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Hello,
You see there is a following line:
Filter = BarIndex() == BarCount - 1;
// gives result only for the LAST available bar
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Tomasz Janeczko" <amibroker@xxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, April 13, 2003 8:12 PM
Subject: Re: AmiBroker 4.31.1 BETA released, was [amibroker] AmiBroker 4.31.0 BETA released
> Anthony,
>
> The formula returns results ONLY for the LAST available
> bar (not for date range). That's why.
>
> You would need to modify it if you want it to use with from-to range.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Anthony Faragasso" <ajf1111@xxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, April 20, 2003 6:59 PM
> Subject: Re: AmiBroker 4.31.1 BETA released, was [amibroker] AmiBroker 4.31.0 BETA released
>
>
> > Tomasz,
> >
> > Please check the image attached....I used your supplied formula....and
> > selected a range of dates : From and To....then clicked explore....no
> > results were returned....is there a step missing.
> >
> > Thank you
> > Anthony
> >
> > -------Original Message-------
> >
> > From: amibroker@xxxxxxxxxxxxxxx
> > Date: Sunday, April 13, 2003 12:15:09
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: Re: AmiBroker 4.31.1 BETA released, was [amibroker] AmiBroker 4.31
> > 0 BETA released
> >
> > Dale,
> >
> > Yes it is possible to perform optimization using for loop inside exploration
> > code:
> >
> > Sample code follows, it runs optimization inside for loop and reports only
> > THE BEST
> > result. It should be run usign "EXPLORE". The code in fact runs several
> > backtests inside 'for' loop and notes the best result and best parameter
> > range.
> > bestequity = 0;
> > bestrange = 0;
> > // optimization loop
> > for( range = 12; range < 40; range ++ )
> > {
> > Buy = Cross( Close, EMA( Close, range ) );
> > Sell = Cross( EMA( Close, range ), Close );
> > Le = LastValue( Equity() );
> > if( Le > bestequity )
> > {
> > bestequity = Le;
> > bestrange = range;
> > }
> > }
> > range = bestrange;
> > Buy = Cross( Close, EMA( Close, range ) );
> > Sell = Cross( EMA( Close, range ), Close );
> > Filter = BarIndex() == BarCount - 1;
> > AddColumn( bestrange, "Best range" );
> > AddColumn( Equity(), "Best Equity" );
> >
> >
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: dingo
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Sunday, April 13, 2003 5:20 PM
> > Subject: RE: AmiBroker 4.31.1 BETA released, was [amibroker] AmiBroker 4.31
> > 0 BETA released
> >
> >
> > Bodacious Binary TJ!
> >
> > After seeing how quiet you've been these last few weeks I started getting
> > excited... and I was happily rewared this am when I saw your message!
> >
> > In trying to get my thinking together on this: is it now possible to
> > simulate an optimization when running an Exploration by using the FOR
> > construct? What I'm trying to do is get some extra columns that contain
> > calculated data during an Optimization. SInce you can't use the Addcolumn in
> > the Optimizer I've been wondering how I might go about this using the FOR
> > (or even the While). If you have a few moments could you illustrate how
> > this might be done (if possible) using a simple example?
> >
> > d
> >
> > -----Original Message-----
> > From: Tomasz Janeczko [mailto:amibroker@xxxxxx]
> > Sent: Sunday, April 13, 2003 10:07 AM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: AmiBroker 4.31.1 BETA released, was [amibroker] AmiBroker 4.31.0
> > BETA released
> >
> >
> > Hello,
> >
> > A new version 4.31.1 BETA is available now
> > for download from:
> > http://www.amibroker.com/members/bin/ab4311beta.exe
> >
> > It fixes bug introduced in 4.31.0 that caused no text output
> > in commentary/interpretation window.
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> > ----- Original Message -----
> > From: Tomasz Janeczko
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Sunday, April 13, 2003 11:07 AM
> > Subject: [amibroker] AmiBroker 4.31.0 BETA released
> >
> >
> > Hello,
> >
> > A new beta version (4.31.0) of AmiBroker has just been released.
> >
> > It is available for registered users only from the members area at:
> > http://www.amibroker.com/members/bin/ab4310beta.exe
> >
> > If you forgot your user name / password to the members area
> > you can use automatic reminder service at: http://www.amibroker.com/login
> > html
> >
> > This release brings huge improvement to AFL:
> > for and while loops and if-else flow control statements.
> >
> > Native AFL loops run 2..3 times faster than JScript (according to my
> > preliminary tests on arrays with 1000-5000 bars)
> >
> > For more details and example code please read the following "READ ME" text.
> >
> > NOTE: from now on all beta releases will be available to registered
> > users only (in member area).
