PureBytes Links
Trading Reference Links
|
Hi.
I had this problem fixed just yesterday. The problem was triggered by
the following line:
PositionSize = (pct_equity * -1) * (BuyPrice / Stop);
(As you can see, I use fixed percent risk model.)
Notice that depending on the value of the Stop variable, the formula
above can generate large PositionSizes, i.e. values much less that -100.
So the fix was simple:
PositionSize = Max(-100, (pct_equity * -1) * (BuyPrice / Stop));
The problem manifested itself on CBT when doing some math using
sig.PosSize, *even if I range-check the variables in the CBT proc*.
Also, the popup didn't appear if I temporarily commented out the CBT
proc, even without the fix above.
To me, it looks like this problem is CBT-related, *BUT* I suggest you to
check all your AFL code for range problems.
Hope it helps.
Herman escreveu:
> Thanks again Paul,
>
>
> Do you remember how you fixed the problem? Or did it just disappear?
>
>
> The CBT code worked fine for weeks. The error is erratic.
>
>
> herman
>
>
>
> Friday, November 14, 2008, 3:54:31 AM, you wrote:
>
>
>> Hi Herman
>
>> I just checked my correspondance with AB support last time I faced
>
>> this error.
>
>
>> The message to Support was
>
>
>> "I have undergone some more tests and discovered that the "Out of
>
>> Present range" error come from the condition that if there is one
>
>> and only one trade is generated in a backtest for any one of symbols
>
>> in the watchlist selected."
>
>
>> This problem was solved in later updates, so it wouldnt apply to
>
>> you, but Marcin's explanation of the error message is instructive.
>
>
>> Marcin's reply
>
>
>> Hello,
>
>
>> Basically - in AmiBroker itself string like "Out of present range"
>
>> does not exist.
>
>
>> It may come from Microsoft OLE automation libraries when
>
>> DISP_E_OVERFLOW exception occurs (according to Tomasz, who has
>
>> searched all the system libraries, for that string and it occurs
>
>> only in OLE libs).
>
>
>> This occurs when external program or script calls OLE functions with
>
>> incorrect arguments (most probably uses incorrect type of the
>
>> argument, as according to Microsoft DISP_E_OVERFLOW occurs when One
>
>> of the arguments passed could not be coerced to the specified type)
>
>
>> So I'll say check all your OLE calls.
>
>> Cheers.
>
>> Paul.
>
>
>
>> ------------------------------------
>
>
>> **** 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
>
>
>> http://groups.yahoo.com/group/amibroker/
>
>
>> Individual Email | Traditional
>
>
>> http://groups.yahoo.com/group/amibroker/join
>
>> (Yahoo! ID required)
>
>
>> mailto:amibroker-digest@xxxxxxxxxxxxxxx
>
>> mailto:amibroker-fullfeatured@xxxxxxxxxxxxxxx
>
>
>> amibroker-unsubscribe@xxxxxxxxxxxxxxx
> <mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx>
>
>
>> http://docs.yahoo.com/info/terms/
>
>
>
>
--
Flávio
------------------------------------
**** 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/
|