Hi In database setting, try " show day session only", instead of "show 24 hours trading"
Tom ----- Original Message ----- From: Yuki Taga To: Tomasz Janeczko Sent: Thursday, February 08, 2007 4:48 PM 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
