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Anthony,
The formula is evaluated in the same manner no matter what date range you select.
It is the backtester that FILTERS OUT signals outside the date range.
In other words the signals are filtered AFTER formula parsing/evaluation stage.
If you want to see just arrows that were taken by the backtester
you need to use "Show arrows for actual trades" option from the AA result list context
menu.
Cum() calculates cumulative sum since the first bar LOADED. Thanks to this feature
you can get the total number of bars loaded using LastValue( Cum(1) ) for example.
If you really want to count signals inside some date range you would need to use:
Cum( buy AND datenum() >= 990101 AND datenum() <= 1000503 )
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Anthony Faragasso" <ajf1111@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, April 30, 2002 4:08 AM
Subject: [amibroker] Tj:Counting buy signals
> Tomasz,
>
> I added a counter at the end of my trading system inorder to count the
> number of buy signals that are generated buy the system specifically
> related to the range settings , and also to check the validity of the
> exrem functions.
> filter=1;
> AddColumn((Cum(Buy)),"buy",1);
>
> I set Range : from 1/1/00 to: 4/26/02.
>
> The first buy signal in the range specified above occured on 4/10/00,
> but the counter has recorded 6 buy signals prior to the range settings,
> Do these prior buy signals influence the backtest results ? Why are
> there buy signals prior to the range settings, shouldn't the signals be
> restricted to the range settings ?
>
> Thank you in advance
> Anthony
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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