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Thanks for responding Jayson. Per your suggestion, I spent several
hours last night (re)reading the tutorial sections of (my Kinkos copy
of) the user's guide. It was time well spent because, as usual, I
picked up on several things that had whizzed right over my head
before. I still have some of the same questions but I'll continue to
experiment until I get it figured out.
Dan
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Dan,
>
> You may want to have a look at the help files under the heading
Tutorial:
> Understanding how AFL works
>
> I think it will help you get your mind wrapped around the concepts..
>
> Regards,
>
> Jayson
>
> -----Original Message-----
> From: danielwardadams [mailto:danielwardadams@x...]
> Sent: Wednesday, April 14, 2004 2:18 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Some basic questions
>
>
> Anybody 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 trailing
> stops. I can't get things to work right (very common problem with
me
> and AFL) and I think there are probably some AB basics I'm not
> understanding right. So any help with the following questions
would
> be apppreciated.
>
> (1) When backtesting, does the code get executed from top to
bottom
> for 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
and
> my backtest periodicity is set to 1 minute, I think I'll have
100,000
> complete passes through the AFL and will have 100,000 entries for
> each 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 data
> relative 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
Barcount
> be adjusted accordingly (multiplied by 5 if I change from
in1Minute
> to in5Minute)?
>
> (6) If I change from 1 to 5 minute data, will I be at the
previous 5
> minute multiple in time (i.e., is time "rounded down")?
>
> (7) Within the 1 minute scenario, if I use Applystop to trail,
will I
> trail on a 1 minute basis? If I change to another interval (say
> in5Minute) will I trail on that basis?
>
> I know there has been a lot of discussion that Applystop won't
trail
> on intraday data and I've looked at some of the code to get around
> this problem. But it seems if the above things are correct, it
should
> work the way I want.
>
> Again, any help would be appreciated. If I'm way off base, maybe
some
> one could point me to some basic tutorial material on timeframes,
> arrays, etc.
>
> Dan
>
>
>
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