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[amibroker] Fwd: Exclude open positions from back test/optimisations



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Hi,
I resend this mail since i dont see it on the forum. I appreciate any help. thanks.
best,
kazaan

---------- Forwarded message ----------
From: furinkazaan <furinkazaan@xxxxxxxxx>
Date: 3 Apr 2008 19:15
Subject: Exclude open positions from back test/optimisations
To: amibroker@xxxxxxxxxxxxxxx

Hi Everyone!
Is there a way to list only closed trades and exclude any trades open at the end of the testing period? A closed / realised equity, if you may? The results of the EMA crossover system I'm testing (single security, long only) are significantly skewed by the last open trade. I want to exclude this trade (and reduce the system's dependency to fat tail moves, that I could easily miss in real life) and compare performace on a realised returns basis only.

Thanks in advance
Kazaan

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