Hello,
The technique I am using is as follows:
I create a number of watch lists and then a single "master" watch list
that contains
all symbols that are included in former watch lists.
Then I use AA "Filter" and set "Apply to" this master watchlist.
In the AFL code I am using
CorrectWatchList = InWatchList( WL ); // where WL is the watch list
number I would like to use at the moment
Exclude = NOT CorrectWatchList; // you can use Exclude variable or...
Buy = CorrectWatchList AND Buy;
Short = CorrectWatchList AND Short;
Best regards,
Tomasz Janeczko
amibroker.com
On 2010-05-07 13:48, Herman wrote:
Hello,
I want to run an optimization where the optimized variable is a
Watchlist number so that on each iteration another WL is Backtested,
like so:
WL = Optimize( "WL Number",10,20,1);
How do I make the Backtester test the Watchlist as specified by the
optimizer vairable (WL)?
I have a complex solution that shuffles WL contents (slow!) but there
ought to be a "two-liner".
I would like to do this in afl.
Many thanks for any ideas you may have,
Herman.
