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Just a thought, but why not use Excel to create a textfile listing these
dates with a 1 for a buy and a -1 for a sell. Then import it as a data
series and use Foreign() to trigger the buys/sells on whatever tradable you
wish to test against.
Daniel
-----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
Anthony,
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
>
>
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