BackTesting of PDI-MDI strategy - Error

[Wyatt_Earp]

I am trying to backtest a simple buy-and-sell strategy. Whenever I run a backtest on the following strategy(given below), the system does not generate any output.

StartTime = ParamTime("Start Time", "09:20");
EndTime = ParamTime("End Time", "15:00");
sqOffTime = ParamTime("Square Off Time", "15:10");

Pd = Optimize("Period", 4, 1, 20, 1);


Buy=  PDI(Pd) - MDI(Pd) >= 20      AND TimeNum() > StartTime AND TimeNum() < EndTime; 
Sell= PDI(Pd) - MDI(Pd) < 10           OR TimeNum() >= sqOffTime;                                                                                                   
Short=  MDI(Pd) - PDI(Pd) >= 20    AND TimeNum() > StartTime AND TimeNum() < EndTime; 
Cover=MDI(Pd) - PDI(Pd) <10          OR TimeNum() >= sqOffTime;																		                                




Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);

However, when I simply comment out the line after 'AND' in BUY or SHORT statements as given below, the backtest runs perfectly.

StartTime = ParamTime("Start Time", "09:20");
EndTime = ParamTime("End Time", "15:00");
sqOffTime = ParamTime("Square Off Time", "15:10");

Pd = Optimize("Period", 4, 1, 20, 1);


Buy=  PDI(Pd) - MDI(Pd) >= 20;      //AND TimeNum() > StartTime AND TimeNum() < EndTime;     //AND ADX(Pd) >= 35
Sell= PDI(Pd) - MDI(Pd) < 10           OR TimeNum() >= sqOffTime;                                                                                                   
Short=  MDI(Pd) - PDI(Pd) >= 20    AND TimeNum() > StartTime AND TimeNum() < EndTime;       //AND ADX(Pd) >= 35
Cover=MDI(Pd) - PDI(Pd) <10          OR TimeNum() >= sqOffTime;																		                                




Buy = ExRem(Buy,Sell);
Sell = ExRem(Sell,Buy);
Short=ExRem(Short,Cover);
Cover=ExRem(Cover,Short);

I am unable to understand why the backtester does not accept the 'start time' and 'End Time' together with the Buy or Sell Signal.

Appreciate any help in figuring out the logic behind the backtest not producing any result with the above-mentioned conditions.

[fxshrat]

It's quite simple... your set time range does not exist.
Best bet is... you have run the code on EOD data where there is no intraday time.

Use debugger then you'll see the light at end of the tunnel.

How do I debug my formula?

Continuing the discussion from How do I learn AFL?: Many new users with zero programming experience struggle when their formula works incorrectly. Here are few hints that everyone should use to make finding errors easier. First of all: you have to get insight into what the formula is actually doing, not what you think it does. Typically new user has no idea what is happening inside. Pretty often you make an assumption that things work one way but in fact they work differently. Do not assume t…

Also remove Exrem in Backtester.
Backtester removes excessive signals in default mode already.

What are some possible ways for ExRem to affect backtest results?

ExRem removes ALL extra signals FROM THE BEGINNING of available data and NOT from your "range". Generally speaking ExRem should NOT be used. Backtester removes extra signals on its own http://www.amibroker.com/guide/h_portfolio.html Always I mean ALWAYS use this advice if you don't understand how your code works: How do I debug my formula? No one is going to fix your codes unless you understand what you are doing yourself.

[Wyatt_Earp]

Thank you so much for pointing me in the right direction.

You are right about the 'time range does not exist' statement.

I have changed the periodicity to 1 minute and the backtest produces the result like a charm.