Wonderful program, however, it appears to me that the backtest routine incorrectly computes the % gain for short positions. The program appears to use the exit price as the divisor for short positions.
The correct computation for %gain on a short position should be (Entry-Exit)/(Entry) and for a long position, (Exit-Entry)/(Entry). In both cases the divisor should be the Entry price. Consequenty, for short positions, it is overestimating gains and underestimating losses. If the optimization routine is also using the erroneous computation, then it is not finding the true optimized parameters for the "short only" and "long and short" options. I am using version 4.33.2. Am I correct? ------------------------ Yahoo! Groups Sponsor --------------------~--> $9.95 domain names from Yahoo!. Register anything. http://us.click.yahoo.com/J8kdrA/y20IAA/yQLSAA/GHeqlB/TM --------------------------------------------------------------------~-> Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/bestcharts/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
