Currently i am using the from and to button in the analysis window for backtesting. is there a way to set or access these varibales of the from and to dates of the anaysis window so i can use it in optimise to see the rolling returns of the strategy.
have a look at "status", AFL Function Reference - STATUS
bir = Status( "BarInRange" );
fbr = Status( "FirstBarInRange" );
lbr = Status( "LastBarInRange" );
Thank you for your reply. But i dont see How i can use this to filter the dates . eg i need to run backtest of my strategy from 1-jan-2015 to 1-jan-2018 , then 1-feb-2015 to to 1-feb-2018 . how to filter the backtest range based on date. if i can limit the date period, i can use a case switch to check each and every period's backtest result
sorry I read your question incorrectly. i guess you will need OLE for that but i will leave that for someone else to answer
Thank You for Your reply
@Laxmansm, if your familair with scripting languages, you can take inspiration from this post (btw, I suggest reading the full topic):
Thank You for Your Reply sir @beppe . I am not Familiar with Scripting Languages. But will try to Understand it with some help.
AmiBroker already reports the monthly returns. You could simply use those to generate the rolling cumulative returns over any desired window length. Alternatively, you could generate the rolling returns from the equity curve, either in a high level CBT or in a custom report chart.