|
PureBytes Links
Trading Reference Links
|
Hello Howard,
Thank you for your reply. I am still confused but, I am new to
AmiBroker and still learning. I understand that, AFL runs for every
record of the history array so, in that sense it will run for all the
bars in the array. Is this correct? Is this why you say that, it
runs 31 times?
Also, I have read further into your book and noticed some reference
to Nelson Freeburg systems in "Filters and Timing" chapter. I am a
big fun of Nelson's approach. The AFL code for this his system is not
included in the book or AFL download. Do you know if this available
for reasearch and educational purpose?
Regards
Richard
--- In amibroker@xxxxxxxxxxxxxxx, "Howard B" <howardbandy@xxx> wrote:
>
> Sorry -- the test is run 31 times, once for every day of the
month. 22 of
> those will show trading results.
>
> On Sat, Oct 18, 2008 at 8:41 AM, Howard B <howardbandy@xxx> wrote:
>
> > Hi Richard --
> >
> > Thanks for the kind words about my book.
> >
> > I may not have sufficiently clear. The test is run 22 times.
Each time
> > the day of interest is one of the 22 trading days of the month.
The test is
> > to see whether there is an effect near that day of interest, so
there is no
> > need to gather results for all days.
> >
> > Thanks,
> > Howard
> >
> >
> > On Sat, Oct 18, 2008 at 12:14 AM, richpach2 <richpach2@xxx> wrote:
> >
> >> Hello Howard,
> >>
> >> I have been reading your book. So far I was able to digest 160
pages.
> >> It is all very clear and well written. I have one question in
regards
> >> to "Seasonality Systems" testing on page 152 and 153 (Trading
Day of
> >> the Month) AFL defines "Daynumber" as 8 bars before and after
DOI day.
> >> If we have 22 trading days on average in any given month, why do
you
> >> only test for 16 or 17 if one includes DOI day?
> >> Is there a reason why you don't use Minus11 instead of Minus8?
> >>
> >> Kind Regards
> >> Richard
> >>
> >>
> >>
> >
> >
>
------------------------------------
**** IMPORTANT ****
This group is for the discussion between users only.
This is *NOT* technical support channel.
*********************
TO GET TECHNICAL SUPPORT from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
*********************
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
*********************************
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> Your email settings:
Individual Email | Traditional
<*> To change settings online go to:
http://groups.yahoo.com/group/amibroker/join
(Yahoo! ID required)
<*> To change settings via email:
mailto:amibroker-digest@xxxxxxxxxxxxxxx
mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|