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[amibroker] AMIBROKER SUPPORT - INDIVIDUAL BACKTEST


  • Date: Thu, 18 Mar 2010 17:00:31 -0000
  • From: "bistrader" <bistrader@xxxxxxxxx>
  • Subject: [amibroker] AMIBROKER SUPPORT - INDIVIDUAL BACKTEST

PureBytes Links

Trading Reference Links

I wrote to AB support, but have not heard from them on how I might change afl to identify (ideal) or exclude tickers in a watchlist with short history when running Individual Backtests

I run individual basktests on a watchlist, but do not want to get stats for tickers with history that does NOT go back to AA selected start date.  The only thing I can come up with is the following and this does not work.  Ideally, I want these tickers identified, but if not possible then just to exclude them from the Individual Backtest report.

I placed the 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 still provides the stats for short history tickers which is not what I want.  I want the stats to be identified (ideal) or excluded for those tickers that do NOT history back to at least the AA start (called from) date.

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);

Direction appreciated on how can handle via change in afl code.

Thanks

Bert



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