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Bernard,
Perhaps I already answered your question, but if you like I want
access to it in AFL, I suspect there would be some pains to program it
into the AB program.
1) It would require another array (Created at the end of the 1st
Backtest pass), one row of Stats per stock. Taking up more memory,
possibly slowing things down.
2) The "Total Stats" (like CAR/MDD) would either have to have a unique
name (TS_CAR/MDD, for Total Stats) or a New Funtion call to them so
they arn't confused with Stats now in use.
It would be nice so you could amend a Watch List based on "Total
Stats" that could change over time in Walk Foreward testing using
IO... I think that could work ???
For now I manually sort my Report Explorer for each time period and
key them into a Watch List then run Backtest again. <G>
Jack Kinsey
--- In amibroker@xxxxxxxxxxxxxxx, Bernard Bourée <bernard@xxxx> wrote:
> Hi
>
> How can we obtain a statistics report per stocks when the back test is
> performed on various stocks ?
>
> --
> Bernard
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