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



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Hello,

As I answered in one of other responses today the only control
over number of bars loaded in via File->Database Settings.

As for now all loaded bars are included in processing. 

Only in indicators the formulas may operate on 'visible' part only.

Similar approach in AA window is not yet available.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Email" <romadd64@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, August 19, 2003 12:25 AM
Subject: [amibroker] TOMASZ : A Question about Date Range in Optimization


> 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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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/)
--------------------------------------------
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