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Tz,
When You 'll write the stats results of the next release of system
tester,
it would be nice to know the time invested ( in %) by a system.
for a same average trade, I prefer a system where the time invested
is the shortest.
you give in the stat the bars in test with avg day()
and below, you give the number of Bars out of the market.
and I'll take an example,
I have a system with these results:
bars in test = 123168
avg days=2107
Bars out of the market=95905
For me the % time invested is
bars in trade = 123168-95905=27263
bars in trade/ total bars in test=27263/123168=0.22
so what represent 2107??
stephane
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