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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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