|
Hello, hoping someone can help out here. During a Walk-Forward test, I am trying to pass From and To dates from the WF engine into an embedded JScript. I essentially want to do a "sub-optimization" as part of the backtest portion of the WF test. However, it seems that I cannot pass variables from the AFL to the JScript.
Is there any way to pass the From and To dates into the JScript? Below is what I have. It generates an 'undefined source' error for these lines:
AA.RangeFromDate = FromDateStr;
AA.RangeToDate = ToDateStr;
Here is the AFL with embedded JScript:
FromDateNum = Status( "rangefromdate" );
ToDateNum = Status( "rangetodate" );
FromDate = DateTimeConvert( 2, FromDateNum );
ToDate = DateTimeConvert( 2, ToDateNum );
FromDateStr = DateTimeToStr( FromDate );
ToDateStr = DateTimeToStr( ToDate );
EnableScript( "jscript" );
<%
Formula = "F:\\SomeFormula.afl";
Database = "F:\\AB Databases\\MyIB";
Settings = "F:\\Some Settings.ABS";
AB = new ActiveXObject( "Broker.Application" );
AA = AB.Analysis;
AB.LoadDatabase( Database );
AB.ActiveDocument.Name = "EURUSD";
AA.LoadFormula( Formula );
AA.LoadSettings( Settings);
AA.ApplyTo = 1;
AA.RangeMode = 3;
AA.RangeFromDate = FromDateStr; // * ERROR *
AA.RangeToDate = ToDateStr;
AA.Optimize( 0 );
AA.Export ( "F:\\TestReport1.html" );
%>
|