[amibroker] Re: How to increment dates in a for loop?

["ozzyapeman" <zoopfree@xxxxxxxxxxx>]

Thanks Steve and Herman. I have been looking at BarIndex wrt your suggestions, and don't seem to understand it. Maybe I'm just retarded (...very possible. Heh).

So instead, I've gone down the string conversion/parser route. This route makes sense to me. The below simplified code should do the trick. But of course it doesn't. It's rare that my first crack at coding something ever works.

This is a very simple parser to roll over the month-day of "1301" to "0101" and increment the Year by one. I output to the interpretation window for debugging. 

For some reason, I am getting some mysterious decimal places in the output, despite my formatting of the string. And I think it is the decimals that are screwing up the parser.

Anyone have any insights as to why the below code does not work correctly?


BegISdate  = 1031201;
EndISdate  = 1090201;
StepIS     =     100;


for ( X = BegISDate; X <= EndISdate; X = X + StepIS )
{

    Xstr     = NumToStr( round(X) );

    YearStr    = StrLeft( Xstr, 3 );
    YearNum    = StrToNum(YearStr);    

    MonthDayStr = StrRight( Xstr, 4 );
    

    if ( MonthDayStr == "1301" )
    {      
      YearNum2 = YearNum + 1;

      YearStr2 = StrToNum(YearNum2);

      Xstr   = StrReplace(Xstr,"1301", "0101"); 
      Xstr   = StrReplace(Xstr,YearStr, YearStr2); 
    }

  printf(Xstr+"%.0f\n");

}





--- In amibroker@xxxxxxxxxxxxxxx, "Steve Dugas" <sjdugas@xxx> wrote:
>
> I would think you could associate your dates to BarIndex() and increment that by 100, something like...
> 
> BegISbar = Valuewhen(  DateNum() == BegISdate, BarIndex() );
> EndISbar = Valuewhen(  DateNum() == EndISdate, BarIndex() );
> ...
> for (FromISbarNum = BegISbar; FromISbarNum <= EndISbar; FromISbarNum = FromISbarNum + StepIS)
> 
>   ----- Original Message ----- 
>   From: ozzyapeman 
>   To: amibroker@xxxxxxxxxxxxxxx 
>   Sent: Tuesday, May 12, 2009 8:18 PM
>   Subject: [amibroker] How to increment dates in a for loop?
> 
> 
> 
> 
>   Hello, hoping someone can point out a good method for incrementing dates. I am currently trying to build a basic Walk-Forward engine that does an Optimization on In-Sample (IS) data using one formula, followed by an Optimization on Out-Of-Sample (OOS) data using a second formula.  
> 
>   This is different than AB's built-in WF engine, which performs an Optimization, followed by a Backtest using only one formula.
> 
>   Anyway, I am currently stuck right at the beginning, trying to figure out a sensible way to increment dates. This is what I have so far:
> 
>   // datenum format:   10000 * (year - 1900) + 100 * month + day, 
>   // so 2001-12-31 becomes 1011231 and 1995-12-31 becomes 951231
> 
>   BegISdate  = 1031201;
>   EndISdate  = 1090201;
>   StepIS     =     100;
> 
>   BegOOSdate = 1050101;
>   EndOOSdate = 1090301;
>   StepOOS    =     100;
> 
>   Formula1   = "F:\\formula1.afl";    
>   Formula2   = "F:\\formula2.afl";
>   Database   = "F:\\AB Databases\\MyDB";
>   Settings   = "F:\\My Settings.ABS";
> 
> 
>   for (FromISdateNum = BegISDate; FromISdateNum <= EndISdate; FromISdateNum = FromISdateNum + StepIS)
>     {
> 
>         AB = CreateObject("Broker.Application"); 
> 
>                 // Etc. .........
> 
>   Now the above won't exactly work because simply adding 100 to a datenum will not allow the datenum to correctly roll over from December to January. For example, incrementing 1031201 by 100 yields 1031301 instead of 1040101.
> 
>   I know I can first convert the datenum to a string, then build a parser that splits the datenum apart and analyzes the last four digits, converting 1301 to 0101, then reconstitute the string and reconvert to a datenum again. But that all feels rather convoluted.
> 
>   Is there an easier way to increment dates in AFL? I've searched the help manual and can't seem to find anything. What if I first converted to DateTime format? Is there an easy way to step through that format month by month?
> 
>   Any pointers much appreciated.
> 
>   And when I complete the WF Opt-Opt engine, I will be happy to post it here, in case anyone else has a need for it.
> 
>   Thanks!
>

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