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Thanks for that Dimitris
See Change
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
>
> 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
> > > >
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> > > > [Non-text portions of this message have been removed]
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> > > >
> > > > Check AmiBroker web page at:
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> > > >
> > > > Check group FAQ at:
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> > > >
> > > >
> > > >
> > > >
> > >
> > >
> > > --
> > > 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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