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The most direct way is to specify the start date and end date as inputs to the system and use these to qualify the trading signals - similar to that shown below.
Bob Fulks
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Input: SDate(900101), EDate(931231), <other_inputs>;
Vars: DateOK(FALSE);
DateOK = Date >= SDate and Date <= EDate;
if DateOK then begin
....
<Buy and Sell statements>
....
end;
At 11:10 AM +1000 3/25/01, Keith Glennan wrote:
>I am interested to find out how people test systems on just a
>subset of data. For example, if you have 10 years of data and
>you just want to test for, say, the first 3 years of that data,
>then how do you do it? I guess I can just load a subset of the
>data to begin with but this becomes tedious when I want to test
>the next subset of the data, and so on.
>
>I have thought about making the "from" and "to" dates inputs
>into my systems so I can nominate the date range as I start the
>system test but I was curious to first find out how others do
>this.
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