Rules Manager, Calculating Statistics

Rules Manager, Calculating Statistics

clonex
2012-12-06 10:19:43

Hi,

if i use in Rules Manager : DayOfWeek() == 1 as a rule, with 1 day N-stop exit, how does rules manager calculates statistics? It buys monday market on open and close market on close or close day after

Clonex

QuantShare
2012-12-06 10:58:10

It will buy Tuesday (Next day open) on open and exit on Wednesday on open.

clonex
2013-01-22 09:48:45

Thanks,

and when i use in custom output

SET: _PERF(OPEN[-1])
WHERE: _DIS(0) >= 1

it calculates me a performance in same days? For example for dayofweek ==2 it calculates statistics from saturday open to wendsday open?

Thank You

QuantShare
2013-01-22 10:57:51

You can see how it works by plotting it on a chart:

b = SET _PERF(OPEN[-1]) WHERE _DIS(0) >= 1;
plot(b, "", colorBlue, ChartLine, StyleOwnScale);

Note that "open[-1]" gets a the open price of tomorrow (future bar).

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