[amibroker] Backtest - % Exposure

["Ara Kaloustian" <ara1@xxxxxxxxxx>]

Anyone know how %exposure is computed?

 

- Is it the % of time in market OR

- Is it % of capital exposed to market.

 

These 2 conditions would be identical when investing all available funds, but are different if you are investing only your original equity and keeping profits in cash.

 

Thanks

 

Ara

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