Thank you Mike. Sometimes it just take something like this to make everything clear. I appreciate you taking the time to lend a hand.
--- In [email protected], "Mike" <sfclimb...@...> wrote: > > StrToNum returns a scaler. If you want your variables to hold arrays, > then you need to construct them as such. > e.g. > MinSlope = EntryThreshold = ExitThreshold = ATRmult = MOP = PercentRisk > = 0; > aYear = Year(); > > for ( i = 1999; i <= 2010; i++ ) > { > sYear = VarGetText( "s" + i ); > MinSlope = IIf( i == aYear, StrToNum( StrExtract( sYear, 0 ) ), > MinSlope ); > EntryThreshold = IIf( i == aYear, StrToNum( StrExtract( sYear, 1 ) > ), EntryThreshold ); > ExitThreshold = IIf( i == aYear, StrToNum( StrExtract( sYear, 2 ) ), > ExitThreshold ); > ATRmult = IIf( i == aYear, StrToNum( StrExtract( sYear, 3 ) ), > ATRmult ); > MOP = IIf( i == aYear, StrToNum( StrExtract( sYear, 4 ) ), MOP ); > PercentRisk = IIf( i == aYear, StrToNum( StrExtract( sYear, 5 ) ), > PercentRisk ); > } > > Plot( MinSlope, "Slope", colorBlue ); > Plot( EntryThreshold, "Entry", colorGreen ); > Plot( ExitThreshold, "Exit", colorRed ); > Plot( ATRmult, "ATR", colorYellow ); > Plot( MOP, "MOP", colorOrange ); > > Mike > --- In [email protected], "bh.hicks" <bh.hicks@> wrote: > > > > I am trying to switch variable sets by date (see code below) during a > backtest. The problem is the backtester seems to only be using the > variables from the last date set in the AA From/TO box. I'm pretty sure > I've got the logic right but I am having difficulty with the syntax of > how to do this. Anyone got any ideas? > > > > Basically, the goal is to run a OOS walk-forward tests using > pre-calculated IS variables as a continuous sequence that does not exit > positions at date transitions and would more closely mirror how a system > was traded in real-time. > > > > > > //////////////////// VARIABLES //////////////////// > > s1999 = "1500,10,99,2,3,3"; > > s2000 = "1500,10,99,2,3,3"; > > s2001 = "100,10,50,2,3,3"; > > s2002 = "1500,10,99,2,3,3"; > > s2003 = "1500,10,99,2,3,3"; > > s2004 = "1500,10,99,2,3,3"; > > s2005 = "1500,10,99,2,3,3"; > > s2006 = "1500,10,99,2,3,3"; > > s2007 = "1500,10,99,2,3,3"; > > s2009 = "1500,10,99,2,3,3"; > > s2010 = "20,10,50,2,3,3"; > > > > //////////////////// DATERANGE //////////////////// > > sYear = VarGetText("s"+Year()); > > > > MinSlope = StrToNum(StrExtract(sYear,0)); > > EntryThreshold = StrToNum(StrExtract(sYear,1)); > > ExitThreshold = StrToNum(StrExtract(sYear,2)); > > ATRmult = StrToNum(StrExtract(sYear,3)); > > MOP = StrToNum(StrExtract(sYear,4)); > > PercentRisk = StrToNum(StrExtract(sYear,5)); > > >
