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Thanks for the detective work Steve and Tony.
I tried running the trace version below and sometimes AB executes the
code up to four times before the start of the optimize loop. Very strange.
Any ideas on how to code around this behaviour? Is this a known bug,
or am I implementing #include incorrectly?
I can't see what I am doing wrong, given the very basic code I posted.
Even if the include file is being preprocessed, I don't understand why
it is happening 1 to 4 times with values from previous runs.
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Davis" <_sdavis@xxx> wrote:
>
> Hmmmm. Looks like Tony is right. I tried running this with some
> traces. AmiBroker executes your code twice prior to the start of the
> optimize loop. If you try the code below, you will see this trace:
>
> a=1, FastMALength=5, actionEx=actionExEditVerifyFormula
> a=5, FastMALength=1, actionEx=actionExOptimizeSetup
> a=1, FastMALength=5, actionEx=actionExOptimizeBacktest
> a=2, FastMALength=1, actionEx=actionExOptimizeBacktest
> a=3, FastMALength=2, actionEx=actionExOptimizeBacktest
> a=4, FastMALength=3, actionEx=actionExOptimizeBacktest
> a=5, FastMALength=4, actionEx=actionExOptimizeBacktest
>
> You can see the actionExOptimizeSetup pass is writing 5 to the file.
> Each optimize pass is picking up the value written by the previous pass.
>
> Here is the modified code:
>
> 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 );
>
> actionExNum = Status("ActionEx");
> if (actionExNum == actionExEditVerifyFormula) actionExName =
> "actionExEditVerifyFormula";
> else if (actionExNum == actionExOptimizeSetup) actionExName =
> "actionExOptimizeSetup ";
> else if (actionExNum == actionExOptimizeBacktest) actionExName =
> "actionExOptimizeBacktest ";
> else if (actionExNum == actionExOptimizePortfolio) actionExName =
> "actionExOptimizePortfolio";
> _Trace("a="+a + ", FastMALength="+FastMALength + ",
> actionEx="+actionExName);
>
> SlowMALength = 20;
>
> FastMA = MA( C, FastMALength );
> SlowMA = MA( C, SlowMALength );
> Buy = Cross( FastMA, SlowMA );
> Sell = Cross( SlowMA, FastMA );
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "ozzyapeman" <zoopfree@> wrote:
> >
> > 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@> 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@> 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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