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I'm getting something strange happen when I backtest. I have my Buy
and Sell rules setup. The code below outputs a figure of all profits
divided by all losses to an HTML file.
The problem is this:
To get the correct Profit/Loss value, I have to scroll the price
chart to the end of the data and hit "Backtest". If I move the data
back in time (ie. scroll the chart to the left), the values below
change.
I don't want the values to change according to the chart position. I
want all trades included. I thought that the "SetBarsRequired" code
should eliminate this problem, but it doesn't.
I am using the code below. Can anyone advise - thanks.
====================================
SetBarsRequired(10000,10000);
rwdaL = IIf(Sell,(SellPrice-ValueWhen(Buy,BuyPrice)),0);
profitL = IIf(rwdaL>0,rwdaL,0);
LossesL = IIf(rwdaL<0,rwdaL,0);
fh = fopen("D:\AdvancedTradeOutput.html", "w");
f = Cum(ProfitL);
g = Cum(LossesL);
fputs("Profit / Loss = "+(f/g), fh);
fclose(fh);
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