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Hello,
Not necessary.
>From User's Guide:
"Total net profit:
This is total profit/loss realized by the test.
Includes the closed-out value of the open position (if there is any).
==================================================
Open position gain/loss:
The closed-out value of open position that existed at the end of the test."
======================================================
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: <andy_kovacs@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, March 03, 2003 4:33 PM
Subject: [amibroker] What happens to last open position in backtester?
> Tomasz/anyone -
>
> Lets say Im back testing and a position was opened a few bars before
> the lastbar and has not been closed.
>
> What happens in the backtester? Does it automatically take the
> (current) result of this position into account using the value of
> the lastbar, or do I need to close it myself using the value of
> lastbar to calculate profit/loss?
>
> Im using this code I found on the site but Im not sure I need to:
>
> barnumber = Cum( 1 );
> lastbar = barnumber == LastValue( barnumber );
> Sell = Sell OR Lastbar;
> Cover = Cover OR Lastbar;
>
> Is this conde redundant, or necessary?
>
>
> Thanks
>
> Andy
>
>
>
> Send BUG REPORTS to bugs@xxxxxxxxxxxxx
> Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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>
>
>
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
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