Hi Tomasz, Okay, running it with Filter = 1; we do indeed get lots of output. We get a line for every one minute bar for every symbol in the watchlist for every day in the From: To: range.
So I suspect we are getting somewhere ... I understand the format of the TimeNum() output now, too: What was printed before was always 150,000.00 -- actually 3 PM, just oddly formatted. Same odd formatting, but I can clearly see there is a line of output for every bar now. Changing the filter line to TimeNum() < 120000 does exactly what I'd suspect, causing the highest value for every date to be 110,000.00 (11 AM), and then going to the next date. So we *know* I have an addressable one-minute database. ^_^ What next? Yuki Thursday, February 8, 2007, 6:48:24 PM, you wrote: TJ> Yuki, TJ> Run only these two lines, I mean (explore): TJ> Filter = 1; TJ> AddColumn( TimeNum(), "TimeNum" ); TJ> You should see lots of output this way. TJ> Later you can run: TJ> Filter = TimeNum() < 120000; TJ> AddColumn( TimeNum(), "TimeNum" ); 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 10:39 AM TJ> 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 >> >> >> >> >> Best, Yuki
