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No, ranking day is different - with delay of 1 ranking day is YESTERDAY,
and with delay of 2 ranking day is DAY BEFORE YESTERDAY.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, June 09, 2005 2:41 PM
Subject: [amibroker] Re: Rotational Trading and TradeDelays
>
> Thank you for your prompt reply.
>
> "today's trades" may be different but the ranking day is the same for
> both.
>
> So at least the first trade should be the same, shouldn't it ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
> wrote:
>> That's simple - changing delay from 1 to 2 means that
>> today's trades that depent on yesterday scores now depend on day
> before yesterday scores.
>> So today's trades would be different.
>>
>> It is never the same if you delay execution because PRICES and
> VOLUMES change
>> and amount purchased differs so do the profits.
>> When profits are different equity is different and next trades are
> also open
>> with different sizes. Because of different equity levels certain
> minimums/maximums may not be reached
>> or may be exceeded then certain trades may not be entered or some
> extra ones may occur.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: "qqqqq_99999_qqqqq" <qqqqq_99999_qqqqq@xxxx>
>> To: <amibroker@xxxxxxxxxxxxxxx>
>> Sent: Thursday, June 09, 2005 10:08 AM
>> Subject: [amibroker] Rotational Trading and TradeDelays
>>
>>
>> > -------------------------------------
>> >
>> > EnableRotationalTrading();
>> > SetOption( "MaxOpenPositions", 10 );
>> > SetOption( "WorstRankHeld", 10 );
>> >
>> > PositionSize = -100 / 10;
>> > PositionScore = IIf( Year() != Ref( Year(), 1 ), 100 - RSI(),
>> > scoreNoRotate );
>> >
>> > SetTradeDelays( 1, 1, 1, 1 );
>> > //SetTradeDelays( 2, 2, 2, 2 );
>> >
>> > -------------------------------------
>> >
>> > I just can't really figure out why the first trade date and the number
>> > of trades are DIFFERENT when the TradeDelays is changed from 1 to 2.
>> >
>> > Could anyone try and tell me why ?
>> >
>> >
>> >
>> >
>> >
>> >
>> > 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 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 other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
>
>
>
>
>
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