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indices =
BarIndex();
firstIndex = LastValue(ValueWhen(Status("firstbarinrange"), indices));
lastIndex = LastValue(ValueWhen(Status("lastbarinrange"), indices));
barsInRange = lastIndex - firstIndex + 1;
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "jamesfarrow2003" <jamesfarrow2003@xxx> wrote:
>
> Hello,
>
> I have what I think should be a pretty basic question, but I cannot seem to figure it out.
>
> I am adding a custom back test metric to my system. I want to add a penalty function (as described by Howard Bandy in QTS) based on trade frequency.
>
> I hove found where to get the number of trades in the backtest ("AllQty" ), but I cannot figure out where to find the number of days covered in the backtest.
>
> I thought I would be able to use intial equity, ending equity, and CAR to calculate it, when I do, it does not come up with the right number. Does AmiBroker use something other than the standard CAR calculation?
>
> Any help would be appreciated,
>
> James
>
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