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Hi Guys,
I'm new to Amibroker and this group but I'm a decent JAVA programmer.
I've figured out how to create buy and sell Explorations but I'm
puzzled how you calculate a backtest profit. Say
"Buy = Cross( MACD(), 0);"
Gives you something like AAPL on 9/22/01 at a H of $77 and
"Sell = Cross( 0, MACD());"
Gives you something like AAPL on 9/22/06 at a H of $47.
How would Amibroker know that these were the same position in your
backtesting or do you need to create your own variable?
Thanks.
Chris
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