> >
> > Best regards,
> > Tomasz Janeczko
> > amibroker.com
> >
> >
> > AmiBroker 4.31.0 Beta Read Me
> > April 13, 2003 10:38
> > THIS IS AN EARLY BETA VERSION OF THE SOFTWARE. EXPECT BUGS !!!
> > AGAIN: THIS IS AN EARLY BETA VERSION OF THE SOFTWARE. EXPECT BUGS !!!
> >
> > Backup your data files and entire AmiBroker folder first!
> > INSTALLATION INSTRUCTIONS
> > IMPORTANT: This archive is update-only. You have to install full version 4
> > 30 first.
> > Just run the installer and follow the instructions.
> > Then run AmiBroker. You should see "AmiBroker 4.31.0 beta" written in the
> > About box.
> > CHANGES FOR VERSION 4.31.0 (as compared to 4.30.0)
> > Workspace window uses "icon font" set in the Windows settings instead of
> > hard coded Tahoma 8
> > for better readability and ClearType(tm) compatibility on WinXP, all dialog
> > windows use now 'MS Shell Dlg' face name that maps to standard MS Sans Serif
> > on Win 9x/Me/NT and Tahoma on Win 2K and XP.
> > rewritten AFL parser, now formula is parsed and coverted to syntax tree and
> > then interpreted. This would allow further improvements including
> > compilation. This allowed also to add loops/if-else statements.
> > implemented IF/ELSE statement, WHILE and FOR loops:
> > The same basic 'for' loop in AFL is 2..3 times faster than in JScript
> > Syntax follows C++/JScript style:
> > while( conditional_expression ) statement;
> > for( initializer_part; conditional_expression; iterator_part ) statement;
> > if( conditional_expression ) statement;
> > if( conditional_expression )
> > statement;
> > else
> > statement;
> > implemented compound statements: these are blocks of statements enclosed
> > in opening and closing curly brace
> > {
> > statement1;
> > statement2;
> > ...
> > statementN;
> > }
> > compound statement can appear anywhere when simple statement can.
> > For example:
> > i = 10;
> > while( i < 20 )
> > {
> > Plot( MA( Close, i ), "MA" + WriteVal( i, 0 ), colorBlack + i );
> > i = i + 1;
> > }
> > implemented C-style postfix and prefix increment/decrement operators
> > i = 10;
> > WriteIf( i++ );
> > WriteIf( ++i );
> > WriteIf( i );
> > implemented array element access (subscript) operator []:
> > WriteVal( Close[ 0 ] ); // prints the first bar of close array
> > /* a sample low-level implementation of exponential moving average in AFL */
> > myema[ 0 ] = Close[ 0 ];
> > for( i = 1; i < BarCount; i++ )
> > {
> > myema[ i ] = 0.1 * Close[ i ] + 0.9 * myema[ i - 1 ];
> > }
> >
> >
> > added built-in constant 'BarCount' that returns number of bars available in
> > arrays (the number of elements of array)
> > When QuickAFL is turned on it may be less than true number of bars because
> > QuickAFL feature attempts to use only visible bars (and few before). You can
> > control how many bars the formula requires using SetBarsRequired() function
> > implemented infinite-loop protection. Nice if you forgot to increment
> > counter variable in 'for' loop :-)
> > tab key now works without need to press ALT/CTRL in AFL editors
> > added C-like synonyms for logical ADD/OR/NOT: &&, ||, !
> >
> > /* a sample low-level implementation of Profit-target stop in AFL: */
> > Buy = Cross( MACD(), Signal() );
> > priceatbuy=0;
> > for( i = 0; i < BarCount; i++ )
> > {
> > if( priceatbuy == 0 && Buy[ i ] )
> > priceatbuy = BuyPrice[ i ];
> > if( priceatbuy > 0 && SellPrice[ i ] > 1.1 * priceatbuy )
> > {
> > Sell[ i ] = 1;
> > SellPrice[ i ] = 1.1 * priceatbuy;
> > priceatbuy = 0;
> > }
> > else
> > Sell[ i ] = 0;
> > }
> > /* sample EMA rainbow */
> > Plot( Close, "Price", colorBlack, styleCandle );
> > for( Range = 15; Range < 100; Range++ )
> > Plot( EMA( Close, Range ), "MA"+WriteVal(Range,0), colorRose + Range % 8,
> > styleNoLabel );
> > HOW TO REPORT BUGS
> > If you experience any problem with this beta version please send detailed
> > description of the problem (especially the steps needed to reproduce it) to
> > bugs@xxxxxxxxxxxxx
> >
> >
> > Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> > Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq
> > html
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
> >
> >
> > Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> > Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq
> > html
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
> >
> > Yahoo! Groups Sponsor
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> > Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq
> > html
> >
> > Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> > Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> > -----------------------------------------
> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > --------------------------------------------
> > Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> > Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
> >
> >
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
> -----------------------------------------
> Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
> (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> --------------------------------------------
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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-----------------------------------------
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--------------------------------------------
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