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Yes. But I am not sure how that creates the problem I am seeing.
Because when TestAFL.afl is processed, say for a =1, it simply results
in the following statement first being placed into memory:
FastMALength = 1;
then the main AFL is processed, and this should result in the
crossover trade being processed with the above variable assignment.
But instead of the above variable assignment, it instead is:
FastMALength = 5;
How and why does it skip from 1 to 5?
--- In amibroker@xxxxxxxxxxxxxxx, "Tony Grimes" <Tonez.Email@xxx> wrote:
>
> *#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@xxx> 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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