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<FONT face=Arial
color=#0000ff size=2>This might help those of you who are working on this but
don't want to have to pre-calc datenums.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>Its an AFL routine to calc the date num given a string in
MM/DD/YYYY format. I can be easily modified for those of you using other
formats.
<FONT face=Arial
color=#0000ff size=2>
function
DateToDateNum(sMMDDYYYY) // date in format mm/dd/yyyy{
<FONT face=Arial color=#0000ff
size=2>/*-------------------------------------------------------------
This function will accept a string in the MM/DD/YYY format and convert
it into Amibroker's datenum.
nDateNum =
10000 * (year - 1900) + 100 * month + day
It assumes
that mm dd and yyyy are reasonable. It does check for the presence of
2 "/" characters and if not there will return a
0.-------------------------------------------------------------*/
nDateNum = 0; sWrk = sMMDDYYYY;
nPosn = StrFind(sWrk, "/"); if (nPosn > 0)
{ nMth = StrToNum(StrLeft(sWrk,
nPosn-1)); sWrk = StrRight(sWrk,
StrLen(sWrk) - nPosn); nPosn =
StrFind(sWrk, "/"); if (nPosn >
0) { nDay
= StrToNum(StrLeft(sWrk,
nPosn-1));
sWrk = StrRight(sWrk, StrLen(sWrk) -
nPosn);
nYr =
StrToNum(sWrk);
nDateNum = 10000 * (nYr - 1900) + (100 * nMth) +
nDay; }
} return nDateNum;}
Filter =
1;
sDate =
"12/31/2001"; //1011231nDate = DateToDateNum(sDate);
<FONT face=Arial color=#0000ff
size=2>AddTextColumn(sDate, "String Date");AddTextColumn(NumToStr(nDate, 1,
False), "AB Date");
sDate =
"12/31/1995"; //951231nDate = DateToDateNum(sDate);
<FONT face=Arial color=#0000ff
size=2>AddTextColumn(sDate, "String Date");AddTextColumn(NumToStr(nDate, 1,
False), "AB Date");
<FONT face=Arial
color=#0000ff size=2>d
From: Nigel Rowe [mailto:rho@xxxxxxxxxxxxxxx]
Sent: Friday, January 23, 2004 9:26 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] Enhancement Request
- "Playback" Function
-----BEGIN PGP SIGNED MESSAGE-----Hash: SHA1Greetings
Don, I was in the mood for a bit of a
challenge, so....// Inspired by a request for a 'playback' feature from
Don Upton// // Simplified example, long only and the file format is
spec'd for ease of // implimentation.//// Input file is comma
seperated text. // Fields are://
0. Symbol
-- without
quotes// 1.
Entry date -- in datenum() format. ie xmas
day 2003 is 1031225//
2. Entry price
// 3. Exit
date -- datenum() format, or blank for no
exit// 4. Exit
PriceBuy = False;Sell = False;BuyPrice = Close;SellPrice =
Close;function DateToBar(dn){
return LastValue(ValueWhen(DateNum()==dn, BarIndex()));}f =
fopen("playback.txt", "r");while( f && (! feof(f)) )
{ Line =
fgets(f); sym = StrExtract(Line,
0); if( sym == Name() )
{ endt =
StrExtract(Line,1);
enpr =
StrExtract(Line,2);
exdt =
StrExtract(Line,3);
expr =
StrExtract(Line,4);
bar =
DateToBar(StrToNum(endt));
if( bar ) {
Buy[bar] =
True;
BuyPrice[bar] =
StrToNum(enpr);
if( exdt != "" )
{
bar =
DateToBar(StrToNum(exdt));
Sell[bar] =
True;
SellPrice[bar] =
StrToNum(expr);
}
}
}}if(f) fclose(f);I'll leave you to modify it to get exactly
what you want. NigelOn Fri, 23
Jan 2004 22:51, Don Upton wrote:> I'd like to suggest an enhancement to
Amibroker. Judging from recent> messages, I believe others might be
interested, too. If so, maybe we can> get Tomasz in the
discussion.>> I would like to see another function (like Scan and
Backtest) in AA. I'll> call it Playback for now. Playback
would essentially be a Backtest, but> instead of invoking an AFL script,
it would prompt for the name of a> comma-delimited file in which each
record would represent a trade. Each> record might have the
following fields:>> 1) Ticker Symbol> 2) Type Trade (Long
or Short)> 3) Entry Date> 4) Exit Date - null if trade still
open> 5) Shares> 6) Position Entry Price (Buy or Short price,
depending on type trade) -> Optional> 7) Position Exit Price (Sell
or Cover price, depending on type trade; null> if trade still open) -
Optional> 8) Commission on Entry - Optional> 9) Commission on Exit
- Optional>> The optional fields above would default to the values
in AA/Settings if not> specified. The date range used for report
statistics could be calculated> based on the earliest trade open and last
trade close (or current date if> there are open trades). (Or should
the date range be based on the setting> in the AA window, as Backtest
currently works ?)>> A Playback function would make it much easier
to do "manual" -type> backtesting, as well as track actual
trades...>> ...Don Upton>-----BEGIN PGP
SIGNATURE-----Version: GnuPG v1.2.2
(GNU/Linux)iD8DBQFAEdfYBbmcM2pfckkRAh1DAJ0SP/ONsODgnQ+998JuzXYJIITljQCg721nn1qdRu7Alu4RXOzsbeY2Vqo==GaYd-----END
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