1. You have to get rid of excess signals in your buy and sell try buy = exrem(buy, sell) and sell = exrem(sell, buy); 2. Why dont you use the equity function to calcuate your P&L, it is a built in backtester in a function. check out the help reference file.
_____ From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf Of dralexchambers Sent: Monday, 26 February 2007 7:12 AM To: [email protected] Subject: [amibroker] Is Cum() function affected by 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 ==================================== 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); ====================================
