|
PureBytes Links
Trading Reference Links
|
Date: Sun, 28 Jul 2002 00:17:41 -0500
From: "Lionel Issen" <lissen@xxxxxxxxxxxxxx>
Subject: RE: Initializing variables
If I understand you, there is no way to get a 200 day moving average unless
you have at least 200 days of data. If you only have 200 days of data, then
you will have a single point at the 200th day.
Thanks Lionel. This is pretty obvious. What I meant was, if you have eg 400
days loaded and test a system which uses a 200-day MA, then the first signal
is possible on bar No. 200. And thereafter, for bars 201-400.
All the best,
Yarroll
***
http://republika.pl/yarroll999/
- -----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]On
Behalf Of Yarroll
Sent: Friday, July 26, 2002 7:19 PM
To: metastock@xxxxxxxxxxxxxxxxxx
Subject: Initializing variables
Hello List,
Is there a way to simply initialize a variable in MFL?
If I want to compare a system which uses eg. 200-day MA to one without this,
my results would be sharply different simply because this MA-200 system miss
es the first 200 bars of data. Or, as sometimes might be the case, there's n
o signals at all (eg. if there's less than 200 bars of data).
I tried something like:
.... {long entry rule here}
AND ( C>Mov(C,200,S) OR cum(1)<200) ) but that doesn't seem to
do the trick... There's no signals for the first 200 bars even if those cond
itions are mutually exclusive.
Thanks. All the best
Yarroll
Yarroll
***
http://republika.pl/yarroll999/
|