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[amibroker] Re: Backtesting Within Defined Historical Dates


  • Date: Mon, 28 Dec 2009 10:17:23 -0000
  • From: "Mike" <sfclimbers@xxxxxxxxx>
  • Subject: [amibroker] Re: Backtesting Within Defined Historical Dates

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Try something like the following:

Dates = DateNum();
MyBuySignal = ...;
ValidBuyDates = Dates == 1041105 OR Dates == ... OR Dates == ...;

Buy = MyBuySignal AND ValidBuyDates;
...

Repeat the same for Sell.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "jollypolly999" <jollypolly999@xxx> wrote:
>
> Greetings. I have spent several hours doing individual backtests within certain historical dates. For example my system will only enter the stock exchange if certain criteria are met. There are 10 seperate dates in which I switch the system on and off.
> 
> So the question remains. Please, is it possible to add code to my formula so that the backtester only tests within the 10 seperate defined dates?
> 
> I have tried adding the following code (an example) but the backtester over-rides it. Unless I need to tick something in the backtester. 
> 
> Buy = Buy OR (DateNum() == 1030404); which is 04/04/03
> Sell = Sell OR (DateNum() == 1041105); which is 05/11/04
>




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