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Re: [amibroker] Backtester Question



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Steve,

If you generate a report you will see that the "open position gain/loss"
reflects this incomplete trade.

Personally I prefer to close trades at the end. In the absence of a option
setting to allow that I use the following (courtesy of Tomasz) to force a
sale at the end date.

......
barnumber = cum( 1 );
lastbar = barnumber == lastvalue( barnumber );
sell = SELL or LASTBAR;

regards
Richard





----- Original Message -----
From: "Steve Wiser" <slwiserr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, April 25, 2001 8:24 AM
Subject: [amibroker] Backtester Question


> Hello:
>
> Does the backtester give credit for a current position in a stock or does
> it require a complete buy/sell transaction before it reports anything?
>
> I think I see some behavior where current position whether a gain or loss
> is simply not reported.
>
> See Attachment. You can see the first of two transactions but nothing is
> reported by the backtester on the current position.
>
> Thanks
>
> Steve
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>


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