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Re: [amibroker] Open profits in closed trade list of custom backtester?


  • Date: Mon, 18 Jan 2010 13:12:56 +0100
  • From: Tomasz Janeczko <groups@xxxxxxxxxxxxx>
  • Subject: Re: [amibroker] Open profits in closed trade list of custom backtester?

PureBytes Links

Trading Reference Links



Hello,

Open Positions and Trades are SAME (Trade) objects , they have SAME methods.
http://www.amibroker.com/guide/a_custombacktest.html

So GetProfit is working also for open trades.

Best regards,
Tomasz Janeczko
amibroker.com

On 2010-01-18 12:56, Markus Witzler wrote:
Hello folks,
 
I wonder if it´s possible to compute (and display) open profits (i.e. from open trades) in CLOSED trade list as well.
 
The reason why I am asking is that methods like trade.getprice (allowing to compute it myself) are for open-trade list, while trade.getprofit et al. are for closed trades only.
 
The only chance I see at this point would be to compute it in open trade list, send it to an addtocomposite and have the figures of addtocomposite displayed in trade list for closed trades as well.
 
But since there may be more "entries" in addtocompsite (one for each day) than there´re trades in trade list, this could distort output while "merging"/synchronizing both (haven´t tried it yet).
 
The reason I intend to do this is to show my proprietary version of equity for each day there is a closed or open trade in either list.
 
Thanks for your assistance!
 
Markus


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