Tried it with "Local Time" as well. No luck. Yuki
Thursday, February 8, 2007, 6:32:55 PM, you wrote: i> The reason is that I have no problem differentiate AM / Pm trades of i> SGXNK (NIKKEI futures contract listed at Singapore, and my database i> setup is only different with yours in this setup, as well as i> choosing the "local time" rather than the "exchange time" i> b.rgds/Tom i> --- In [email protected], "toxutao" <[EMAIL PROTECTED]> wrote: >> >> Hi >> >> In database setting, try " show day session only", instead i> 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 i> my >> exit: >> >> ApplyStop( stopTypeNBar, stopModeBars, delay, True, False ); >> >> I have had this code a long time, and RT results and trading i> results >> are never off by even one single yen -- other than fast-market i> 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 i> 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 i> master EOD >> database): >> >> 1) Change periodicity to 1 minute (see file) >> >> 2) Append 'AND Timenum() <= 120000;' to the end of the Buy i> 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 i> 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 i> 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 i> 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 i> 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 i> 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 i> 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, i> and why >> I started subscribing to eSignal immediately when it became i> 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 i> 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. i> But this >> >> idiot mops up tens of millions of yen annually from the local i> equity >> >> market, so she can't be *that* stupid. Right? >> >> >> >> Nonetheless: >> >> >> >> I am trying to add what -- I (probably stupidly) think -- i> should be a >> >> simple qualifier to existing, known-good code. >> >> >> >> Simply, we have two sessions in Tokyo, AM & PM. Since i> *nothing* ever >> >> trades at exactly 12 PM (market is closed), I used that for i> the >> >> divider. >> >> >> >> Buy = (all my secret Rocky The Flying Squirrel stuff) AND i> Timenum() >> >> <= 120000; >> >> >> >> Backtesting with an interval setting of one minute *must* i> show *only* >> >> AM trades. Right? Wrong? Do I need neurosurgery? Do I need a i> whap >> >> on the head with a Whack-A-Mole mallet? >> >> >> >> (BTW, Whack-A-Mole is *extremely* popular in Tokyo, but we i> call it >> >> something else, of course. I'm trying to get it called >> >> "Whack-A-Politician" -- little Abe-san heads would pop up -- i> but I'm >> >> not having much success, despite his plummeting popularity.) >> >> >> >> Can anyone fix my personal, intra-cranial neural network? If i> 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 i> only. >> >> >> >> To get support from AmiBroker please send an e-mail directly i> to >> >> SUPPORT {at} amibroker.com >> >> >> >> For NEW RELEASE ANNOUNCEMENTS and other news always check i> DEVLOG: >> >> http://www.amibroker.com/devlog/ >> >> >> >> For other support material please check also: >> >> http://www.amibroker.com/support.html >> >> >> >> Yahoo! Groups Links
