Hello Howard, Thank you for your reply. I am still confused but, I am new to AmiBroker and still learning. I understand that, AFL runs for every record of the history array so, in that sense it will run for all the bars in the array. Is this correct? Is this why you say that, it runs 31 times?
Also, I have read further into your book and noticed some reference to Nelson Freeburg systems in "Filters and Timing" chapter. I am a big fun of Nelson's approach. The AFL code for this his system is not included in the book or AFL download. Do you know if this available for reasearch and educational purpose? Regards Richard --- In [email protected], "Howard B" <[EMAIL PROTECTED]> wrote: > > Sorry -- the test is run 31 times, once for every day of the month. 22 of > those will show trading results. > > On Sat, Oct 18, 2008 at 8:41 AM, Howard B <[EMAIL PROTECTED]> wrote: > > > Hi Richard -- > > > > Thanks for the kind words about my book. > > > > I may not have sufficiently clear. The test is run 22 times. Each time > > the day of interest is one of the 22 trading days of the month. The test is > > to see whether there is an effect near that day of interest, so there is no > > need to gather results for all days. > > > > Thanks, > > Howard > > > > > > On Sat, Oct 18, 2008 at 12:14 AM, richpach2 <[EMAIL PROTECTED]> wrote: > > > >> Hello Howard, > >> > >> I have been reading your book. So far I was able to digest 160 pages. > >> It is all very clear and well written. I have one question in regards > >> to "Seasonality Systems" testing on page 152 and 153 (Trading Day of > >> the Month) AFL defines "Daynumber" as 8 bars before and after DOI day. > >> If we have 22 trading days on average in any given month, why do you > >> only test for 16 or 17 if one includes DOI day? > >> Is there a reason why you don't use Minus11 instead of Minus8? > >> > >> Kind Regards > >> Richard > >> > >> > >> > > > > >
