Re: [amibroker] Automatic Analysis - an observation

["Tomasz Janeczko" <groups@xxxxxxxxxxxxx>]

Exactly.

Best regards,
Tomasz Janeczko
amibroker.com
  ----- Original Message ----- 
  From: Mark H 
  To: amibroker@xxxxxxxxxxxxxxx 
  Sent: Wednesday, November 29, 2006 11:41 PM
  Subject: Re: [amibroker] Automatic Analysis - an observation


  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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