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[amibroker] Re: PORTFOLIO TRADING module (AFL)



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Trading Reference Links

I'll bet it becomes a problem at the final bar where it references 
the open of the next day's bar - which does not yet exist.  Do you 
get the problem if you set the period of testing to where you have 
atleast one day of data after the final day of testing?

--- In amibroker@xxxxxxxxxxxxxxx, "tchan95014" <tchan95014@xxxx> 
wrote:
> Hello,
> 
> That is a great piece of AFL work. Thanks for sharing.
> 
> While I was able to make it work on my computer, there are a couple 
> of issues that need clarified, appreciated if you or any one can 
> provide any info.
> 
> 1 - When using "Close" with delay of "0", this AFL works fine, 
> however, if I set to "Open" and "1", AB would complain on this line 
> as Error 7. subscript out of range
> 	 
> 	 xxTableDelete(-1);
> 
> 2 - What is the portfolio you used to create that excellent 
results. 
> I have an old N100 list, when I ran over them, the CAR was good 
(half 
> of the best one you posted), however the MDD was horrible (more 
than 
> 2 times larger).
> 
> Do you have any suggestion on 'portfolio selection'?
> 
> 
> Thanks.
> 
> Thomas


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