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<FONT face=Arial color=#0000ff
size=2>Dan,
<FONT face=Arial color=#0000ff
size=2>
You
may want to have a look at the help files under the heading <FONT
color=#000000>Tutorial: Understanding how AFL
works
<FONT
size=2>
I think it will help
you get your mind wrapped around the concepts..
Regards,Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: danielwardadams
[mailto:danielwardadams@xxxxxxxxx]Sent: Wednesday, April 14, 2004
2:18 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker]
Re: Some basic questionsAnybody out there have any
comments on my questions from yesterday? I'm still trying to figure out if
I'm messed up in my thinking aboout AFL and backtesting and timeframes and
arrays ...Dan(Recopyng the original post here so it's not
hashed up with carets and linefeeds).--- In
amibroker@xxxxxxxxxxxxxxx, "danielwardadams" <danielwardadams@xxxx>
wrote:I'm trying to backtest using intraday profit targets and
trailingstops. I can't get things to work right (very common problem with
meand AFL) and I think there are probably some AB basics I'm
notunderstanding right. So any help with the following questions
wouldbe apppreciated.(1) When backtesting, does the code get
executed from top to bottomfor each available bar from the first bar to
the last? Is this a valid way to think of things?(2) If this is
correct and I have 100,000 bars of 1 minute data andmy backtest
periodicity is set to 1 minute, I think I'll have 100,000complete passes
through the AFL and will have 100,000 entries foreach piece of array data
(open, close, etc). Is this correct?(3) Is Barcount the number of bars
to the current point in the data(= point in time) or to the end of the
data (100,000 in this case)? (I think it's the latter).(4) At any
point in time, will the Ref function will give me datarelative to where
I'm at in the 1 minute data, e.g. will Ref(Open, -60) give me the open
from one hour ago?(5) If I change intervals with Timeframeset, will
the active Barcountbe adjusted accordingly (multiplied by 5 if I change
from in1Minuteto in5Minute)?(6) If I change from 1 to 5 minute
data, will I be at the previous 5minute multiple in time (i.e., is time
"rounded down")?(7) Within the 1 minute scenario, if I use Applystop
to trail, will Itrail on a 1 minute basis? If I change to another interval
(sayin5Minute) will I trail on that basis?I know there has been a
lot of discussion that Applystop won't trailon intraday data and I've
looked at some of the code to get aroundthis problem. But it seems if the
above things are correct, it shouldwork the way I want.Again, any
help would be appreciated. If I'm way off base, maybe someone could point
me to some basic tutorial material on timeframes,arrays,
etc.DanSend BUG REPORTS to
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