Thank you Tomasz. I tried that but I seems to get empty values instead of the previous. I use foreign Does the padding work also for the cusomized portion of the backtest? Then I loop through the bars I get empty value for an index for which data should exist. I am backtesting using only the last n days in 1 minute mode, and I noticed that array[20] gives different values for different selected bar in the indicator pan, same code. I than found in the help:
When QuickAFL is ON, the BarIndex() may not be equal with array item index. Actual array item corresponding to bar index can be found this way: bi = BarIndex(); arrayitem = SelectedValue( bi ) - bi[ 0 ]; "Close at selected bar:" + Close[ arrayitem ]; so should I do the same in the custom backtesting, or it takes care of it automatically? Or may be the customized backtesting should loop not between 1 and barcount but (barcount- numer of last quotations) and barcount? Thanks Ly --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > Hello, > > In AA there is a "Pad and align to reference symbol" option (settings screen) that takes care of it. > http://www.amibroker.com/guide/w_settings.html > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "loveyourenemynow" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Thursday, January 10, 2008 10:13 PM > Subject: [amibroker] Re: IQ data holes for illiquid symbols in portofolio backtesting > > > > If the more liquid stock is the active symbol, AB fix the problem at > > least at indicator level from what I can see, but if the active stock > > is the illiquid missing quotes one, also the liquid is on the same > > time stamps but I am not sure if barnumber are consistent > > > > I hope in backtesting at portolio level ... all the bar of the most > > symbols are use > > > > LY > > > > --- In [email protected], "loveyourenemynow" > > <loveyourenemynow@> wrote: > >> > >> I have realized that IQ data skips bars for illiquid symbols(if there > >> is no trade I guess), so that c[i] and c[i+1] in minute time frame for > >> example could correspond to an actual time difference of 5 or even > >> more time. > >> If I backtest a portfolio this will imply that I am looking a > >> different times for different stocks depending on their data > > availability. > >> For example > >> > >> c[100] is at timenume()==132200 for sym1 > >> c[100] is at timenume()==132700 for sym2 > >> > >> timenum() is not valued on per symbol bases, so I wonder what does it > >> return when is called in these cases. > >> > >> The consequence is that the backtesting would be totally unreliable. > >> Compressing data at longer time scales should fix, but still depending > >> on the liquidity I would not now at what scale to go, and I am not > >> sure how IB would deal with compression in such a scenario. > >> > >> Anybody had the same problem? > >> > >> Thanks > >> Ly > >> > > > > > > > > > > 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 > > > > > > > > > > >
