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Dear Yoshiaki
KATO,
I copied your formula and Exclude worked fine
on sample DJIA database.
First please check if you are really using 3.80.2
(in Help->About box).
Next - please note that the Exclude statement will
eliminate stocks with NO SIGNALS at all
(both buy and sell). If your formula generates a
"sell" - the stock *will* be included
even if there is no trade because there was no
"buy" for that trade.
You may consider using
Exclude = NOT buy;
to exclude stocks that have no buy signal in
the period under test - this will match
the "any trade" (either open or closed) criterion
better.
If you are using short trades also you would need
to use:
Exclude = NOT ( buy or short );
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
KATO,
Yoshiaki
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, November 20, 2001 5:58
PM
Subject: Re: [amibroker] Re: Confused
with Optimization results
Hi,I asked this question while back but am still
suffering from the sameproblem.Exclude = LastValue( Cum( Buy +
Sell ) ) == 0;Exclude = NOT ( Buy OR Sell );Neither of the above
does not seems to exclude statistics for the stockwith no trade. I'm
using Version 3.80.2.I backtested a portfolio comprised of two stocks,
Stock1 and Stock2.If there was no trade for STOCK2, I'd expect "Overall
performance summary" and "Performance for Stock1 " were the same but they
are NOT.Is anyone kind enough to take a look at the attachment and
tell me what I'm doing wrong?sincerely,--- In
amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:>
Hello,> > One more information, this line was a little bit
tricky because of a bug> in 3.7x. With version 3.80 (official)you
can use simpler:> > Exclude = NOT ( Buy OR Sell );>
> Best regards,> Tomasz Janeczko>
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