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It possible that you have an open trade, did you also look at the
report to check this? I don't believe any open trades will be
exported to the CSV file while they WILL be included in the System
Test Report.
Tomasz, I would find it helpful if the Backtester Results Window
would display the Entry/Exit price along with the %Profit. Because
of the possibility of my own AFL code bugs, I like to visually check
several entry/exit values while developing the code to make sure the
buys and sells are where I want them. It's a bit of a nuisance to
have to export the results, bring up excel, and flip back and forth
comparing the graph with the buy/sell signals and the data in excel.
I know this can be done with the Explore and have coded Exploration
to do this, by filtering only the sell exits for a long system, but
making sure that the duplicates are removed just like the backtester
removes them is sometimes tricky (even using exrem) depending on what
you're trying to code.
Jim
--- In amibroker@xxxx, qqqqq_99999_qqqqq@xxxx wrote:
> When exporting Auto-Analysis trade list to a CSV file, I'd assume
> (Exit value - Entry value) equals a trade profit.
>
> But the number is a little bit different from the number in a
System
> Test Report.
>
> Just to test, I created an Automatic Analysis that produced only
one
> trade with no commission.
>
> Entry price Entry value Exit value Exit value
> 147 10,000,000 165 11,224,500
>
> Exported CSV file shows a profit of 1,224,500 (11,224,500 -
> 10,000,00) while System Test Report shows Total net profit of
> 1224489.80.
>
> I'd think the System Test Report number is correct assuming
> non-interger number of shares can be traded.
>
> Am I missing something obvious?
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