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Yarroll:
Small clarification. If you are using an SMA the first MOV point will be on
bar 200. If you are using any other kind of MOV the first point will be on
bar 201.
If you only have 400 days of data, I think that you should use a shorter MOV
than 200 days.
Regards
Lionel
-----Original Message-----
From: owner-metastock@xxxxxxxxxxxxx [mailto:owner-metastock@xxxxxxxxxxxxx]On
Behalf Of Yarroll
Sent: Tuesday, July 30, 2002 5:57 PM
To: metastock@xxxxxxxxxxxxxxxxxx
Subject: Initializing variables in MFL
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/
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