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you can use valuewhen(buy,c) to get the price at entry
provided you do not have additional buy signals when within the trade, see
other discussion recently abouyt how to cope with this
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 19/01/07, Ken Close <ken45140@xxxxxxxxx> wrote:
>
> I have tried without success to define some code that will let me display
> a column of values for each ticker in a watchlist which shows the maximum
> loss in any one trade over the date range. I have not been able to
> "capture" the closing price on the day of a buy, maintain it, then capture
> the closing price on the day of the next sell, compute the percent change of
> these two values, then finally get the minimum or lowest of these values
> over the range of the test (over various buy/sell round trips.
>
> Is there any way to do this, short of stepping into the custom backtester
> (which I doubt would do the job anyway on a watchlist of tickers)?
>
> I could post some code attempts but they have all been way off the mark.
> Maybe because it is not possible.
>
> Any suggestions??
>
> Thanks,
>
> Ken
>
>
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