Hi,
I was running an afl for backtesting but I am unable to study the impact of future expiry's on it as the trading is done on a continuous and compounded basis on amibroker.
I was looking to code in some steps which would close all trades on date of expiry (last thursday) without rollovers and fresh charting and analysis would start from friday for new future with the original base capital irrespective of loss or profit made in the previous month.
Regards,
RS.
I was running an afl for backtesting but I am unable to study the impact of future expiry's on it as the trading is done on a continuous and compounded basis on amibroker.
I was looking to code in some steps which would close all trades on date of expiry (last thursday) without rollovers and fresh charting and analysis would start from friday for new future with the original base capital irrespective of loss or profit made in the previous month.
Regards,
RS.
