Tom, TJ would know if this was an eSignal thing, I think ...
I don't actually use PM or AM in coding, and I think people argue about whether 12 noon is AM or PM, anyway. ^_- If anyone can figure this out, it seems likely it will have to be TJ. It's clearly a one-minute database. It updates one-minute charts in real time when the market is open. And that data is saved, and always available for viewing in various timeframes. I just can't isolate entries by time of day, which is a big thing not to be able to do on an intraday database. Yuki Thursday, February 8, 2007, 6:42:03 PM, you wrote: i> What about define AM trade as timenum()<=113200 and PM trade as i> timenum()>=114500, avoid using 12am or 12pm , in this way I backtest i> East Asia markets without problem. i> Or since I use IB datafeed,not sure if it is due to the esignal data i> you are using, what about saving esignal data in text format and i> import into Amibroker again to backtest. This is the last guess£¯ i> try I am capable of. / Tom i> --- In [email protected], Yuki Taga <[EMAIL PROTECTED]> wrote: >> >> Hi Tom, >> >> Didn't change anything, sadly, but thanks for the try. >> >> I did wonder what settings might work there, and have tried i> several. >> One thing I haven't tried yet is to establish the AM session as the >> "Day Session" (9 to 11 AM) and the PM session as the "Evening >> Session" (12:30 to 3 PM). But I'll wait and see what others say >> about this. >> >> It's also not the appending of the Timenum() line to the Buy >> statement that causes problems. I get no trades with or without i> that >> line when I set periodicity to 1 minute. >> >> But I do have an eSignal database, and it is one-minute bars. ^_^ >> >> I am appalled that I cannot do this without external help. This is >> simply a first step of course; eventually I'd like a little more i> (is >> the word "granularity") in my testing (first hour, second hour, i> last >> hour, etc.). >> >> Yuki >> >> Thursday, February 8, 2007, 6:15:17 PM, you wrote: >> >> t> Hi >> >> t> In database setting, try " show day session only", instead i> of "show 24 hours trading" >> >> t> Tom >> >> >> t> ----- Original Message ----- >> t> From: Yuki Taga >> t> To: Tomasz Janeczko >> t> Sent: Thursday, February 08, 2007 4:48 PM >> t> Subject: Re: [amibroker] How stupid can I be??? >> >> >> t> Hi Tomasz, >> >> t> I don't know what to say. It doesn't work. >> >> t> Your assumption 1 is correct, I believe: see the >> t> IntradaySettings.png. >> >> t> Your assumption 2 is *absolutely* correct. In fact, I do not i> exit >> t> same day, anyway (unless I override, which I rarely do). Here i> is my >> t> exit: >> >> t> ApplyStop( stopTypeNBar, stopModeBars, delay, True, False ); >> >> t> I have had this code a long time, and RT results and trading i> results >> t> are never off by even one single yen -- other than fast- i> market trade >> t> entry miss or something like that. But it is accurate, i> realistic, >> t> and works -- the code I mean. But I cannot, using my eSignal >> t> one-minute database, isolate AM and PM entries. I have tried, i> on my >> t> own, to do this FOREVER, and I cannot do it. >> >> t> All I do is two things (other than what I would do with my i> master EOD >> t> database): >> >> t> 1) Change periodicity to 1 minute (see file) >> >> t> 2) Append 'AND Timenum() <= 120000;' to the end of the Buy i> statement. >> >> t> Then I backtest. >> >> t> But I generally get *no* trades as a result when I backtest i> after >> t> doing this. For example, using either last n days = 2, or i> using From >> t> 2/7/2007 To 2/8/2007, I get no trades. That's wrong. There i> were >> t> four signals, three yesterday and one today. One of the i> trades on >> t> 2/7 (yesterday) was at about 9:30 AM. I didn't dream it. >> >> t> Looking back, say, 100 bars, where I would have dozens and i> dozens of >> t> trades, I get maybe 4 to show up. That's not realistic. It's i> flat >> t> out way wrong. I know from years of experience most