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<FONT face=Arial color=#0000ff
size=2>Dan,
<FONT face=Arial color=#0000ff
size=2>
feel
free to ask when you get stumped :)
Regards,Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: danielwardadams
[mailto:danielwardadams@xxxxxxxxx]Sent: Thursday, April 15, 2004
10:38 AMTo: amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] Re: Some basic questionsThanks 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@xxxx]> 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> > > > Send
BUG REPORTS to bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
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