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percent time in the market

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michelino
216
michelino  

hi,

is there any way in backtesting to know the percent of total backtesting time the EA have been in the market? somthing like tradestation performance report do?

thanks 

Pasi Hakamaki
7261
Pasi Hakamaki  
michelino:

hi,

is there any way in backtesting to know the percent of total backtesting time the EA have been in the market? somthing like tradestation performance report do?

thanks 

One way to figure this out is to go to strategy testers Results tab and see the average position holding time and multiply this by the number of trades then this product is divided by the backtest period. There might be simpler ways to do it but this should get the job done.

Cheers,

Candles

EDIT:

Please note that this method is not 100% accurate in every case though :(

Pasi Hakamaki
7261
Pasi Hakamaki  
Oh and of course one approach if to solve this programmatically. One could code a block that keeps track of the time the EA is exposed to the markets and logs this somewhere.
michelino
216
michelino  
Candles:
Oh and of course one approach if to solve this programmatically. One could code a block that keeps track of the time the EA is exposed to the markets and logs this somewhere.

ok.

thanks

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