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hi,
maybe kind of a basic question. I have the following AddToComposite rule running in my PortFolio backtest (see bottom). If I run the Portfolio backtest over a certain period (say the last 4 years) then it still calculates ~BuyShortLimitNotReached for the years prior to that year (as well for the last 4 year). So basicly it calculated the composite for all the data available even though the backtest is just over a few years.
How can I tell it to only calculate it for the period assigned in the Automatic Analysis window?
thanks, Ed
AddToComposite( (Ref(Buy,-1) != 0 AND L > buyLimit) OR (Ref(Short,-1) != 0 AND H < shortLimit), "~BuyShortLimitNotReached", "V",9);
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