Hi, I'm trying to calculate stats not on one symbol but for portfolio. Lets say I want to count gaps bigger then x percent.
I built a Signal and used it with Signal Statistics to get result for one symbol. In my case I want to calculate more variables and for many symbols at once.
In the Homework #10 there are example how to use backtesting and Long/Short trades at the session end to calculate desired result.
But in this case can get max 2 results ( by number Long and Short trades)
What if I store my results in variables V# ? Is it possible to access the values of all V#s after portfolio backtest?
Hi Fiber,
I am not sure why you need / want to go through a trading systems approach.
If you are able to get the result you need by using a custom Signal and a Signal statistics indicator or token (SSTAT) then you just need to use MPD (with the mixed ticker feature enabled) in order to access the value for each ticker
Looks like your issue is very similar than the one discussed here few months ago
https://www.linnsoft.com/topic/investor-rts-way-combine-multiple-studies...
Cheers
Eddy