Re: [amibroker] Annual Returns

["Anthony Faragasso" <ajf1111@xxxxxxxx>]

NewYear = Year() != Ref( Year(), 1 );

StartValue = ValueWhen( NewYear, Close, 2 );

EndValue1 = ValueWhen( NewYear, Close, 1 );

Filter = NewYear;

AddColumn(Year(), "Year", 1.0 );

AddColumn(100*( EndValue1 - StartValue )/StartValue, "Percentage change" );

----- Original Message -----

From: steve_almond

To: amibroker@xxxxxxxxxxxxxxx

Sent: Sunday, February 22, 2009 4:04 AM

Subject: [amibroker] Annual Returns

I have been looking at a backtest on an index going back to 1950.
Is there a way to calculate or display the return for each individual
calendar year?

Like so:

1950 2.5%
1951 -1.9%
1952 12.3%
etc.

Steve

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