I believe that SetBacktestMode, or at least some of its argument values, were introduced in more recent versions of the product. Since I'm setting it to the default, you can just leave it out.
As for the ALR, my first script (Detrend.afl) does everything for you. The values held in the Close field of the composite symbol (e.g. ~SP-500) will *already* have the complete, detrended and adjusted value. Nothing more for you to do. Mike --- In [email protected], "Louis Préfontaine" <[EMAIL PROTECTED]> wrote: > > Hi Mike, > > Thank you so much for your reply. I really appreciate your step-by- step > advices. This is really amazing to see the work you've done with Aronson's > ideas! > > I tried to follow your step-by-step guide but unfortunately it seems there > may be a mistake in the following code: > > SetTradeDelays(1, 1, 1, 1); // All trades on next Open afterEOD Signal > SetBacktestMode(backtestRegular); // One symbol, no redundant signals > SetOption("InitialEquity", 100000); > SetOption("AccountMargin", 100); > > For some reason I get an error Line 2, Col.: 16 Error 30. Syntax error. > > Did I do something wrong? Is it possible to do the same thing in another > way? > > Anyway I now fully understand what we're trying to do here. After I got the > ALR for each day, all that will be needed will be to subtract it from day1 > to day 2 log. Then we will need to set rules with +1 and -1 value... Well, > I am not 100% sure I fully understand, but it's getting close. If I can > only get past this error... > > Thanks a lot! > > Louis
