Yuki, Run only these two lines, I mean (explore):
Filter = 1; AddColumn( TimeNum(), "TimeNum" ); You should see lots of output this way. Later you can run: Filter = TimeNum() < 120000; AddColumn( TimeNum(), "TimeNum" ); Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Yuki Taga" <[EMAIL PROTECTED]> To: "Tomasz Janeczko" <[email protected]> Sent: Thursday, February 08, 2007 10:39 AM Subject: Re: [amibroker] How stupid can I be??? > 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 > > > > > 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 > > > > >
