Re: [amibroker] FILTER not working with backtester?

["Tomasz Janeczko" <amibroker@xxxxxx>]

Hello,

Filter is EXCLUSIVELY for explorations:
http://www.amibroker.com/guide/h_exploration.html

In backtest you simply should NOT generate buy/short signals,
for example by adding:

if( Name() != "$DAXI" )
{
  Buy = 0; Short = 0;
}

at the end of the formula.

Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message ----- 
From: "enzo" <herrfrechdax@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, February 02, 2006 3:41 PM
Subject: [amibroker] FILTER not working with backtester?


Hi Usergroup,

it looks like FILTER - command is not working well in my
installation (4.70.5). It will not filter out anything using
backtester. There is a simple example below. Am I doing something
wrong here? Unfortunately this command is not listed in the help-
file and a search for "Filter" in the help-file does result in
dozens of documents where "Filter" is mentioned, which takes me
hours to read them all.

Can someone please give my a hint? Yes I know I could select the
symbol and backtest only that one, but I want to backtest a strategy
with a certain exit-rule applied only for "§DAXI".

Thanx in advance
enzo

------- example -----

Filter = Name() == "$DAXI" ;
Cover = 0;
Sell = 0;
Buy = Open < Ref(Low,-1) AND H >= Ref(L,-1);
Short = Open > Ref(High,-1) AND L <= Ref(H,-1);
Buy = ExRem(Buy,Short);
Short = ExRem(Short,Buy);
Plot( Close, "Close", colorBlack,styleCandle );
Title=Date()+" Open : "+O+" High : "+H+" Low : "+L+" Close : "+C;












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