Mike,
Good idea. Tried via following and did not remove or otherwise identify short
history tickers. To answer your question, I understand how to do with 2 step
process, but this is not at all productive. I want to run a number of
different range periods via individual backtest on watchlist. I say, let me
look at this period as these types of securities did not do well in this period
and I want to see if Rsi addition adds some value. Then I go on to look at
other periods that these tickers did not do well in to see if I have something.
Then I say lets now see what happens for the longer period of time when these
types of securities were trending up as well as down and see what happens with
Rsi addition. Now, during these different periods, AmiBroker provides the
stats, but one has NO idea if these stats are for the entire period analyzed or
not as I have not been able via AmiBroker Support or via my code changes to get
AmiBroker to identify or exclude short history tickers from the individual
backtest analysis.
I am thinking that there must be a way to get this.
Oh, here is what I tried based on my understanding of your feedback. Did not
work.
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);
if (LastValue(diff) < 0)
{
SetOption("GenerateReport", 0 ); // suppress generation of report
}
Thanks.
Bert
Thanks
Bert
--- In [email protected], "Mike" <sfclimb...@...> wrote:
>
> 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" <bistrader@> 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
> >
>
