[amibroker] Re: Backtesting Market Timing Signals

["bilbo0211" <bilbod@xxxxxxxxxx>]

Hi Herman,

Thanks for posting the code. It helped me write my program more
succinctly.

However, I am still getting the same error.

I discovered I can write debugging info to a file so now I can debug
the code.

Here is the problem:
---
Index = ValueWhen( DateNum() == numdate, BarIndex(), 1 );

Buy[Index];
----------^

Error 6.
Array subscript has to be a number
---

The debugging value for Index is 201. If I write:

Buy[201]=1;

There is no error but

Buy[Index];

gives the above error. I don't understand why or how to fix it?

New program listed 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( StrMid( mm_dd_yyyy,6,4 ) ); 
  Date_Num = ( 10000 * ( yy_ - 1900 ) ) + ( 100 * mm_ ) + dd_; 
  RESULT = Date_Num; 
  return RESULT; 
} 

function getSignalString(fh)
{
  if( ! feof( fh ) )
    result = fgets( fh );
  else
    result = "none";
  return result;
}

filename = "d:\\my programs\\amibroker\\fssignals";
fh = fopen( filename, "r" );
signalString = getSignalString(fh);
sig=StrExtract( signalString,0 );
txtdate = StrExtract( signalString,1 );
numdate = Date_To_Num( txtdate );
Index = ValueWhen( DateNum() == numdate, BarIndex(), 1 );
Buy=Sell=0;

while ( signalString != "none" )
{
  if ( sig == "B" )
    Buy[Index] = 1;
  else
  {
    if ( sig == "S" )
      Sell[Index] = 1;
    else
      printf("error in %s", filename);
  }	
  signalString = getSignalString(fh);
  sig=StrExtract( signalString,0 );
  txtdate = StrExtract( signalString,1 );
  numdate = Date_To_Num( txtdate );
  Index = ValueWhen( DateNum() == numdate, BarIndex(), 1 );
}	
fclose(fh);

Plot(Buy,"BUY",5,2);
Plot(Short,"short",4,2);

Title = BuySignal+"\n"+SellSignal;
---





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