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RE: [amibroker] Re: Dates Question



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If you have macro skills you could write
one to emit a separate section of code that does just the part with the dates
and then in your main formula put in a #Include “path/to/file/emitted/by/macro”
or if you have a text editor with macro capabilities that would really
facilitate the construction.

 

That would be quite a complicated IIF
statement though but you might be able to do it something like:

 

Buy=IIf(DateNum()==880109,1,0)OR IIf(DateNum()==911021,1,0);

Buy=Buy Or IIf(DateNum()==yymmdd,1,0) Buy Or IIf(DateNum()==yymmdd,1,0);

.

.

.

.

Buy=Buy Or IIf(DateNum()==yymmdd,1,0) Buy Or IIf(DateNum()==yymmdd,1,0);

 

I’m wondering it this could be done
easier in one of the scripts and do the same thing I mentioned in the first
sentence above?  I’ll try to think/find something that would help
with this...  I’m very busy right now but if no one else jumps in I’ll
try to come up with something later....

 

This msg is sorta “stream of
consciousness”  so bear with me:  A script could be written to
read in a text file with a format something like:  X yyyymmdd  where
X would be a B for buy S for sell.  That script would have the filesystem
object open and read in that file and then turn on the buy/sell elements of
their respective arrays.

 

d

 

<span
>-----Original Message-----
From: steve_almond
[mailto:steve_almond@xxxxxxxxx] 
Sent: Sunday, March 23, 2003 10:26
AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Dates
Question

<span
> 

<span
>Anthony,<font size=2
face="Courier New">

This works fine, thankyou. I've converted all the
dates to Datenums, 
however, I have over 75 buy and 75 sell signals to
include in this 
code (listed in Excel). Is there any shorthand way
to include so many 
Datenums?

Steve

--- In amibroker@xxxxxxxxxxxxxxx, "Anthony
Faragasso" <ajf1111@xxxx> 
wrote:
> Steve,
>  
> Try this: under settings tab...set delays to
0, positions to long 
only.
>  
> Buy=IIf(DateNum()==880109,1,0)OR
IIf(DateNum()==911021,1,0);
> Sell=IIf(DateNum()==890612,1,0)OR
IIf(DateNum()==921201,1,0);
>  
> Filter=1;
> AddColumn(Buy,"B");
> AddColumn(Sell,"S");
>  
>  
> -------Original Message-------
>  
> From: amibroker@xxxxxxxxxxxxxxx
> Date: Sunday, March 23, 2003 04:25:17
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Dates Question
>  
> I've looked in the help files for this, but
my programming skilla 
are 
> not good enough to solve this:
>  
> I want to backtest a series of Buy/Sell
signals given on a website 
> (the actual method of deriving the signals is
unknown). So, I want 
to 
> tell AB (for the current ticker:
>  
> Buy on 9/01/1988
> Sell on 12/06/1989
> Buy on 21/10/1991
> Sell on 1/12/1992
>  
> Etc.
>  
> Can anyone help to code this?
>  
> Thanks,
>  
> Steve
>  
>  
> Yahoo! Groups Sponsor
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<font size=2
face="Courier New">Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<span
>
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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