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Thanks a lot, that worked like a charm:)
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
>
>
> indices = BarIndex();
> firstIndex = LastValue(ValueWhen(Status("firstbarinrange"),
> indices));
> lastIndex = LastValue(ValueWhen(Status("lastbarinrange"), indices));
> barsInRange = lastIndex - firstIndex + 1;
>
>
> Mike
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "jamesfarrow2003"
> <jamesfarrow2003@> 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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