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[amibroker] Testing the Range of an Array with an Optimization



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Hello, hoping someone can point out the general flaw in logic here. Even though I've been working with AFL for six months now, array vs scalars can still be confusing. All I'm trying to do is pass an array to a function that tests it's range. The program  then sets a Buy according to that range. An optimization is  performed to find the "best" range for a given period.

Of course this is not my actual trading system, but merely a test of concept for much a more complicated function.

By definition, the Close price has to fall into one of the four ranges defined in the function. I am using Forex, but any symbol will do, and would fall into one of the four ranges. Therefore, running the Optimization should generate some trades, as the Buy condition will be true eventually, as we cycle through the "RangeTest" variable for each bar. But no trades are generated.

Traces indicate that the Close array is not being cycled through.

Shouldn't the following code work, without having to get into a Barcount loop? If not, where is the flaw? Any help much appreciated.


RangeTest = Optimize("RangeTest", 1, 1, 4, 1);


    
function RangeFind(Array)                                
    {
        ActualRange =
0;

        Range1 = Array >
0       AND Array <= 1.1000;
        Range2 = Array >
1.1000  AND Array <= 1.2000;
        Range3 = Array >
1.2000  AND Array <= 1.3000;
        Range4 = Array >
1.3000;

        
for( n = 1; n <=4; n++)
        {

          RangeN =
VarGet( "Range"+ NumToStr(n, 1.0,0) );

          
if (RangeN) ActualRange = n;

        }    

      
return ActualRange;
    }  

  
Buy = RangeFind(Close) == RangeTest;

Sell = BarsSince(Buy) > 6;

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