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ajellis
16th June 2004, 06:41 AM
I'm trying to run an exploration on a single security - the QQQ in the US.

I get an internal error message saying invalid security data. This is rubbish because it's a perfectly normal looking chart.

What's the cause of this?

thanks
Andrew

David Samborsky
17th June 2004, 12:31 PM
What does the Error Log say?

ajellis
21st June 2004, 06:38 AM
No valid trading records in database

David Samborsky
21st June 2004, 08:31 AM
Could you please post or send me your trade database exploration code.

ajellis
24th June 2004, 03:24 AM
Not the same as the QQQ exploration, but this one also returns a dll reported internal error of invalid security data. It works on a basket of stocks, and the data is available from 1987 with load options set to 20000

ma1:=Mov(C,23,E);
ma2:=Mov(C,50,E);
x1:=FmlVar("EXP_DStoch5 EOD","DSTOCHVAL");
x2:=FmlVar("EXP_BLine EOD","BLINEVAL");

LongEntryTrigger:=
ma1>Ref(ma1,-1)
AND ma2>Ref(ma2,-1)
AND (ma1-ma2)/ma2>Ref((ma1-ma2)/ma2,-1)
{AND x1>Ref(x1,-1)}
AND x2>Ref(x2,-1)
{AND Ref(x1,-1)<=10}
AND Ref(x2,-1)<=30
{AND Ref(x1,-1)<Ref(x1,-2)}
AND Ref(x2,-1)<Ref(x2,-2)
AND H>Ref(H,-1);

LongEntryPrice:=Ref(H,-1)+0.03;
LongInitialStop:=Ref(L,-1)-0.03;

LongExitTrigger:=
{x1<Ref(x1,-1)}
{AND} x2<Ref(x2,-1)
{AND Ref(x1,-1)>=90}
AND Ref(x2,-1)>=70
{AND Ref(x1,-1)>Ref(x1,-2)}
AND Ref(x2,-1)>Ref(x2,-2);

LongExitPrice:=OPEN;
ExtFml("TradeSim.SetExitTriggerDelay",1);

ExtFml("TradeSim.Initialize"); ExtFml("TradeSim.SetStartRecordDate",12,06,1989);
ExtFml("TradeSim.SetStopRecordDate",12,06,2004);

ExtFml("TradeSim.RecordTrades",
"WB 2 trigger (noDStoch) on AUD for 15 Yrs",
LONG,
LongEntryTrigger,
LongEntryPrice,
LongInitialStop,
LongExitTrigger,
LongExitPrice,

David Samborsky
24th June 2004, 09:54 AM
The ExtFml("TradeSim.SetExitTriggerDelay",1); should come after the call to the Initialize function. However this shouldn't effect the results drastically.

Try the temporary substitution of the following variables:-

LongEntryPrice:=O;
LongInitialStop:=0.5*O;