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Hello,
"number of trades" and "avg trade" do not include open trades (open trade is reported
in each stock separately and is included in total profit)
You can force closing all trades however by adding
LastBar = Cum(1)==Lastvalue(Cum(1));
sell = sell OR LastBar;
cover = cover OR LastBar;
at the end of your formula.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Bruce" <bruceb@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Sunday, July 14, 2002 11:47 PM
Subject: [amibroker] Question for all
> When performing back tests, the Auto Analysis page shows the stats for
> "number of trades" and "avg trade" at the bottom of the page when the
> test is done. These stats don't (appear to) include open trades. Is
> there a way to make it assume all trades were closed out on the last day
> of the test and therefore be include them in the stats?
>
> Thanks,
> Bruce
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