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[amibroker] INDIVIDUAL BACKTEST VS BACKTEST PROBLEM


  • Date: Tue, 09 Mar 2010 17:36:36 -0000
  • From: "bistrader" <bistrader@xxxxxxxxx>
  • Subject: [amibroker] INDIVIDUAL BACKTEST VS BACKTEST PROBLEM

PureBytes Links

Trading Reference Links

I use an afl for backtesting the reference ticker and this works fine.  I use the same afl for individual backtesting of each symbol in a watchlist and this does not work the way I want it to.  The problem is with the start date.  Say that I am backtesting from 4/1/2004 to today, and say also that I have only two symbols in the watchlist, one with a start date back to 2000 and another since 12/31/2009.  I would like to change the afl to do the following.

1. Check to find out if user is doing individual backtest.
2. If individual bactest, then provide null or something else that is meaningful for any symbol in the watchlist that does not have data back to the range start date.

Maybe this is not the correct direction to go in.  The problem today is that the afl provides all the stats for each of the two tickers.  The stats for symbol one are for 4/1/2004 to present.  Great.  But the stats for symbol two are unknown and later found to be for only the last few months (i.e., 12/31/2009 start date to present). Not good.

Thanks for the help.

Bert



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