Re: [amibroker] annual return calculation, days between dates [REPOST]

["Tomasz Janeczko" <amibroker@xxxxxx>]

function GetDaysInRange(){ fb = 
Status("firstbarinrange"); eb = 
Status("lastbarinrange"); startday = LastValue( ValueWhen( fb, 
DayOfYear() ) ); startyear = LastValue( ValueWhen( fb, Year() ) 
); endDay = LastValue( ValueWhen( eb, DayOfYear() ) ); endYear 
= LastValue( ValueWhen( eb, Year() ) ); 
 
 Days = 365 * ( endYear - startyear ) + endDay - 
StartDay; return Days;}""+GetDaysInRange();
Hope this helps.
 
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  Dave Merrill 
  
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">AmiBroker 
  Sent: Friday, September 26, 2003 3:25 
  PM
  Subject: [amibroker] annual return 
  calculation, days between dates [REPOST]
  
  [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 BUG REPORTS to 
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