Ok, perhaps you have a delay built into the backtest you need to match that in your exploration eg 1 bar delay
PctChg = ( valuewhen(ref(sell,-1), Close ) - valuewhen(ref(BUY,-1),Close ) )/ > valuewhen(ref(BUY,-1),Close) * 100; Then are your backtest set to buy and sell at close price, or another price? If so then you need to use whatever you have set for the backtest. You have to match the backtest conditions in your exploration. -- Cheers Graham AB-Write >< Professional AFL Writing Service Yes, I write AFL code to your requirements http://e-wire.net.au/~eb_kavan/ab_write.htm On 3/11/06, [EMAIL PROTECTED] <[EMAIL PROTECTED]> wrote: > Hmmm, that's what I tried, but when running the exploration vs the back > test, I am getting different percent returns for a given trade. What's > interesting is the dates of trades are same between the exploration and back > test, but the entry and exits are not. > > -----Original Message----- > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf > Of Graham > Sent: Friday, March 10, 2006 9:47 PM > To: [email protected] > Subject: Re: [amibroker] Pct Change in Exploration > > here is %change in price between buy and sell > > PctChg = ( valuewhen(sell, Close ) - valuewhen(BUY,Close ) )/ > valuewhen(BUY,Close) * 100; > > > > -- > Cheers > Graham > AB-Write >< Professional AFL Writing Service > Yes, I write AFL code to your requirements > http://e-wire.net.au/~eb_kavan/ab_write.htm > > > > On 3/11/06, Ara Kaloustian <[EMAIL PROTECTED]> wrote: > > > > > > Have you tried to calculate the % change based on referencing the buy > signal on the sell date? > > > > I beleive the Buy/Sell arrays are thesame for backtest and explore > > > > > > > > ----- Original Message ----- > > From: [EMAIL PROTECTED] > > To: [email protected] > > Sent: Friday, March 10, 2006 12:45 PM > > Subject: [amibroker] Pct Change in Exploration > > > > > > > > > > I have a system that that gives a BUYS based on some indicator readings > and SELL based on other indicator readings. > > > > Works great as a back test. I'd like to convert this to an exploration > but the difficulty I am having is figuring out how to calculate the > percentage change between the buy and sell signals. Typically in > explorations I do something like this to calculate the percentage change > array based on a Fixed number of bars, N. > > > > PctChg = ( Ref( Close, N ) - Close ) / Close * 100; > > > > > > > > How do I do the samething based on Buy and Sell arrays? Is there away for > a given Buy, to get the bar at which the Sell occurs? > > > > > > > > Please note that this group is for discussion between users only. > > > > To get support from AmiBroker please send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > > > > > > > > > > > > > > > SPONSORED LINKS > > Investment management software Real estate investment software Investment > property software > > Software support Real estate investment analysis software Investment > software > > > > ________________________________ > YAHOO! GROUPS LINKS > > > > > > Visit your group "amibroker" on the web. > > > > To unsubscribe from this group, send an email to: > > [EMAIL PROTECTED] > > > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. > > To unsubscribe from this group, send an email to: > > [EMAIL PROTECTED] > > > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service. > > > > ________________________________ > > > > > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For other support material please check also: > http://www.amibroker.com/support.html > > > Yahoo! Groups Links > > > > > > > > > > Please note that this group is for discussion between users only. > > To get support from AmiBroker please send an e-mail directly to > SUPPORT {at} amibroker.com > > For other support material please check also: > http://www.amibroker.com/support.html > > > Yahoo! Groups Links > > > > > > > ------------------------ Yahoo! Groups Sponsor --------------------~--> Try Online Currency Trading with GFT. Free 50K Demo. Trade 24 Hours. Commission-Free. http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM --------------------------------------------------------------------~-> Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
