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Thanks Stephane I thought it had come up before ..
Couldn't we just use the sell = last bar if we wanted to close trades ( I
can't remember the syntax but im sure there was something to end a trade at
the last bar )?
You make a very valid point creating a false sell to calculate results for
reports gives an distorted picture of the indicator. Which would not
represent true life, the trade could continue on to be another loser when
let to run its coded coarse .
BUT I'm still unsure if they are included in the current calculation for
Total net profit: 2298.67 Total commissions paid: 288.00
Return on account: 45.97 % Open position gain/loss 1335.39
Buy&Hold profit: 6410.95 Bars (avg. days) in test: 182 (260)
Buy&Hold % return: 128.22% System to Buy&Hold index: -64.14%
Annual system % return: 70.06% Annual B&H % return: 218.47%
So the Annual system % return include the open positions ????
Thanks David
----- Original Message -----
From: "Stephane Carrasset" <nenapacwanfr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 09, 2001 7:22 PM
Subject: [amibroker] Re: open trades
> Hi,
>
> perhaps message 6073 & 6083 gives an answer
>
> Stephane
>
> > Hi TJ could to please tell me if the open trades is included in the
> per gain loss calculation ..
> > I this this has been raised before but I can't remember the answer ?
>
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
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