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[if you got this before, sorry for the
repost. it doesn't seem to have shown up here, and I haven't seen any replies,
so I'm trying again. any takers? all ideas welcome (:-) ]
I'm adding annual return to an
indicator, and I have some questions:- how can I find out the number of
days (NOT bars) in the AA range?
thesework: start_date =
Status("RangeFromDate"); end_date =
Status("RangeToDate"); how can I subtract start_date from end_date to
get the number of calendardays between them?- the following code,
modified from code in the help, computes annual returngiven total equity (e
in the code below), but does it in terms of bars,
notdays: bars_in_test =
Cum(Status("BarInRange")); bars_in_year =
252; e_ann_rtn_pct = ( (e / initial_equity) ^
(bars_in_year / bars_in_test) - 1)* 100; it's close to what I see
in the AA report window, but not exact. thereport and I agree exactly on the
total return percentage, but not annualreturn. in fact, there's no
integer number of bars in a year that
canproduce the annual result I see in the report. how is this
supposed to be done?- why does the AA report window say this for a date
range of 1/1/1995 to12/31/95: Bars (avg.
days) in test: 252 (361) the range in question is an entire year. in
purely calendar terms, that's365 days, not 361. <SPAN
class=357172013-26092003>where does 361 come from? is that related to the
reason the
above code doesn't agree with the
report?thanks,Dave MerrillSend
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