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" <[EMAIL PROTECTED]> TJ> To: "Tomasz Janeczko" <[email protected]> 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" <[EMAIL PROTECTED]> >> TJ> To: <[email protected]> >> 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
