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Tomasz,
I read everything I could find on "pad and align" in the User's Guide
and archives, and as best I can understand it, it doesn't apply to my
situation. This is a snippet from one of your posts from the beta
board:
"if your data have unequal length AND if you are using
indicator/function on foreign security that requires several bars to
calculate if you are using foreign prices alone that this is not the
case)AND - if you are backtesting for period longer than the shortest
available history in your database (plus amount of bars needed to
calculate indicator) All three cases must be fulfilled in order to
make padding relevant at all."
I'm not referencing a foreign security. Maybe I didn't explain
myself clearly (or I'm not understanding you correctly). If the
backtester is holding a position in a stock when its data ends, I
want to simply force an exit at the last closing price. Right now
the backtester is holding on to these positions as open trades, and
its tying up money and distorting the backtest results.
Thanks, Wayne
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> You can use "Pad and align feature" for that.
> Reference symbol should be set to some index that is known to have
quotes on all trading days.
>
> Then you will be able to detect end-of-trading for particular
security by
> checking either volume field or the fact that all price fields
(OHLC) remain unchanged.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "seneca_kw" <seneca_kw@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Saturday, December 11, 2004 9:08 PM
> Subject: [amibroker] How to exit a stock when quotes end?
>
>
> >
> >
> > In an earlier post I said I was having trouble with the deleted
> > stocks in the CSI database. When a backtest is holding one of
these
> > stocks when the data ends, the report shows this as an open
position
> > and carries it forward to the end of the backtest. Maybe the
worst
> > effect of this is that it ties up the money held in that position
and
> > distorts the returns.
> >
> > It was suggested to exit stocks when they show zero volume. I
> > actually got this to work (Sell=Volume==0;), but the problem is
that
> > most stocks do not show zero volume on their last day of data.
There
> > are over 6,000 -- too many to manually add on a zero volume bar.
> >
> > I've spent a couple hours experimenting with other methods, but
came
> > up empty. I think the solution lies in executing a sell whenever
it
> > detects there is no data tomorrow. I tried doing this with the
> > IsEmpty function but couldn't pull it off.
> >
> > I was experimenting with this but couldn't get it to work:
> > Y=IsEmpty(Ref(C,1));
> > Sell= y;
> >
> > Could someone point me in the right direction? Thanks, Wayne
> >
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
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