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Re: [amibroker] Backtesting Market Timing Signals



PureBytes Links

Trading Reference Links

Of course not. Single backslash in AFL must be written as \\

Example:

"C:\\Program Files\\AmiBroker\\Formulas\\MyFormula.afl"

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "Graham" <kavemanperth@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, March 07, 2005 9:18 AM
Subject: Re: [amibroker] Backtesting Market Timing Signals


> 
> 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/
> 
> 
> 
> 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
> 
> 
> 
> 
> 
> 
> 
>


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