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Dear Stephane,
What you say is true ONLY IF you are using "Partial loading feature"
(see Preferences->Settings) because only then not all quotes are
loaded during backtesting.
But if you load all quotes - it really does not matter how many data
you add at the end because cum(1) starts counting from the same
historical bar (the very first available) regardless of actual date range
set in Analysis window. The date range is used for filtering output signals only.
And as for weekly frames - you should use the formula I posted in previous e-mail.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
----- Original Message -----
From: "Stephane Carrasset" <nenapacwanfr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, September 07, 2001 3:44 PM
Subject: [amibroker] Re: Timed frame
> Tz,
>
> I think I am not clear,
> if on 7 september, I loaded 300 bars with a timedframe of 8,
> I'll have 37 timedframebars of 8 daily bars and the fourth bar ends
> on friday 7 september.
>
> if on 10 september, I loaded 300 bars, I'll have always 37
> timedframbars of 8 daily bars with the fourth bar end on Monday 10
> sept , and friday is now the third bar.
>
> Steph
>
>
>
> > >BUT if you test your system always with the last 300 bars, the
> > >beginning of the data will be different and --------> "bug"
> > This is not true. Cum(1) gives the same result regardless of your
> > scan range.
> >
> > >it is the reason why I ask for a stable time frame based on weekly
> > >data from monday to wednesday.
>
>
>
> > weekend = ref( weekbeg, 1 );
> >
>
>
> Nobody can accept a ref(dataarray, positive value ) in backtesting
>
> steph
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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