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[amibroker] Re: PORTFOLIO TRADING module (AFL)



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Trading Reference Links

Thanks for the info.
You are right, I did set the last bar toady.
I will give your suggestion a try.


Thomas


--- In amibroker@xxxxxxxxxxxxxxx, "rlb21079" <rlb21079@xxxx> wrote:
> 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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