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Hello,
>
> The stats in my reports however, classify this as a six-bar trade,
> even though on *this* issue, there are no bars between the buy and
> the sell in the data. This is not a big thing at all, but it does
> throw the data off a bit, and if I could easily fix this, I would.
There is quite obvious difference between new portfolio and old backtester.
"old" backtester works on single-security level and then it reports all
stats per symbol. So if given symbol is not traded the exchange trading days
do not matter.
"NEW" portfolio backtester works on PORTFOLIO level.
In portfolio you can (and usually do) trade DIFFERENT symbols at the SAME time
(in parallel). The fact that SINGLE SYMBOL is not traded for a few days
does NOT change the fact that OTHER SYMBOLS DO so all bars that
at least ONE symbol (under test) is trading is considered as TRADING BAR.
The backtester NEEDS to operate on COMMON time base for different symbols.
Otherwise it would NOT be possible to produce consistent equity and statistics.
So current behaviour is CORRECT and required (no other scenario would lead to correct results
in terms of statistics calculated)
Best regards,
Tomasz Janeczko
amibroker.com
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