[amibroker] Re: FILTER not working with backtester?

["enzo" <herrfrechdax@xxxxxxxx>]

Hello Tomasz!

Thank your for your fast reply. I did read 
http://www.amibroker.com/guide/h_exploration.html before I asked  
but did not realize it is exclusively for explorations.

Thanks again and 
best regards
enzo


--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxx> 
wrote:
>
> 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() != "$DAXI" )
> {
>   Buy = 0; Short = 0;
> }
> 
> at the end of the formula.
> 
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message ----- 
> From: "enzo" <herrfrechdax@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, February 02, 2006 3:41 PM
> Subject: [amibroker] FILTER not working with backtester?
> 
> 
> Hi Usergroup,
> 
> it looks like FILTER - command is not working well in my
> installation (4.70.5). It will not filter out anything using
> backtester. There is a simple example below. Am I doing something
> wrong here? Unfortunately this command is not listed in the help-
> file and a search for "Filter" in the help-file does result in
> dozens of documents where "Filter" is mentioned, which takes me
> hours to read them all.
> 
> Can someone please give my a hint? Yes I know I could select the
> symbol and backtest only that one, but I want to backtest a 
strategy
> with a certain exit-rule applied only for "§DAXI".
> 
> Thanx in advance
> enzo
> 
> ------- example -----
> 
> Filter = Name() == "$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;
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
> 
> Please note that this group is for discussion between users only.
> 
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
> 
> For other support material please check also:
> http://www.amibroker.com/support.html
> 
> 
> Yahoo! Groups Links
>







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