|
PureBytes Links
Trading Reference Links
|
Tomasz,
I don't want to waste more of your precious time but...
Day0 Ranking Day
Day1 Trade Day with delay of 1
Day2 Trade Day with delay of 2
ranking day is YESTERDAY from Day1.
ranking day is DAY BEFORE YESTERDAY from Day2.
But the Ranking Day is the same, Day0, from both.
So the first trade would be the same regardless of trade delays,
wouldn't it ?
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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
> >
> >
> >
> >
> >
> >
> >
------------------------ Yahoo! Groups Sponsor --------------------~-->
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/GHeqlB/TM
--------------------------------------------------------------------~->
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
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|