Hi Tom, Didn't change anything, sadly, but thanks for the try.
I did wonder what settings might work there, and have tried 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 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 (is the word "granularity") in my testing (first hour, second hour, 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 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 exit t> same day, anyway (unless I override, which I rarely do). Here 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 results t> are never off by even one single yen -- other than fast-market trade t> entry miss or something like that. But it is accurate, 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, 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 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 statement. t> Then I backtest. t> But I generally get *no* trades as a result when I backtest after t> doing this. For example, using either last n days = 2, or using From t> 2/7/2007 To 2/8/2007, I get no trades. That's wrong. There were t> four signals, three yesterday and one today. One of the 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 dozens of t> trades, I get maybe 4 to show up. That's not realistic. It's flat t> out way wrong. I know from years of experience most of my 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 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 daily), t> there is no problem backtesting. But of course I'm *not* able to t> isolate signals by using Timenum() that way. Not that I can isolate t> them in any case, mind you. t> This is, to say the least, excruciatingly frustrating for me. I t> don't believe I am completely stupid, obviously, and I cannot 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, and why t> I started subscribing to eSignal immediately when it became 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 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 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. But this t> >> idiot mops up tens of millions of yen annually from the 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 -- should be a t> >> simple qualifier to existing, known-good code. t> >> t> >> Simply, we have two sessions in Tokyo, AM & PM. Since *nothing* ever t> >> trades at exactly 12 PM (market is closed), I used that for the t> >> divider. t> >> t> >> Buy = (all my secret Rocky The Flying Squirrel stuff) AND Timenum() t> >> <= 120000; t> >> t> >> Backtesting with an interval setting of one minute *must* show *only* t> >> AM trades. Right? Wrong? Do I need neurosurgery? Do I need 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 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 -- but I'm t> >> not having much success, despite his plummeting popularity.) t> >> t> >> Can anyone fix my personal, intra-cranial neural network? 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 users only. t> >> t> >> To get support from AmiBroker please send an e-mail directly to t> >> SUPPORT {at} amibroker.com t> >> t> >> For NEW RELEASE ANNOUNCEMENTS and other news always check 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
