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Assets.dta and AssetsFix.dta #442153
06/13/14 11:31
06/13/14 11:31
Joined: Apr 2014
Posts: 482
Sydney, Australia
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boatman Offline OP
Senior Member
boatman  Offline OP
Senior Member
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Joined: Apr 2014
Posts: 482
Sydney, Australia
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

Re: Assets.dta and AssetsFix.dta [Re: boatman] #442161
06/13/14 14:38
06/13/14 14:38
Joined: Jun 2013
Posts: 1,609
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DdlV Offline
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DdlV  Offline
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Joined: Jun 2013
Posts: 1,609
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.

Re: Assets.dta and AssetsFix.dta [Re: DdlV] #442166
06/13/14 17:10
06/13/14 17:10
Joined: Jul 2013
Posts: 522
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dusktrader Offline
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dusktrader  Offline
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Joined: Jul 2013
Posts: 522
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.

Re: Assets.dta and AssetsFix.dta [Re: dusktrader] #442173
06/14/14 00:10
06/14/14 00:10
Joined: Apr 2014
Posts: 482
Sydney, Australia
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boatman Offline OP
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boatman  Offline OP
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Joined: Apr 2014
Posts: 482
Sydney, Australia
Thanks DdlV and dusktrader, very helpful.

Cheers


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