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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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