I chart it, it looks
just fine.
But if I run systems on it, it goes whacko. I've attached a sample
of the trade-by-trade covering the same period as the data file excerpt,
and a small GIF (hope it goes through, it's only 3.6k) of the chart.
Notice the crazy prices in the trade-by-trade. SOME trades work just
fine, which tells me the symbol &etc is set up properly. But some
trades go bonkers with invalid prices. Also notice the "white triangles"
in the GIF indicating system exit -- some appear way off the price bars.
Furthermore, those "way off" triangles MOVE, appearing and disappearing
when scaling changes. (I suspect it's because they're trying to plot
the hugely crazy prices, and some kind of wrapping is happening.)
What's going on here??
Gary
DATA FILE EXCERPT:
date open high low close vol open
820128 0.62450 0.62520 0.62290 0.62420 4166 11226
820129 0.62850 0.62960 0.62840 0.62940 4893 11111
820201 0.62160 0.62260 0.62020 0.62090 4677 11230
820202 0.62120 0.62160 0.61800 0.61820 4567 10983
820203 0.62000 0.62000 0.61610 0.61740 4763 11165
820204 0.61890 0.62020 0.61730 0.61890 3068 11178
820205 0.61980 0.62000 0.61730 0.61830 2012 11147
820208 0.61770 0.61810 0.61500 0.61540 3896 11591
820209 0.61280 0.61330 0.61140 0.61310 4171 11403
820210 0.61340 0.61400 0.61210 0.61380 2820 11314
820211 0.61350 0.61410 0.61240 0.61300 2478 11501
TRADE-BY-TRADE EXCERPT:
Date Type Cnts Price Signal Name Entry P/L Cumulative
05/27/81 Buy 1 .6641
07/30/81 LExit 1 .6301 Money Mngmt S $ -4380.00 $ -4380.00
11/20/81 Buy 1 .6553
02/01/82 LExit 1 .6213 Money Mngmt S $ -4380.00 $ -8760.00
02/02/82 Sell 1 .6182
02/03/82 SExit 1 11165.0000 Money Mngmt S $-1395547904.00 $-1395556608.00
02/03/82 Sell 1 .6174
02/04/82 SExit 1 11178.0000 Money Mngmt S $-1397172992.00 $-2792729600.00
02/04/82 Sell 1 .6189
02/05/82 SExit 1 11147.0000 Money Mngmt S $-1393297792.00 $-4186027520.00
02/05/82 Sell 1 .6183
02/08/82 SExit 1 11591.0000 Money Mngmt S $-1448797824.00 $-5634825216.00
Attachment Converted: "c:\eudora\attach\error1.gif"
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