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Re: [amibroker] (unknown)



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Hello,

This is already included in the report - see Exposure figure
which gives you % of time spent in the market.

Total bars in test represent the the total SUM of number of bars spent
in each stock. 
Avg days: represent true days (time span)- this is the average of
days spent in the market in each stock.

Best regards,
Tomasz Janeczko
amibroker.com

----- Original Message ----- 
From: "nenapacwanfr" <nenapacwanfr@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Friday, December 07, 2001 5:05 PM
Subject: [amibroker] (unknown)


> 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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> 
> 
>