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On 04/16/99 11:13:25 you wrote:
>
>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
>
>
>
>
Gary,
If you'll notice the crazy trade prices match the open interest for those dates. Why? i don't
know. I did notice that your open interest column is named "open". Is that really the way it is
named in the data file or has the "int" or "interest" part been truncated? If the Open interest
column is named "open" then you have a conflict with the "open" price column.
Brett
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