Comparing yearly performance of your system

["Tomasz Janeczko" <amibroker@xxxx>]

Hi,

If you want to quickly generate yearly performance of
your trading system you can use the following
optimization trick:

Buy = Cross( MACD(), Signal() ); // your_original_buy_rule;
Sell = Cross( Signal(), MACD() ); // your_original_sell_rule;

yearfilter = Optimize( "Year", 100, 95, 101, 1 );

Buy = yearfilter == int( DateNum()/10000 ) AND Buy;
Sell = yearfilter == int( DateNum()/10000 ) AND Sell;


yearfilter variable is iterated from 95 to 101 that matches years from 1995 to 2001
and each line of optimization result list shows yearly performance of your trading
system.

This has some drawback that it does not handle
already open positions at the start of the year.

Best regards,
Tomasz Janeczko
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