Assets.dta and AssetsFix.dta

Posted By: boatman

Assets.dta and AssetsFix.dta - 06/13/14 11:31

Hello everyone

Just wondering if someone can clarify the difference between Assets.dta and AssetsFix.dta?

My reading of the manual suggests that both files contain the asset parameters used in backtesting (spread, rollover etc). AssetsFix.dta is unchanging, while Assets.dta is updated with every connection to the broker.

My questions are:

1. Why do we need both files?
2. How are they used differently?
3. Which one is used in backtesting?
4. Should we regularly update Assets.Fix to reflect the current asset parameters?

Everyone's help so far is very much appreciated. I've learned a lot since I joined this forum!
Cheers
Posted By: DdlV

Re: Assets.dta and AssetsFix.dta - 06/13/14 14:38

Hi boatman,

My understanding: Assets.dta is used in Trade. AssetFix.dta is the default file used in simulation (Test & Train). See AssetList in the manual.

There's also a relationship between Assets.dta and what's available in the Asset scrollbox.

You can set up different "AssetFix.dta"'s with different parameters to simulate different brokers, account parameters, etc.

Be aware that there are "good" and "bad" times to connect to the broker to update Assets.dta. For example, weekends are bad.

I'm sure jcl can correct / fill in the gaps. laugh

HTH.
Posted By: dusktrader

Re: Assets.dta and AssetsFix.dta - 06/13/14 17:10

In addition to DdlV's info:
(my understanding is that:)

Assets.dta is updated (possibly in realtime) when in Trade mode.

AssetsFix.dta is the basis for the scrollbox, I believe.

My process is to get a (current and relative) update on Assets.dta from the broker (by using the Download.c script), then copy that into a new file named something like this:
Assets-IBFX-140620.dta
which can then be referenced in my script for more realistic simulations.
Posted By: boatman

Re: Assets.dta and AssetsFix.dta - 06/14/14 00:10

Thanks DdlV and dusktrader, very helpful.

Cheers
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