Hi Tomasz, Please continue this way, because I obviously am not getting this right, even though I think I have sniffed around the basic problem.
As I'm sure you already know ... ^_^ there are no Buy = 1 column outputs. They are all zero for the date range 12/27/2006 to today. I have played around putting in SetTimeFrame(inDaily) statements, with corresponding restores, and I do get some buys that way (an actual report is generated. But it's wildly inaccurate, so I don't know what I'm doing, which is par for my coding life. Yuki Thursday, February 8, 2007, 7:46:39 PM, you wrote: >> 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. ^_^ TJ> That's good. Now you can add your condition as second column: TJ> Buy = .... TJ> AddColumn( Buy, "Buy" ); TJ> and you will see if you are getting 1's (true) or not for given time range. 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 11:04 AM TJ> 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 >> >> >> >> >> Best, Yuki
