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Re: [amibroker] Backtester Question



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>From what I have seen from a quick look the results are not reflected in the
result field so you need to pay close attention to the open position
gain/loss % to spot the resulting change .

I think Tomasz was planning some changes to reflect positions still open ?

Regard David
----- Original Message -----
From: "Cloonan" <cloonan@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, April 25, 2001 9:20 AM
Subject: Re: [amibroker] Backtester Question


> 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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