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This all depends
1. If this is a portfolio backtest and you want to refer to the last
trade for the portfolio, then you need to use the advanced backtest
code to refer to the last closed trade. Remember you will need to
allow for the case where no other trades were open when the last trade
closed. So you would never enter another trade if the last closed
trade profit was <3%
2. If you are referring to the same symbol and you need to refer to
the actual trade taken in the portfolio backtest for that same symbol
then use as 1. above.
3. If this is just the last chart trade for a symbol, whether used or
not in portfolio backtest, then you need to use a loop to refer to
previous buy/sell signals to exclude buy signals based on past result.
4. If a single symbol backtest then do as for 3 above
--
Cheers
Graham
AB-Write >< Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 11/04/07, pmxgs <pmxgs@xxxxxxxxxx> wrote:
> Hi,
>
> can someone give an hint on how to access the P&L of previously
> closed positions?
> For example, I have a buy signal but I will only trade that signal if
> the last position ended with a profit > 3%.
> This might be easy, but I'm just starting to learn AFL.
>
> thanks
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