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Hi Owen,
I think it is ok here, because we want test if the decision
made today was successful or not. The decision was
already made in the Filter line (ie. the position was already
opened there). The later testing is only to see if it was
successful or not.
UM
----- Original Message -----
From: "Owen Davies" <owen5819@xxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, May 01, 2003 2:47 PM
Subject: Re: [amibroker] Re: Systems for indices
> uenal.mutlu@xxxxxxxxxxx asked about the following code:
>
>
> > // calculate the success
> > Filter = patUp or patDown2; // 1; // totpatUP > 0;
> >
> > success = (patUp and (Ref(C,1) > C))
> > or (patDown2 and (Ref(C,1) < C));
> >
> > AddColumn(cum(Filter), "#Cases", 1);
> > AddColumn(cum(success), "#Successes", 1);
> > AddColumn(cum(success) / cum(Filter) * 100, "%Success", 1.2);
>
> Do you really want that "success" statement to look into the future? If
> not, those Ref statements need a minus sign before the 1: "Ref(C,-1)".
>
> Owen Davies
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