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RE: [amibroker] INDIVIDUAL BACKTEST CODE QUESTION


  • Date: Fri, 12 Mar 2010 15:30:57 -0500
  • From: Fred Tonetti <ftonetti@xxxxxxxxxxxxx>
  • Subject: RE: [amibroker] INDIVIDUAL BACKTEST CODE QUESTION

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From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of bistrader
Sent: Friday, March 12, 2010 3:17 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] INDIVIDUAL BACKTEST CODE QUESTION

 

 

I run individual basktests on a watchlist, but do not want to get stats for tickers with history that do NOT go back to AA selected start date.

I placed following in afl, thinking that it would force no trades or null for short history tickers in my watchlist. It does cause close to go to null in exploration, but backtest is unchanged.

StartDate = BeginValue(BarIndex());
//EndDate = EndValue(BarIndex());
Range_Start = Status("rangefromdate");
Symbol_Start = ValueWhen( BarIndex() == StartDate, datenum(), 1);
diff = Range_Start - Symbol_Start;
Close = IIf(diff < 0, Null, Close);

Can you think coding afl method to get individual backtest results on a watchlist so that tickers with short history (i.e., no going all the way to AA range start date) are either null or infinity or otherwise identified?

Thanks

Bert



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