Re: [amibroker] Automatic Analysis - an observation

["Mark H" <amibroker@xxxxxxxxxxxxx>]

I think your observation is right. But running twice has no side effect so I wouldn't care much.
During phase 2, current symbol becomes "~~Equity".

  ----- Original Message ----- 
  From: discuslorraine 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Wednesday, November 29, 2006 5:17 PM
  Subject: [amibroker] Automatic Analysis - an observation


  Hello,

  I have observed something worth noting when using automatic analysis,
  here is an excerpt of a code using a custom backtester. The structure
  of the code is the one shown in TJ's slides on custom backtesting
  (don't know whether the order between the 2 steps is significant or not):

  // phase 2 of the backtesting : 
  if (Status("action")==actionPortfolio) { 
  bo = GetBacktesterObject();
  bo.backtest();
  // ...
  }

  // phase 1: collect trading signals 
  Buy = ..
  Sell = .. 

  It seems that "phase 1" of the code is executed twice, the first time
  with data arrays actually corresponding to the ticker (e.g. Close) and
  the second time with arrays made of null values .. it is like after
  the end of backtesting the execution goes on but this time with a
  dummy ticker .. 

  A way to avoid this double-execution is to place phase 1 inside an
  else instruction:

  if (Status("action")==actionPortfolio) 
  { // phase 2
  ) else {
  // phase 1
  Buy = 
  Sell = 
  }

  Could somebody confirm that or is it just me hallucinating : ) ?

  Thanks a lot,

  Nicolas



   
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