enhace backtesting

[juano]

Hello,

i'm tryng to filter an specific day (actually more than one) from a chart to do my backtesting wich means that i want to ignore ( not consider) these days of the total number of days. for instance:
i want to backtest an strategy in 60 days chart (es #f,5)60 Days, here is my "problem" this time frame includes the days that i want to exclude (11/28/, 11/29, 12/24 and so on).

Q: How can i get the same chart ( es #f, 5) 60 Days WITHOUT these days, or maybe WITH these days BUT not being part of the strategy.
Can be done this with template, efs formula etc?



Looking forward for feedback

[dloomis]

Re: Reply to post 'enhace backtesting'

I do something like this


CurTime =CurHours*100+CurMinutes;
CurCalndar=CurMonth*100+CurDate;

if(CurCalndar == (1231 || 1224))
{
debugPrintln("Today, "+CurMonth*1+"/"+CurDay+", the market will close
early.");
NoNewTradeTime = 1245;
EndTradingTime = 115;
dots5.call("SoundAlert","C:\\Windows\\Media\\Ding. wav");
}

maybe you could skip the main routine if the date equals your no-trade days
----- Original Message -----
From: <[email protected]>
To: <[email protected]>
Sent: Thursday, January 16, 2003 11:32 AM
Subject: Reply to post 'enhace backtesting'


> Hello dloomis,
>
> ~~~~~~~~~~~~~~~~~~~~~~~~~~~~
>

[juano]

ok

i'll try it ,and see what happend

thank you