See if SetOption("GenerateReport", ...) can be used for your needs. The
documentation reads as though it only applies during optimization, but it might
work.
Otherwise, is there a special reason why you don't want to run an initial
exploration to filter out those symbols that don't satisfy your date
requirements?
Mike
--- In [email protected], "bistrader" <bistra...@...> wrote:
>
> I wrote to AB support, but have not heard from them on how I might change afl
> to identify (ideal) or exclude tickers in a watchlist with short history when
> running Individual Backtests
>
> I run individual basktests on a watchlist, but do not want to get stats for
> tickers with history that does NOT go back to AA selected start date. The
> only thing I can come up with is the following and this does not work.
> Ideally, I want these tickers identified, but if not possible then just to
> exclude them from the Individual Backtest report.
>
> I placed the following in afl, thinking that it would force no trades or null
> for short history tickers in my watchlist. It does cause close to go to null
> in exploration, but backtest still provides the stats for short history
> tickers which is not what I want. I want the stats to be identified (ideal)
> or excluded for those tickers that do NOT history back to at least the AA
> start (called from) date.
>
> StartDate = BeginValue(BarIndex());
> //EndDate = EndValue(BarIndex());
> Range_Start = Status("rangefromdate");
> Symbol_Start = ValueWhen( BarIndex() == StartDate, datenum(), 1);
> diff = Range_Start - Symbol_Start;
> Close = IIf(diff < 0, Null, Close);
>
> Direction appreciated on how can handle via change in afl code.
>
> Thanks
>
> Bert
>
