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I'm just using single symbol backtest.
When you say: "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."
How can I refer to previous buy/sell signal results?
Should I look through the buy array when its value is =1 and compute
the difference between buyprice and sell price?
How do I know the position size of the previous trade to calculate
the trade P&L?
thanks in advance
--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> 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@xxx> 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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