Hi,
My trading system is as follows:
LongSetup = Cross(PDI(8),MDI(8));
Longstop = Low - 0.0050; // This is FX: 50 points trailing stop
Stopbuy = High + 0.0005; // Buy point is 5 points above high of
setup day
Buy = H>StopBuy;
BuyPrice = Max(Open,StopBuy);
Sell = L < LongStop;
SellPrice = Min(Open,LongStop);
Buy = ExRem( Buy, Sell );
Sell = ExRem( Sell, Buy );
This works fine in the backtester. However, the risk:reward ratio
stats are wrong.
Risk:Reward should be:
(SellPrice - BuyPrice) / (Stopbuy - Longstop)
[Reward] [Risk]
So...
How does Amibroker know that SellPrice, buyPrice, Stopbuy and
longstop are my variables to use for Stats calculations? It doesn't
seem to, therefore, the stats are wrong!!!
Alex
