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Re: [amibroker] Backtesting Market Timing Signals



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Is this lne correct?
( "d:/my\ programs/amibroker\fssignals");


On Mon, 07 Mar 2005 00:27:49 -0000, bilbo0211 <bilbod@xxxxxxxxxx> wrote:
> 
> 
> I downloaded the Amibroker Demo and I am trying to backtest market
> timing signals.
> 
> I put the buy/sell dates in a csv file and am trying to read it in and
> convert it into buy/short arrays. I have not been very successful.
> 
> I cannot see my printf out output because I cannot figure out how to
> display the output window.
> 
> The code is below.
> 
> Bill
> 
> function Date_To_Num(mm_dd_yyyy)
> {
>  mm_ = StrToNum(StrLeft(mm_dd_yyyy,2));
>  dd_ = StrToNum(StrMid(mm_dd_yyyy,3,2));
>  yy_ = StrToNum(StrRight(mm_dd_yyyy,4));
>  Date_Num = (10000 * (yy_ - 2000)) + (100 * mm_) + dd_;
>  RESULT = Date_Num;
>  return RESULT;
> }
> 
> procedure getSignalDates( filename)
> {
>  fh = fopen( filename, "r");
>  if( fh )
>  {
>    while( ! feof( fh ) )
>    {
>      s=fgets(fh);
>      Index = ValueWhen( DateNum() == Date_To_Num(StrExtract( s,1 )),
> BarIndex(), 1);
>      sig=StrExtract( s,0 );
>      if( sig == "B")
>      {
>        Buy[Index]=1;
>        Cover[Index]=1;
>      }
>      else
>      {
>        if( sig == "S")
>        {
>          Short[Index]=1;
>          Sell[Index]=1;
>        }
>        else
>        {
>          if( sig == "C")
>          {
>            Sell[Index]=1;
>            Cover[Index]=1;
>          }
>          else
>          {
>            printf( "ERROR in %s/n", filename );
>          }
>        }
>      }
>    }
>  }
>  else
>  {
>  printf("ERROR: file can not be found (does not exist)");
>  }
> }
> 
> Buy=Sell=Short=Cover=0;
> getSignalDates( "d:/my\ programs/amibroker\fssignals");
> for( i=0; i<BarCount; i++)
> {
>  printf("%d",Buy[i]);
> }
> 
> 
> 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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