What exactly are you trying to achieve? Are Value1 and Value2 constants or arrays? Is ProfitFactor supposed to be constant during the backtest based on some particular bar's buy/short values, or should it also be an array that potentially changes every bar?
>From what you're asking in your first paragraph, you'd have something like: action1 = Buy && !Short; action2 = !Buy && Short; Here action1 and action2 are both arrays. What are you then wanting to do with those results? Regards, GP --- In [email protected], "cnh4_2000" <[EMAIL PROTECTED]> wrote: > > I'm backtesting a system which requires me to take action #1 if BUY > was true(and SHORT was false) and take action #2 if SHORT was true > (and BUY was false). Obviously, this evaluation is done after after > the BUY and SHORT signals are checked. > > Here are the different things I've tried which all dont seem to be > producing the right result. In other words, when backtesting long > trades only, my profit is different when I manually > section "ProfitFactor" compared to when I attempt to dynamically set > it based on whether or not BUY is true. > > Attempt 1 > > ProfitFactor=IIf(Lastvalue(Buy),Value1,Value2); > > Attempt 2 > > ProfitFactor=IIf(Lastvalue(Buy,False),Value1,Value2); > > Attempt 3 > > ProfitFactor=IIf(Buy,Value1,Value2); > > Attempt 4 > > ProfitFactor=IIf(selectedvalue(Buy,False),Value1,Value2); > > > > > None of these seem to produce the right result during my backtest. : > ( Any advise would be appreciated. Thanks. >
