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You may creat various timing conditions.
Example:
d2003a=Year()==2003 AND Month()<=6;
d2003b=Year()==2003 AND Month()>6;
The first, d2003a will be equal to 1 for the first 6 months of 2003
and equal to 0 for any other period.
Then, after you setup your general
Buy=...;
Sell=...;
you may write
Buy=d2003a*Buy;
Sell=d2003a*Sell;
and select the signals for the first 6 months of 2003.
Dimitris
--- In amibroker@xxxxxxxxxxxxxxx, "Anthony Faragasso" <ajf1111@xxxx>
wrote:
> 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
> > >
> > > Yahoo! Groups Sponsor
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> > >
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> > >
> > > a.. To visit your group on the web, go to:
> > > http://groups.yahoo.com/group/amibroker/
> > >
> > > b.. To unsubscribe from this group, send an email to:
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> > >
> > > c.. Your use of Yahoo! Groups is subject to the Yahoo!
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> of Service.
> > >
> > > [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/
>
>
>
>
>
> 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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