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System Test Report shows Open position gain/loss 0.00.
Any other possibilities?
--- In amibroker@xxxx, jhellisjr@xxxx wrote:
> 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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