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[amibroker] Re: Pass data from 1st pahse of backtest to 2nd phase


  • Date: Wed, 17 Feb 2010 12:27:47 -0000
  • From: "progster01" <progster@xxxxxxxxxxxxxxxxxx>
  • Subject: [amibroker] Re: Pass data from 1st pahse of backtest to 2nd phase

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It can definitely be done with static variables.  Details and best way to reach your goal may depend on exactly what data you want to pass.

One thing that slowed me down when I first tried to do this sort of thing was not properly recalling the context of phase 2 of the backtest.  The symbol price data and your per-symbol TA calcs are gone in phase 2, the active symbol is ~~~EQUITY, and what you have to work with are the signal and trade lists which were constructed in phase 1.

Of course, if you've saved something as a static, it will be there also.

If your desired data-to-pass is per-symbol data, be sure to name your statics that way.  Then, in the CBT, you can determine the symbol being processed via trade.symbol or signal.symbol, re-construct the correct static name, and access the saved static data.


--- In amibroker@xxxxxxxxxxxxxxx, "Pmxgs" <pmxgs@xxx> wrote:
>
> Hi,
> 
>  I need to pass some data from the first phase of the baktest to the 2nd phase.
> 
>  I think that both addtocomposit and static variables can do this, but I'm not sure.
> 
>  What is the best way do do it?
> 
>  thanks
>




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