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Ken
are you sure of this ValueWhen(Ref(C,-1),C); ???
this just looks back to when the last previous bar close price was not zero
--
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:
>
> Graham, thanks. I first tried that but had to get cute and include it
> in some other conditions (IIF) and didn't get anything. A simple
> ValueWhen(Ref(C,-1),C); did the trick.
>
> Ken
>
> ------------------------------
> *From:* amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] *On
> Behalf Of *Graham
> *Sent:* Thursday, January 18, 2007 7:31 PM
> *To:* amibroker@xxxxxxxxxxxxxxx
> *Subject:* Re: [amibroker] Maximum Loss in Trade in an Exploration
>
> 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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