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You
can use Optimize() to optimize by year, month and even day. You will get all the
stats for each period. <FONT
face=Arial color=#0000ff size=2>For years you would add something like this to
the end of your code:
<FONT face=Arial color=#0000ff
size=2>
<FONT
size=3>YearNum = <FONT
color=#0000ff>Optimize(<FONT
color=#ff00ff>"YearNum",<FONT
color=#ff00ff>2004,<FONT
color=#ff00ff>2002,<FONT
color=#ff00ff>2004,<FONT
color=#ff00ff>1<FONT
color=#000000>); MonthNum = Optimize<FONT
color=#000000>("MonthNum"<FONT
color=#000000>,12<FONT
color=#000000>,1<FONT
color=#000000>,12<FONT
color=#000000>,1<FONT
size=3>); <FONT
color=#000000>Buy = <FONT
color=#000000>Buy <FONT
color=#000000>AND YearNum == <FONT
color=#0000ff>Year() <FONT
color=#000000>AND <FONT
color=#0000ff>Month<FONT
face="Courier New">() == MonthNum; <FONT
color=#000000>Short = <FONT
color=#000000>Short <FONT
color=#000000>AND YearNum == <FONT
color=#0000ff>Year() <FONT
color=#000000>AND <FONT
color=#0000ff>Month<FONT
face="Courier New" size=3>() == MonthNum;
<FONT
color=#000000>herman
<FONT face=Tahoma
size=2>-----Original Message-----From: dingo
[mailto:dingo@xxxxxxxxxxxx]Sent: Tuesday, April 13, 2004 8:05
PMTo: _amibroker_yahooSubject: [amibroker] Coding
challenge - SubtotalsI typically run back tests for
multiple years but when I want to get annual,quarterly and monthly totals
it means that I have to run an separate backtest for each sub period's
totals.Does anyone have a method or suggestion to get the kinds of
totals producedby the back tester (Sharpe Ration, CAR, etc) on a monthly,
quarterly, annualbasis while running a single multi-year back
test?TIAdSend BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
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href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
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href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
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