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Thanks Fred....I thought I read that somewhere....
-------Original Message-------
From: amibroker@xxxxxxxxxxxxxxx
Date: Sunday, April 06, 2003 15:11:40
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: INCLUDE subroutines
See -> http://www.amibroker.com/guide/afl/afl_view.php?name=%
23include
--- In amibroker@xxxxxxxxxxxxxxx, "Bob Jagow" <bjagow@xxxx> wrote:
> Sounds familiar but PureBytes returned nada for 'nested [or nest]
> include'.
>
> -----Original Message-----
> From: Anthony Faragasso [mailto:ajf1111@x...]
> Sent: Sunday, April 06, 2003 11:52 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] INCLUDE subroutines
>
>
> Also, wasn't there something about Nested #include statements......
>
> -------Original Message-------
>
> From: amibroker@xxxxxxxxxxxxxxx
> Date: Sunday, April 06, 2003 14:21:23
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] INCLUDE subroutines
>
> Tomasz posted a while back re the downside to include.
> Think they included slowness and update problems because the code is
> cached.
> Didn't find the msgs because can't search for #include or include
in the
> AmiBroker mailing list archive or the former in PureBytes.
>
> Bob
> -----Original Message-----
> From: Ken Close [mailto:closeks@x...]
> Sent: Sunday, April 06, 2003 9:28 AM
> To: AmiBroker List
> Cc: 'Tomasz Janeczko'
> Subject: [amibroker] INCLUDE subroutines
>
>
> All: I have done some work using a lot of include statements and
wanted
> you to know about what I have done. I also am requesting comments
on
> some unusual observations. Perhaps if Tomasz replies, we can all
learn
> some more about using the INCLUDE statement.
>
> Background:
>
> I have built a series of files using a "CORE" file, a "PLOT" file,
and
> an "ANALYSIS" file. While I realize that the commands are context
> sensitive, I am using so many different combinations of code lines,
that
> it seems more simple to separate them. I also only need to change
the
> CORE code one place and all indicators, backtests, combinations,
etc.,
> will reflect the changes properly.
>
> Also, as a small point, if I have a PLOT statement within the logic
and
> I then use the Equity Plot (Tonetti's enhanced code), I get the
Plot of
> the Equity lines PLUS the PLOT statement that is within the main
code
> lines, which obviously distorts the equity display. I avoid this
with
> the separate PLOT subroutine.
>
> DETAILS:
>
> I call the "Core" code the following T1C_NAME.afl. It has all of
the
> logic for the T1 "signal" I am building.
>
> I call the Plotting code "T1P_NAME.afl, and it just contains some
plot
> statements and the INCLUDE function calling T1C_NAME.afl.
>
> I call the Analysis coce "T1A_NAME,afl, and it just contains the
> buy/sell logic and INCLUDE function calling T1C_NAME.afl.
>
> As the NAME code evolves, I only have to change it one place.
>
> I have found it very convenient to build combined signals with
something
> like (not proper syntax--just trying to illustrate the idea):
>
> INCLUDE (C:\......\T1C_NAME.afl;
> T1 = some logic...
>
> INCLUDE (C:\......\T2C_NAME2.afl;
> T2 = some logic...
>
> TSum = T1 + T2 + .... (you should get the idea).
>
> As I moved into Optimization, I observed the following two things
> (comment needed from Tomasz or others on this):
>
> 1. The optimization (of just one Core logic module) was very very
slow
> (normally a 1-2 minute pass of 5800 steps took 11 minutes when done
thru
> the INCLUDE statement. Could it be that it is looking up the CORE
code
> on each pass?
>
> 2. (Counter to #1), when I made a change in the key constants
within
> the Core code, resaved it, reloaded the Analysis code and ran a
> backtest, the results used the original constants---IOW, it did not
> recognize the changes I had made in the called code. I fiddled
with it,
> but the only way I was able to get the changes recognized was to
exit AB
> and restart AB. Then the changes were recognized and the different
> results were displayed.
>
> So the question is: during optimize does the include statement go
and
> read the original code on every pass, and if this is so, why do
manual
> changes made to the called code not get recognized without exiting
the
> program and restarting it??
>
> I hope some of you find this interesting and if you have any
comments or
> suggestions, please fire away.
>
> Thanks,
>
> Ken
>
>
>
>
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