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[amibroker] TOMASZ : A Question about Date Range in Optimization



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Hi Tomasz,

excuse me for all the questions I'm doing, but until now I have 
played with Amibroker just to realize all its power. Now it's time to 
make money with it ;)) , so I'm asking for features that I think 
would be useful.

I am writing a VB program (yes, I know that it's not your preferred 
development tool, but I think that for rapid deployment it's still 
one of the best) that through automation calls Amibroker to make a 
lot of backtesting and out-of-sampling. I have data for about 10 
years in the database. With my surprise, I have seen that backtesting 
on all 10 years, or setting a date range (say 2 years), took the same 
time for execution. I have extracted a subset of the database (2 
years), and I have found that execution time reduces linearly on it.
The date range applies only to the results, but not on stocks input 
data ? It's possible to internally filter also on stocks data, to 
reduce execution time ? I know that Amibroker it's really fast, but 
when used like I'm doing, time it's always too much (I need to find 
quickly the Holy Grail :p )

Regards, romadd64.




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