[amibroker] Re: Question about how Profit Table calculates montly returns

2009-10-01 Thread woodshedder_blogspot
Thanks Mike. --- In amibroker@yahoogroups.com, "Mike" wrote: > > This one comes up on a semi regular basis. Here's a reference from one of the > earlier iterations, including a link to a completed example. > > http://finance.groups.yahoo.com/group/amibroker/message/137483 > > Mike > > --- In

[amibroker] Re: Question about how Profit Table calculates montly returns

2009-10-01 Thread Mike
This one comes up on a semi regular basis. Here's a reference from one of the earlier iterations, including a link to a completed example. http://finance.groups.yahoo.com/group/amibroker/message/137483 Mike --- In amibroker@yahoogroups.com, "Bruce" wrote: > > Woodshedder - > > I will answer

[amibroker] Re: Question about how Profit Table calculates montly returns

2009-09-30 Thread Bruce
Woodshedder - I will answer your question about the low-level CBT explanation, but I want to see if I can give a simpler example in the morning when I'm fresh. In the meantime, I'd suggest looking for these lines at the top of the Profit Table AFL - YearChange = yr != Ref( yr, -1 ); MonChange

[amibroker] Re: Question about how Profit Table calculates montly returns

2009-09-30 Thread woodshedder_blogspot
Thanks Bruce. I'll look at the profit table to see about modifying it as #3 is my preferred method. --- In amibroker@yahoogroups.com, "Bruce" wrote: > > This is an easy one, so I'll take it while I'm here. This has been discussed > before relative to the AFL that the report is based on. There

[amibroker] Re: Question about how Profit Table calculates montly returns

2009-09-30 Thread Bruce
This is an easy one, so I'll take it while I'm here. This has been discussed before relative to the AFL that the report is based on. There are slightly different definitions of monthly returns. 1. You are looking at it as open on 9/1 to close on 9/30. 2. That report looks at it as close on 9/1