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#include is a preprocessor command. The included file, in this case TestAFL.afl, will be processed before your trade system 2 afl is processed.
On Sat, Dec 13, 2008 at 5:59 PM, ozzyapeman <zoopfree@xxxxxxxxxxx> wrote:
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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