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Hi,
Open positions are reported with a newer versions
in the trade report without the need to modify the formula
(look for "Open long" or "Open short" in the results)
And yes open positions are included in the "Total net profit" and
"Annual % return".
At the same time there is a separate "Open position gain/loss"
figure that can be subtracted from "Total net profit" to get
the profit without the open pos.
But... please note that ignoring open positions at all will give
much more distorted picture than including them.
If your open pos is deeply in the negative territory it means
that your system is very risky. Beliving in profit without negative
impact of such open position is not too good idea.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "David Holzgrefe" <dtholz@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, November 09, 2001 10:10 AM
Subject: Re: [amibroker] Re: open trades
> 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/
> >
> >
>
>
>
>
> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
>
>
>
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