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If you are putting this into the custom backtest code, and your bar
period setting is daily, then you can just use barcount
--
Cheers
Graham Kav
AFL Writing Service
http://www.aflwriting.com
2009/10/9 jamesfarrow2003 <jamesfarrow2003@xxxxxxxxx>:
>
> 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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