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<FONT face="Courier New" color=#0000ff
size=2>drat, hit send by accident while I renaming for shorter variable names.
corrected below.
<FONT face="Courier New" color=#0000ff
size=2>
<FONT face="Courier New" color=#0000ff
size=2>dave
<BLOCKQUOTE
>
<FONT face=Tahoma
size=2>-----Original Message-----From: Dave Merrill
[mailto:dmerrill@xxxxxxx]Sent: Sunday, November 02, 2003 4:45
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Total Performance question?
<SPAN
class=338271521-02112003>I don't get your context. total change in what? price
of the current stock? start and end prices I think would
be:
<SPAN
class=338271521-02112003>
<FONT face="Courier New" color=#0000ff
size=2>start_price =
LastValue(ValueWhen(Status("FirstBarInRange"), c));<SPAN
class=799494621-02112003> end _price<SPAN
class=799494621-02112003> =
LastValue(ValueWhen(Status("LastBarInRange"), c));
<SPAN
class=338271521-02112003>do that, then add these columns and explore to
verify:
<SPAN
class=338271521-02112003>
<SPAN
class=338271521-02112003>AddColumn(start_price,
"price_at_start_of_test");AddColumn(end_price,
"price_at_end_of_test");AddColumn(c, "c");
<SPAN
class=338271521-02112003>
<SPAN
class=338271521-02112003>percentage change would be:
<SPAN
class=338271521-02112003>
<SPAN
class=338271521-02112003>pct_change = ((end_price / start_price) - 1) *
100;
<SPAN
class=338271521-02112003>
<SPAN
class=338271521-02112003>some major caveats though...
<SPAN
class=338271521-02112003>
<SPAN
class=338271521-02112003>- if you're talking about price change over the
course of the same backtest that's running now, the backtester itself tells
you that, so I don't understand what you're trying to do.
<SPAN
class=338271521-02112003>
<SPAN
class=338271521-02112003>- if you make buy/sell decisions based on the above,
you're looking into the future, and you won't be able to trade like that in
real life. that's why you have to use LastValue, so you can see what the
value would be as of the last bar.
<SPAN
class=338271521-02112003>
<SPAN
class=338271521-02112003>- code that runs during a backtest runs *before*
the portfolio calculations have been done. in a scoring or rotational system,
you can't even tell which of the buys and shorts you set up will actually get
taken, and which will be outscored by another stock and
skipped.
<SPAN
class=338271521-02112003>
<SPAN
class=338271521-02112003>
<SPAN
class=338271521-02112003>all of that's what I thought when I saw your first
msg. I figured I didn't have anything useful to say about it then, since I
must have misunderstood the point. which I do frequently, it
seems...
<SPAN
class=338271521-02112003>
<SPAN
class=338271521-02112003>dave
<BLOCKQUOTE
>I'm
trying to figure out how to determine the Total Percent Changein the
Close from the... From Date thru the To Date in my backtest.I'm
looking for the value of the Close on the FromDate and also onthe
ToDate, so i can compute Total Percentage Change between the 2
dates.I obviously don't understand barinrange yet, and if
someone can helpme figure this out i'd truly appreciate it. Thank
you.BillSend
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