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Would like to backtest one a time span to check for "aging"
of the system. Is it possible to address the Range fields
of the Automatic Analysis window from within mysystem.afl,
such as ...
end_date = optimize("end_date",today,today, year_ago, -days)
start_date = end_date - days // or end_date + (-days)
or similar/better using bars ?
Further to see how the system behaves with time shift I would
be interested to sum up the contents of colums or somehow get the
amount of rows of each:
addcolumn(buy,"Buy",1.0);
addcolumn(sell,"Sell",1.0);
addcolumn(short,"Sell",1.0);
addcolumn(cover,"Sell",1.0);
mysignal = ( sum(buy)+sum(cover) ) / ( sum(sell)+sum(short) );
plot(mysignal, ...);
thanks for any comments
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