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The problem I'm having is the built-in profit table, accessible from AA-->Report-->Charts menu, seems to be giving me a different monthly result from the backtester results.
Try this to recreate what I'm seeing...
The symbol I'm using is SPY.
Use current symbol.
Date range = 9/1/09-9/30/09
BuyPrice=Open with 0 delay
SellPrice=Close with 0 delay
No commissions, long only.
Buy = C > 1;
Sell = 0;
Click on Backtest. The report shows a change of 3.57%
Now click on Report-->Charts, and look at September...The table shows a return of 5.4%
Shouldn't the backtest report change for the SPY equal the September change on the Profit Table? What am I missing?
Thanks!
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