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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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> Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
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