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Keith,
Old backtester does that. But if you mean portfolio backtester
then the option to exclude open trade(s) from stats is
not available yet.
Best regards,
Tomasz Janeczko
amibroker.com
----- Original Message -----
From: "Keith Bennett" <kbennett@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, November 17, 2003 8:43 PM
Subject: [amibroker] Re: Excluding open positions from cum gain...
> Sorry to bring this forward but my post moved back several pages and
> any help would really be appreciated. I just want to run a backtest
> which calculates the cumulative gain but which does not include the
> final open position.?
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Keith Bennett" <kbennett@xxxx>
> wrote:
> > Could someone please help me with this problem?
> >
> > The AA Back Tester uses the closing price of open positions when
> > calculating cumultive gain.
> >
> > Is there any way I can calculate cumulative gain but excluding open
> > positions.
> >
> > Keith
>
>
>
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