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<FONT face=Arial
color=#0000ff size=2>Now why didn't I think of that? (don't
answer).
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>Thanks h! I'll try that
out.
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
From: Herman van den Bergen
[mailto:psytek@xxxxxxxx] Sent: Tuesday, April 13, 2004 8:57
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Coding challenge - Subtotals
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 face=Arial color=#0000ff
size=2>YearNum =
Optimize(<FONT
color=#ff00ff>"YearNum",<FONT
color=#ff00ff>2004,<FONT
color=#ff00ff>2002,<FONT
color=#ff00ff>2004,<FONT
color=#ff00ff>1<FONT
face="Courier New">); MonthNum = <FONT
color=#0000ff>Optimize(<FONT
color=#ff00ff>"MonthNum",<FONT
color=#ff00ff>12,<FONT
color=#ff00ff>1,<FONT
color=#ff00ff>12,<FONT
color=#ff00ff>1<FONT
face="Courier New">); <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 face=Arial color=#0000ff
size=2><FONT
color=#0000ff>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
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