The problem I'm having is the built-in profit table, accessible from AA-->Report-->Charts menu, seems to be giving me a different monthly result from the backtester results.
Try this to recreate what I'm seeing... The symbol I'm using is SPY. Use current symbol. Date range = 9/1/09-9/30/09 BuyPrice=Open with 0 delay SellPrice=Close with 0 delay No commissions, long only. Buy = C > 1; Sell = 0; Click on Backtest. The report shows a change of 3.57% Now click on Report-->Charts, and look at September...The table shows a return of 5.4% Shouldn't the backtest report change for the SPY equal the September change on the Profit Table? What am I missing? Thanks!
