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I believe that SetBacktestMode, or at least some of its argument
values, were introduced in more recent versions of the product. Since
I'm setting it to the default, you can just leave it out.
As for the ALR, my first script (Detrend.afl) does everything for
you. The values held in the Close field of the composite symbol (e.g.
~SP-500) will *already* have the complete, detrended and adjusted
value. Nothing more for you to do.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "Louis Préfontaine"
<rockprog80@xxx> wrote:
>
> Hi Mike,
>
> Thank you so much for your reply. I really appreciate your step-by-
step
> advices. This is really amazing to see the work you've done with
Aronson's
> ideas!
>
> I tried to follow your step-by-step guide but unfortunately it
seems there
> may be a mistake in the following code:
>
> SetTradeDelays(1, 1, 1, 1); // All trades on next Open afterEOD
Signal
> SetBacktestMode(backtestRegular); // One symbol, no redundant
signals
> SetOption("InitialEquity", 100000);
> SetOption("AccountMargin", 100);
>
> For some reason I get an error Line 2, Col.: 16 Error 30. Syntax
error.
>
> Did I do something wrong? Is it possible to do the same thing in
another
> way?
>
> Anyway I now fully understand what we're trying to do here. After
I got the
> ALR for each day, all that will be needed will be to subtract it
from day1
> to day 2 log. Then we will need to set rules with +1 and -1
value... Well,
> I am not 100% sure I fully understand, but it's getting close. If
I can
> only get past this error...
>
> Thanks a lot!
>
> Louis
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