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[amibroker] Re: portfolio backtest. Extracting monthly cash



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emp62 <emp62 <at> home.nl> writes:
<snip/>
> that seems to do it.  It subtracts a certain amount of cash on the first of 
> each month. It seems to work.
>  
<snip/>
>    bo = GetBacktesterObject();    bo.PreProcess(); 
>    for( bar = 0; 
> bar < BarCount; bar++ ) { 
>       bo.ProcessTradeSignals( bar ); 
>        
>       if (dd[ bar ] < -27 ) {        
>          bo.Cash = bo.Cash - 
> monthlySalary;        
>       } 
<snip/>

Hmmm...Interesting.  I wonder if the CAR statistics would still be right 
with periodic cashflows being taken out..

http://www.gummy-stuff.org/IRR.htm

JD




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