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Mike,
Code addition does seem to work. Looks like I did not save change before trying. The code excluded short history tickers from any kind of backtest. Now, I need to read documentation again to see if way to identify rather than just exclude. Thanks as I am getting closer.
--- In amibroker@xxxxxxxxxxxxxxx, "bistrader" <bistrader@xxx> wrote:
>
> Mike,
>
> Good idea. Tried via following and did not remove or otherwise identify short history tickers. To answer your question, I understand how to do with 2 step process, but this is not at all productive. I want to run a number of different range periods via individual backtest on watchlist. I say, let me look at this period as these types of securities did not do well in this period and I want to see if Rsi addition adds some value. Then I go on to look at other periods that these tickers did not do well in to see if I have something. Then I say lets now see what happens for the longer period of time when these types of securities were trending up as well as down and see what happens with Rsi addition. Now, during these different periods, AmiBroker provides the stats, but one has NO idea if these stats are for the entire period analyzed or not as I have not been able via AmiBroker Support or via my code changes to get AmiBroker to identify or exclude short history tickers from the individual backtest analysis.
>
> I am thinking that there must be a way to get this.
>
> Oh, here is what I tried based on my understanding of your feedback. Did not work.
>
> 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);
>
> if (LastValue(diff) < 0)
> {
> SetOption("GenerateReport", 0 ); // suppress generation of report
> }
>
> Thanks.
>
> Bert
>
> Thanks
>
> Bert
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@> wrote:
> >
> > See if SetOption("GenerateReport", ...) can be used for your needs. The documentation reads as though it only applies during optimization, but it might work.
> >
> > Otherwise, is there a special reason why you don't want to run an initial exploration to filter out those symbols that don't satisfy your date requirements?
> >
> > Mike
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "bistrader" <bistrader@> wrote:
> > >
> > > 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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