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<FONT face=Arial
color=#0000ff size=2>I'm running a test now and see that I should have added to
my original post on this that I'd like to get totals by ticker each
period. Doesn't look like this is poss via
optimizer...
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>BTW - I'd sure like to see your code for the or'd exit at
period change and the other thingy: how to start a trade in progress...
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>One way of doing it ticker by ticker would be to have the
formulae in AFL for all of the stats and then write them out to a csv via
fputs. You know how to break down the equity array per ticker per period;
count the number of trades, the number of longs and shorts, etc.
etc.?
<FONT face=Arial
color=#0000ff size=2>
<FONT face=Arial
color=#0000ff size=2>d
From: Herman van den Bergen
[mailto:psytek@xxxxxxxx] Sent: Tuesday, April 13, 2004 9:12
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Coding challenge - Subtotals
<FONT face=Arial color=#0000ff
size=2>Remember that this works reasonably well for very short trades but not
so good for long duration trades, because they would fall more often in two
periods. You can OR the exits with a change of period to terminate trades at
the end of each period.
<FONT face=Arial color=#0000ff
size=2>
If
you want to get fancy you can also start trades in progress when starting a
new period...
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>herman
<FONT face=Arial color=#0000ff
size=2>
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