Using NT 64-bit 7.0.1000.7, I've been getting curious results when assessing
Performance.AllTrades.TradesPerformance.TradesPerD ay
Can you please clarify how it is defined/calculated?
However it is defined, its value does not seem to agree with the "# of Trades per Day" which appears in a backtest/optimization summary, the differences are especially pronounced when there are quite a few trades, or that they occur on quite a few days, out of the total number of days in the back test
Are the number of days used for calculation in either one the calander days, the trading days, the number of days occuring in the data, or the number of days on which trades took place?
Thanks dearly in advance,
Michael
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