> 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. ^_^
That's good. Now you can add your condition as second column: Buy = .... AddColumn( Buy, "Buy" ); and you will see if you are getting 1's (true) or not for given time range. Best regards, Tomasz Janeczko amibroker.com ----- Original Message ----- From: "Yuki Taga" <[EMAIL PROTECTED]> To: "Tomasz Janeczko" <[email protected]> Sent: Thursday, February 08, 2007 11:04 AM Subject: Re: [amibroker] How stupid can I be??? > 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 > > > > 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 > > > > >
