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Hello,
i got this below for the rollovers in futures contracts, so i don't
need to test each contract by hand.
maybe you can use it in a similar way for walk-forward-analysis.
symbol = Name();
trade_start = IIf(symbol == "GB Z4-DT", 1040908,
IIf(symbol == "GB U4-DT", 1040608,
IIf(symbol == "GB M4-DT", 1040308,
IIf(symbol == "GB H4-DT", 1031208,
IIf(symbol == "GB Z3-DT", 1030908,
IIf(symbol == "GB U3-DT", 1030608,
IIf(symbol == "GB M3-DT", 1030308,
IIf(symbol == "GB H3-DT", 1021208,
IIf(symbol == "GB Z2-DT", 1020908,
IIf(symbol == "GB U2-DT", 1020608,
IIf(symbol == "GB M2-DT", 1020308,
IIf(symbol == "GB H2-DT", 1011208,
IIf(symbol == "GB Z1-DT", 1010908,
IIf(symbol == "GB U1-DT", 1010608,
IIf(symbol == "GB M1-DT", 1010308,
IIf(symbol == "GB H1-DT", 1001208,
IIf(symbol == "GB Z0-DT", 1000908,
IIf(symbol == "GB U0-DT", 1000608, IIf(symbol == "GB
M0-DT", 1000308,
IIf(symbol == "GB H0-DT", 991208,
IIf(symbol == "GB Z99-DT", 990908,
IIf(symbol == "GB U99-DT", 990608,
IIf(symbol == "GB M99-DT", 990308,
IIf(symbol == "GB H99-DT", 981208,
IIf(symbol == "GB Z98-DT", 980908,
IIf(symbol == "GB U98-DT", 980608,
IIf(symbol == "GB M98-DT", 980308,
IIf(symbol == "GB H98-DT", 971208,
IIf(symbol == "GB Z97-DT", 970908,
IIf(symbol == "GB U97-DT", 9710608,
IIf(symbol == "GB M97-DT", 970308,
IIf(symbol == "GB H97-DT",961208,0)))))))))))
)))))))))))))))))))));
trade_end = IIf(symbol == "GB Z4-DT", 1041207,
IIf(symbol == "GB U4-DT", 1040907,
IIf(symbol == "GB M4-DT", 1040607,
IIf(symbol == "GB H4-DT", 1040307,
IIf(symbol == "GB Z3-DT", 1031207,
IIf(symbol == "GB U3-DT", 1030907,
IIf(symbol == "GB M3-DT", 1030607,
IIf(symbol == "GB H3-DT", 1030307,
IIf(symbol == "GB Z2-DT", 1021207,
IIf(symbol == "GB U2-DT", 1020907,
IIf(symbol == "GB M2-DT", 1020607,
IIf(symbol == "GB H2-DT", 1020307,
IIf(symbol == "GB Z1-DT", 1011207,
IIf(symbol == "GB U1-DT", 1010907,
IIf(symbol == "GB M1-DT", 1010607,
IIf(symbol == "GB H1-DT", 1010307,
IIf(symbol == "GB Z0-DT", 1001207,
IIf(symbol == "GB U0-DT", 1000907,
IIf(symbol == "GB M0-DT", 1000607,
IIf(symbol == "GB H0-DT", 1000307,
IIf(symbol == "GB Z99-DT", 991207,
IIf(symbol == "GB U99-DT", 990907,
IIf(symbol == "GB M99-DT", 990607,
IIf(symbol == "GB H99-DT", 990307,
IIf(symbol == "GB Z98-DT", 981207,
IIf(symbol == "GB U98-DT", 980907,
IIf(symbol == "GB M98-DT", 980607,
IIf(symbol == "GB H98-DT", 980307,
IIf(symbol == "GB Z97-DT", 971207,
IIf(symbol == "GB U97-DT", 970907,
IIf(symbol == "GB M97-DT", 970607,
IIf(symbol == "GB H97-DT", 970307,0))))))))))
))))))))))))))))))))));
Buy = (trade_start <= DateNum() AND DateNum() <= trade_end)
AND Buycondition;
etc.
Regards
Robert
--- In amibroker@xxxxxxxxxxxxxxx, "see_change007" <cvt@xxxx> wrote:
>
>
>
> 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
> > > > >
> > > > > Yahoo! Groups Sponsor
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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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> > > > >
> > > >
> > > >
> > > > --
> > > > 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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