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Hello, hoping someone can help with this issue. When I use an optimize statement with #include and fputs, the optimization variable keeps getting shifted.
For example, please consider the two basic MA crossover systems below. They should both give identical results whether one does a backtest or an optimization. The backtests do appear identical. However, the Include version gives wonky results in optimization. Instead of 'a' starting at value 1. It starts at 5 but says in the optimization report that it is 1. I know it's probably something simple that I am overlooking, but can't seem to figure this one out:
//------------------------------------------------------------------------ // TRADE SYSTEM #1: SIMPLE CROSS BASIC //------------------------------------------------------------------------
FastMALength = Optimize("FastMALength", 1, 1, 5, 1);
SlowMALength = 20;
FastMA = MA( C, FastMALength ); SlowMA = MA( C, SlowMALength ); Buy = Cross( FastMA, SlowMA ); Sell = Cross( SlowMA, FastMA );
//------------------------------------------------------------------------ // TRADE SYSTEM #2: SIMPLE CROSS USING INCLUDE AND FPUTS //------------------------------------------------------------------------
a = Optimize( "a", 1, 1, 5, 1 );
#pragma nocache #include "c:\\TestAFL.afl";
fh = fopen( "c:\\TestAFL.afl", "w"); fputs("FastMALength = ", fh); fputs(NumToStr(a, 1.0, 0 ),fh); fclose( fh );
SlowMALength = 20;
FastMA = MA( C, FastMALength ); SlowMA = MA( C, SlowMALength ); Buy = Cross( FastMA, SlowMA ); Sell = Cross( SlowMA, FastMA );
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