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I'm backtesting a system which requires me to take action #1 if BUY
was true(and SHORT was false) and take action #2 if SHORT was true
(and BUY was false). Obviously, this evaluation is done after after
the BUY and SHORT signals are checked.
Here are the different things I've tried which all dont seem to be
producing the right result. In other words, when backtesting long
trades only, my profit is different when I manually
section "ProfitFactor" compared to when I attempt to dynamically set
it based on whether or not BUY is true.
Attempt 1
ProfitFactor=IIf(Lastvalue(Buy),Value1,Value2);
Attempt 2
ProfitFactor=IIf(Lastvalue(Buy,False),Value1,Value2);
Attempt 3
ProfitFactor=IIf(Buy,Value1,Value2);
Attempt 4
ProfitFactor=IIf(selectedvalue(Buy,False),Value1,Value2);
None of these seem to produce the right result during my backtest. :
( Any advise would be appreciated. Thanks.
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