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[amibroker] Re: Setting back testing dates within AFL formular



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Anthony 

I'm not an expert with AFL  ( graham can testify to that ) but from 
what I can see , the function you've shown will return the dates 
that are set in the date range of the AA function.

That's not what I want to do.

I want to be able to set the time frame of the testing period as 
part of the AFL code of my system.

The reason I want to do this is to set up a rolling time of say two 
years , and then advance this on a monthly ( or what ever ) 
timeframe to see how robust my system is. I want to do this as an 
alternative to optimising in one time period and then confirming 
this in another timeframe . I figure if a system is consistent in 
this fashion , it's more likely to be robust in real trading.

See Change 


--- In amibroker@xxxxxxxxxxxxxxx, kaveman perth <kavemanperth@xxxx> 
wrote:
> I have never been able to work out what the above selections c, d, 
e,
> g, i . How exactly are they used?
> 
> 
> On Tue, 9 Nov 2004 23:55:54 -0500, Anthony Faragasso 
<ajf1111@xxxx> wrote:
> > 
> >      STATUS
> >      - get run-time AFL status information Miscellaneous 
functions
> >      (AFL 1.65)
> > 
> >      SYNTAX  status( ''statuscode'' )
> >      RETURNS ARRAY
> >      FUNCTION  Returns run-time status of the analysis engine. 
Supported status codes:
> >        a.. "stocknum" - gives you the ordinal number of 
currently analysed symbol
> >        b.. "action" - gives information in what context given 
formula is run: 1 - INDICATOR, 2 - COMMENTARY, 3 - SCAN, 4 - 
EXPLORATION, 5 - BACKTEST / OPTIMIZE
> >        c.. "rangefromdate", "rangetodate" - return current auto-
analysis From-To range as DateNums
> >        d.. "rangefromtime", "rangetotime" - return current auto-
analysis From-To range as DateNums
> >        e.. "barinrange" - returns 1 when current bar is within 
current auto-analysis From-To range
> >        f.. "barvisible" - (custom indicators only) returns 1 
when current bar is visible in current view
> >        g.. "firstbarinrange" and "lastbarinrange". They return 1 
(or True) on the first/last bar of analysis range.
> >        h.. "buydelay", "selldelay", "shortdelay", "coverdelay" - 
return delays set in the Settings window
> >        i.. "firstbarintest" and "lastbarintest" - similar 
to "firstbarinrange" and "lastbarinrange" but they return the 
settings of last BACKTEST/OPTIMIZATION and intermediate 
scans/explorations do not affect them
> > 
> >      EXAMPLE status( "stocknum" );
> > 
> >  ----- Original Message -----
> >  From: see_change007
> >  To: amibroker@xxxxxxxxxxxxxxx
> >  Sent: Tuesday, November 09, 2004 9:11 PM
> >  Subject: [amibroker] Setting back testing dates within AFL 
formular
> > 
> >  I'm doing some back testing , but I want to set the time frame 
within
> >  the Formular.
> > 
> >  Is it possible to do this ?
> > 
> >  See Change
> > 
> >  Check AmiBroker web page at:
> >  http://www.amibroker.com/
> > 
> >  Check group FAQ at: 
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > 
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> > 
> > [Non-text portions of this message have been removed]
> > 
> > 
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> > 
> > Check group FAQ at: 
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> > 
> > 
> > 
> > 
> > 
> 
> 
> -- 
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/





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