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Re: "lastbar exit" stopped working in 3.68Beta?



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It turned out I could observe the phenonmenon when I set "range" in 
Automatic Analysis window to the date other than the last date 
loaded.

So I'd assume "lastbar" refers to the last bar loaded, not the last 
bar of the analysis range.

Assuming the last date of the loaded data is 2001/08/24, when I set 
analysis range to 2001/08/23 or before, how can I change the 
following code so that I can exit at the last bar of the analysis 
range and have no open position.

barnumber =cum(1 );
lastbar =barnumber ==lastvalue(barnumber );
buy =datenum()==1010801;
sell =lastbar;

Thank you in advance.

sincerely,


--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Hello,
> 
> > Thank you for your prompt reply.
> > 
> > But when you exit at the last bar, it's not an open position any
> > more. It's a closed trade. Thus, it should be reported as Total
> > number of trades and Open position gain/loss be reported as zero 
in 
> > AmiBroker System Test Report Overall performance summary, should 
it 
> > not?
> 
> I think we should differentiate between trades closed by the system
> itself, and open trade that was closed out at the end of the 
testing
> range. Open trade usually does not show true system behaviour,
> so I think it should be reported separately as it is now.
> 
> Any other ideas?
> 
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
> 
> > 
> > 
> > --- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> > > Hello,
> > > 
> > > There is no need for last bar exit anymore in v3.65 and higher
> > > since AmiBroker reports open positions in the trade list.
> > > 
> > > Best regards,
> > > Tomasz Janeczko
> > > ===============
> > > AmiBroker - the comprehensive share manager.
> > > http://www.amibroker.com
> > > 
> > > 
> > > ----- Original Message ----- 
> > > From: <qqqqq_99999_qqqqq@xxxx>
> > > To: <amibroker@xxxx>
> > > Sent: Friday, August 24, 2001 7:27 PM
> > > Subject: [amibroker] "lastbar exit" stopped working in 
3.68Beta?
> > > 
> > > 
> > > > 
> > > > I installed 3.68 Beta and "lastbar exit" seemed to stop 
working.
> > > > 
> > > > barnumber = cum( 1 );
> > > > lastbar = barnumber == lastvalue( barnumber );
> > > > buy = datenum() == 1010801;
> > > > sell = lastbar;
> > > > 
> > > > Total number of trades should be one, not zero and there 
should 
> > not 
> > > > be Open position gain/loss.
> > > > 
> > > > Subsequently, all the related statistics seems to be messed 
up 
> > > > because of that.
> > > > 
> > > > Am I doing anything wrong?
> > > > 
> > > > sincerely,
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > 
> > > > Your use of Yahoo! Groups is subject to 
> > http://docs.yahoo.com/info/terms/ 
> > > > 
> > > > 
> > > >
> > 
> > 
> > 
> > 
> > 
> > Your use of Yahoo! Groups is subject to 
http://docs.yahoo.com/info/terms/ 
> > 
> > 
> >