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Months are pretty clear i.e. they begin and end whent the month in a
date changes ...
Week is not so clear ...
Are they every 5 bars ? ( What about Holidays ? ) ... Do they end on
every Friday and/or begin on every Monday ( Again, what about
Holidays ? )
But in any case it is relatively simple to create a working function
for week# or biweek# once you decide what a week means to you.
--- In amibroker@xxxxxxxxxxxxxxx, "chapman49682" <chapman49682@xxx>
wrote:
>
> A suggestion I made at the AmiBroker site recently was a "WEEK"
> function similar to "MONTH". I don't, however, think it will
happen
> any time soon.
>
> I used MONTH to look back over several years to find which months
> each of my various systems worked the best - and worst. It was a
> very valuable exercise.
>
> I would like to go one step further now, and break each month into
> two portions: the 1st thru the 15th, and the 16th to the end of
> month.
>
> Can any of you suggest a way I might separate the year into 24
> separate trade entry time periods and be able to Backtest without
> regard to the year? What I mean is, I'd like to lump together my
> System trades which are entered in the first 2 weeks of January
(for
> instance) over the last 5 or 10 years, and compare them to the
> results for trades entered in the other 2-week periods.
>
> Any suggestions or thoughts would be welcome.
>
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