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To: Bob Jagow who wrote (4143)	5/6/1998 4:01:00 PM
From: Roy Yorgensen	Respond to of 11149

Thanks again Bob, But in R1.1 there is no for next loop to sequentially look at dates in a back testing system. I must do a SCAN for each day, then manually change the day varialbe and do the next SCAN. I am hoping that 2.2 will allow the for-next loop to automatically change the day variable and not have to manually change it for each SCAN. Thanks :>) Happy Trading Roy

To: Bob Jagow who wrote (4143)	5/7/1998 11:20:00 AM
From: Peter Timaratz	Read Replies (2) \| Respond to of 11149

>>loop(-100,-110) >>AllGroup >> Close(0)>Close(0-1) >> Vol(0)>Vol(0-1) >> Vol(0-1)<Vol(0-2) >>Println Symbol, date(0)," ", Close(0)-close(0-1) Bob, Please explain why the AllGroup is necessary in this code. I don't get it.

To: Bob Jagow who wrote (4143)	5/11/1998 6:06:00 PM
From: Alain Joaris	Read Replies (2) \| Respond to of 11149

The problem with the loop is that it starts with -100 (in your example), the scan goes backwards. This is useless while back-testing. Whether you're finding a long or short signal on date t, what you need to find out is when you can exit your position, i.e. from -110 to -100. I don't have R2 (yet) but I hope that with the for ... next, I will be able to scan from -110 to -100. It would also be nice if you could read something else than the ticker from the LST file (like the date when a signal is issued). Somebody could help on this ?