I'm just using single symbol backtest. When you say: "If this is just the last chart trade for a symbol, whether used or not in portfolio backtest, then you need to use a loop to refer to previous buy/sell signals to exclude buy signals based on past result." How can I refer to previous buy/sell signal results? Should I look through the buy array when its value is =1 and compute the difference between buyprice and sell price? How do I know the position size of the previous trade to calculate the trade P&L?
thanks in advance --- In [email protected], Graham <[EMAIL PROTECTED]> wrote: > > This all depends > 1. If this is a portfolio backtest and you want to refer to the last > trade for the portfolio, then you need to use the advanced backtest > code to refer to the last closed trade. Remember you will need to > allow for the case where no other trades were open when the last trade > closed. So you would never enter another trade if the last closed > trade profit was <3% > 2. If you are referring to the same symbol and you need to refer to > the actual trade taken in the portfolio backtest for that same symbol > then use as 1. above. > 3. If this is just the last chart trade for a symbol, whether used or > not in portfolio backtest, then you need to use a loop to refer to > previous buy/sell signals to exclude buy signals based on past result. > 4. If a single symbol backtest then do as for 3 above > > -- > Cheers > Graham > AB-Write >< Professional AFL Writing Service > Yes, I write AFL code to your requirements > http://www.aflwriting.com > > > On 11/04/07, pmxgs <[EMAIL PROTECTED]> wrote: > > Hi, > > > > can someone give an hint on how to access the P&L of previously > > closed positions? > > For example, I have a buy signal but I will only trade that signal if > > the last position ended with a profit > 3%. > > This might be easy, but I'm just starting to learn AFL. > > > > thanks >
