Thanks for your response. Basically I have two set of profit/stop loss factors which are all constants. I want to use one set profit/stop loss factors for BUY signals and another set for SHORTS. This is because my optimal stop loss can be safely set much tighter on my short positions. However, as it is not and I only backtest Long and Short individuals since I presently have to manually change the factors before each backtest.
--- In [email protected], "gp_sydney" <[EMAIL PROTECTED]> wrote: > > 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" <cnh4_2000@> 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. > > >
