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Here is some code I use to test using the optimizer to get a breakdown
on either a yearly or monthly basis. The Net % Profit is accurate
along with the MaxDD, while CAR and other values get reduced by the
year range value.
Set Buy = ...... AND BuyIndex
You need to have Settings->Pad align data checked
for it to work.
Tom B
numyear = Year();
YR[0] = 2000;
YR[1] = 2001;
YR[2] = 2002;
YR[3] = 2003;
YR[4] = 2004;
YR[5] = 2005;
YR[6] = 2006;
YR[10] = 1990;
YR[11] = 1991;
YR[12] = 1992;
YR[13] = 1993;
YR[14] = 1994;
YR[15] = 1995;
YR[16] = 1996;
YR[17] = 1997;
YR[18] = 1998;
YR[19] = 1999;
mon = Month();
systest = Param( "SysTest 2=mo 3=yr 4=YR9",1,1,4);
if ( systest >= 2 ) // Close all other optimazitions
{
if ( systest == 2 ) // Monthly SET AA window for full year
{ // SysTest == 2
MOindex = Optimize("MOindex",1,1,12,1); //
BuyIndex = IIf( Month() == MOindex,1,0);
}
if ( systest == 3 ) // Yearly
{
// YEARS 2000-2006
YRindex = Optimize("YRindex",0,0,6,1);// set AA
window from 2000 - 2006 for testing
BuyIndex = IIf( numyear == YR[YRindex], 1,0);
}
if ( systest == 4 ) // Yearly Close all other
optimazitions
{ // YEARS 1990-1999
YRindex = Optimize("YRindex",10,10,19,1);// set AA
window from 2000 - 2006 for testing
BuyIndex = IIf( numyear == YR[YRindex], 1,0);
}
}
else
BuyIndex = 1;
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