Thanks Bruce. I'll look at the profit table to see about modifying it as #3 is my preferred method.
--- In [email protected], "Bruce" <bru...@...> wrote: > > This is an easy one, so I'll take it while I'm here. This has been discussed > before relative to the AFL that the report is based on. There are slightly > different definitions of monthly returns. > > 1. You are looking at it as open on 9/1 to close on 9/30. > 2. That report looks at it as close on 9/1 to close on 9/30. > 3. Most of the end of day fund traders look at it as end of day 8/31 to end > of day 9/30. > > Dealer's choice. > > The profit table is easily modified to reflect #3. Little harder to do #1. > Having it reflect any specified backtest trade prices -> problematic. > > -- BruceR > > --- In [email protected], "woodshedder_blogspot" > <woodshedder_blogspot@> wrote: > > > > 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! > > >
