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If you don't need 10000 bares of future data, why do you specify that
you do?
Try:
SetBarsRequired(10000, 0);
BR,
Dennis
On Sep 25, 2008, at 4:12 PM, ozzyapeman wrote:
> Thanks, Tomasz. Another question for you (or anyone)- what about
> "setbarsrequired"? I find that even with a simple MA crossover test
> system that makes use of a barcount loop, I need to do this in order
> to ensure that my plots do not vanish/re-appear as I scroll across the
> screen:
>
> SetBarsRequired(10000, 10000);
> // Ensures that the charts include all bars AND NOT just those on
> screen.
>
> Of course, I get the future warning when I add the above to my
> backtester settings, but I am sure my trading system itself does NOT
> depend on future quotes. Can one add the above statement without it
> necessarily creating a future leak as far backtesting results are
> concerned?
>
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <groups@xxx>
> wrote:
>>
>> Yes, because LastValue DOES look into the future and it actually
> looks ALL bars into the future.
>> The user's guide of course says about that
> http://www.amibroker.com/f?lastvalue
>> "Caveat: since this function fills an entire data array with the
> last value of another array, it allows a formula to look into the
> future. "
>>
>> LastValue must never be used in trading system.
>>
>> Best regards,
>> Tomasz Janeczko
>> amibroker.com
>> ----- Original Message -----
>> From: Grover Yowell
>> To: amibroker@xxxxxxxxxxxxxxx
>> Sent: Thursday, September 25, 2008 5:30 AM
>> Subject: RE: [amibroker] Does my code really look into the future?!?
>>
>>
>> Ozzy,
>>
>>
>>
>> I have found that Code Check will report looking into the future
> if you have a "lastvalue()" in your code, and I see that you do. You
> can take the simplest code such as buying on the MACD as in TJ's
> system example and put in a last value on something or other and
> bang!, the system reports a future leak. Don't know why, but it does.
>>
>>
>>
>> You can also get a reported future leak with a trace statement,
> something as innocent as _trace("Hello world");
>>
>>
>>
>> Hope this helps.
>>
>>
>>
>> Grover Yowell
>>
>>
>>
>> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf Of ozzyapeman
>> Sent: Wednesday, September 24, 2008 8:08 PM
>> To: amibroker@xxxxxxxxxxxxxxx
>> Subject: [amibroker] Does my code really look into the future?!?
>>
>>
>>
>> I clicked on "Code Check & Profile" in the AFL editor and it gives
> me the warning that my code references future quotes, "40 past and ALL
> future quotes are needed to calculate the formula correctly." Hoping
> anyone can chime in here with reasons why that might be happening.
>>
>> Is there any other way to test if I have a "Future Leak" other
> than relying on the Code Check tool?
>>
>> I have gone through my FOREX trading system with a fine tooth comb
> and can't find any place where it references the future. It makes use
> of several moving averages that only reference the current Close, and
> back through the lasts 40 Closes. I test my current Close against the
> MAs, as well as against static profit and stop targets.
>>
>> I am wondering if my backtester settings are somehow setting off
> the Code Check warning. Would any of the following backtester
> settings set off a false warning of this sort? What else might trigger
> the 'Future Leak' alarm? I don't use any fancy functions like ZIG,
> just plan old MAs...
>>
>>
>> SetOption("AccountMargin", 100); //
> Account margin, 100 = no margin
>> SetOption("ActivateStopsImmediately", False); // Intraday
>> stops ?
>> SetOption("AllowPositionShrinking", False); // Take
> partial trades if equity available ?
>> SetOption("AllowSameBarExit", True); // Allow
> same bar exit for profit stops
>> SetOption("CommissionAmount", 3.00); // Commission
> amount
>> SetOption("CommissionMode", 3); // 3
> = $ per share/contract
>> SetOption("FuturesMode", 1);
> // = use MarginDeposit and PointValue in calculations
>> SetOption("InitialEquity", 100000); //
> Initial equity $
>> SetOption("InterestRate",0);
> // Set interest rate earned for free cash, zero to evaluate system
>> SetOption("MaxOpenPositions", maxPairsTraded * maxContractsPerPair);
>> SetOption("MinPosValue", 0);
> // Min position Value to make trade worthwhile, 0 = no limit
>> SetOption("MinShares", 1);
> // Min number shares
>> SetOption("PriceBoundChecking", False ); // Price
> to stay in bar range ?
>> SetOption("ReverseSignalForcesExit", False);
>> SetOption("UsePrevBarEquityForPosSizing", True );
> // Use last known bar for position sizing ?
>> SetTradeDelays(tradeDelay, tradeDelay, tradeDelay, tradeDelay);
>> SetPositionSize(1, spsShares);
>> quoteCurrency = StrRight(Name(), 3); // eg. EURJPY
> gives JPY.
>>
>> if (maxContractsPerPair > 1)
>> SetBacktestMode(backtestRegularRawMulti);
>>
>> tradedelay = 0;
>>
>>
>> // Make sure backtester only starts computing at the start of our
> testing date range, not the start of the symbol database
>>
>> if(Status("action")>2) start = Max( tradeDelay, LastValue(
> ValueWhen( Status("firstbarinrange"), BarIndex() ) ) );
>> else start = tradedelay;
>>
>> // Barcount Loop
>> for (start = 1; i < BarCount; i++)
>> {
>>
>> // Trade system using MAs goes here.
>>
>
>
>
> ------------------------------------
>
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>
> To get support from AmiBroker please send an e-mail directly to
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>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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>
>
>
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