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Hi Tomasz,
The File->Database Settings it's not useful for my target, because
it refers to the last n bar to load, but during backtesting / out-of-
sampling i need also others subinterval of all my data, so....
it would be very appreciated if you consider add this feature also
for AA Window.
Regards, romadd64.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> 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@xxxx>
> 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.
> >
> >
> >
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
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