Simulation by Year - Trading Software

Simulation by Year

Dave W.
2013-11-27 01:06:38

This may be answered somewhere, but I didn't find anything with a few searches.

I want to be able to get simulator results for a single year at a time. So I thought I could just use the following simulator optimization code to do that:

Optimize("StartYear", 2006, 2011, 1);
SetSimPeriods(StartYear, 1, 1, StartYear, 12, 31);

When I run the above code as part of my simulation, the system only produces results for 2006 even though the optimizer variable says it is producing output for 2006, 2007, 2008, etc. In other words, all results are for 2006 even though they have a different year label on the optimization output.

Is there an easy fix? Or is there another easy way to achieve what I'm looking to do?

Thank you.

QuantShare
2013-11-30 11:08:19

Best Answer

Parameters in the "SetSimPeriods" function cannot be optimized.

You can for example do the following:

Optimize("StartYear", 2006, 2011, 1);
buy = yourrules and year() >= StartYear;

Dave W.
2013-11-30 19:24:31

Great. That works just as well. Thanks.

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