I am using the Cum() function - in the code below - to calculate the
number of trades that make a profit and a loss in a backtest.
I am finding that the values outputted for total trades won and lost
are being affected by the position of the chart being displayed that
contains the backtest AFL.
To get the correct profit and loss values, I have to scroll the price
chart to the end of the data and hit "Backtest". If I move the data
back in time (ie. scroll the chart to the left), the values below
change.
It appears to be the Cum() function that is affected. I thought that
the "SetBarsRequired" code should eliminate this problem, but it
doesn't.
Can anyone advise,
Most grateful
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SetBarsRequired(10000,10000);
rwdaL = IIf(Sell,(SellPrice-ValueWhen(Buy,BuyPrice)),0);
profitL = IIf(rwdaL>0,rwdaL,0);
LossesL = IIf(rwdaL<0,rwdaL,0);
fh = fopen("D:\AdvancedTradeOutput.html", "w");
f = Cum(ProfitL);
g = Cum(LossesL);
fputs("Profit / Loss = "+(f/g), fh);
fclose(fh);
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