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What exactly are you trying to achieve? Are Value1 and Value2
constants or arrays? Is ProfitFactor supposed to be constant during
the backtest based on some particular bar's buy/short values, or
should it also be an array that potentially changes every bar?
>From what you're asking in your first paragraph, you'd have something
like:
action1 = Buy && !Short;
action2 = !Buy && Short;
Here action1 and action2 are both arrays. What are you then wanting to
do with those results?
Regards,
GP
--- In amibroker@xxxxxxxxxxxxxxx, "cnh4_2000" <cnh4_2000@xxx> wrote:
>
> 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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