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See change,
I believe Dimitri presented such an example , maybe a year or two ago.....You can check the archives or ask Dimitri if he can post the formula....I do not remember exactly when it was....
Anthony
----- Original Message -----
From: see_change007
To: amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, November 10, 2004 3:46 AM
Subject: [amibroker] Re: Setting back testing dates within AFL formular
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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> >
> >
> > 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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