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"Mike Symth" <mqsymth@xxxxxxxxx> wrote:
The number of bars in a trade that buys Bar1 close and sells Bar2
close is 1.
Huh? You just very, very clearly stated that there are 2 bars involved in
each trade: "Bar1" and "Bar2", e.g. "BarN" and "BarN+1".
While I agree that there is a math anomaly in the results you report, your
logic in describing it is flawed. Since _each_ bar after the first and
before the last completed bar is involved in _2_ trades each, the results
you report make some sense. The "1.99" is the only questionable aspect, but
it may result from the first bar being involved in only 1 trade, and may be
exaggerated if the lastbaronchart is not yet complete when the results are
calculated, since the lastbaronchart is included in any runup/drawdown
calculations whether it's complete or not, yet the exit/enter trades for
that bar won't execute unless barstatus(1)=2..
Certainly if we could see the code for the reserved word(s) which
generate(s) the results, then we would most probably see one of the very
common programming errors of result truncation vs. rounding, intermediate
misuse of significant figures prior to the end result, or unstable division
algorithms in a 32-bit-limited environment.
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