of my i> entries >> t> come in the AM session. Off hand, I'd say it's 2-1 or higher. >> t> Naturally, now that I am accumulating a longer and longer i> intraday >> t> database, I'd like to isolate these instances and test them. >> >> t> I cannot. >> >> t> Using the RT database in daily mode (with periodicity set at i> daily), >> t> there is no problem backtesting. But of course I'm *not* able i> to >> t> isolate signals by using Timenum() that way. Not that I can i> isolate >> t> them in any case, mind you. >> >> t> This is, to say the least, excruciatingly frustrating for me. i> I >> t> don't believe I am completely stupid, obviously, and I cannot i> see why >> t> this (apparently) simple little thing will not work for me. >> >> t> This is the *reason* I bought the RT version of AB years ago, i> and why >> t> I started subscribing to eSignal immediately when it became i> available >> t> in Japan. And on top of that, I knew the first few years of >> t> subscription would only serve to build up a database, and i> that I >> t> could not do realistic intraday testing until I had sufficient >> t> instances and data to draw reasonably valid conclusions from. >> >> t> I want to throw up now. ^_^ >> >> t> Yuki >> >> t> Thursday, February 8, 2007, 4:45:56 PM, you wrote: >> >> t> TJ> Yuki, >> >> t> TJ> You code is correct assuming that >> t> TJ> 1. You don't use time shift (File->Database Settings- >>Intraday Settings) >> t> TJ> 2. You mean that your ENTRY is limited to AM session >> t> TJ> (the code cares only about Buy signal, it does not limit i> you from >> t> TJ> exiting later in the PM session, you would need to write >> t> TJ> condition for EXIT to close positions before 12 PM. >> >> t> TJ> Best regards, >> t> TJ> Tomasz Janeczko >> t> TJ> amibroker.com >> t> TJ> ----- Original Message ----- >> t> TJ> From: "Yuki Taga" <[EMAIL PROTECTED]> >> t> TJ> To: <[email protected]> >> t> TJ> Sent: Thursday, February 08, 2007 5:13 AM >> t> TJ> Subject: [amibroker] How stupid can I be??? >> >> t> >> This program really makes me feel like an idiot sometimes. i> But this >> t> >> idiot mops up tens of millions of yen annually from the i> local equity >> t> >> market, so she can't be *that* stupid. Right? >> t> >> >> t> >> Nonetheless: >> t> >> >> t> >> I am trying to add what -- I (probably stupidly) think -- i> should be a >> t> >> simple qualifier to existing, known-good code. >> t> >> >> t> >> Simply, we have two sessions in Tokyo, AM & PM. Since i> *nothing* ever >> t> >> trades at exactly 12 PM (market is closed), I used that i> for the >> t> >> divider. >> t> >> >> t> >> Buy = (all my secret Rocky The Flying Squirrel stuff) AND i> Timenum() >> t> >> <= 120000; >> t> >> >> t> >> Backtesting with an interval setting of one minute *must* i> show *only* >> t> >> AM trades. Right? Wrong? Do I need neurosurgery? Do I need i> a whap >> t> >> on the head with a Whack-A-Mole mallet? >> t> >> >> t> >> (BTW, Whack-A-Mole is *extremely* popular in Tokyo, but we i> call it >> t> >> something else, of course. I'm trying to get it called >> t> >> "Whack-A-Politician" -- little Abe-san heads would pop up - i> - but I'm >> t> >> not having much success, despite his plummeting i> popularity.) >> t> >> >> t> >> Can anyone fix my personal, intra-cranial neural network? i> If anyone >> t> >> could help "girl genius" here, she'd be very appreciative. >> t> >> >> t> >> My best Bullwinkle The Moose voice: "This time for *sure*!" >> t> >> >> t> >> Yuki >> t> >> >> t> >> >> t> >> >> t> >> Please note that this group is for discussion between i> users only. >> t> >> >> t> >> To get support from AmiBroker please send an e-mail i> directly to >> t> >> SUPPORT {at} amibroker.com >> t> >> >> t> >> For NEW RELEASE ANNOUNCEMENTS and other news always check i> DEVLOG: >> t> >> http://www.amibroker.com/devlog/ >> t> >> >> t> >> For other support material please check also: >> t> >> http://www.amibroker.com/support.html >> t> >> >> t> >> Yahoo! Groups Links >> Best, Yuki
