I have a problem which I can't solve: I have a set of instruments for which I calculate the performance over a period of time. In a next step, I would like to count all instruments withh a positive performance. When I enter the following formula:
The expression is a bit complicated for me to try and reproduce, but just breaking it down it reads:
Count distinct [Instr ID] if (complicated sum minus 1) is less than 0.
Removing the (complicated sum) expression and just plugging in some positive and negative values did return a result; however as the if statement is testing against less than zero right at the end, it is just counts those [Instr ID] with -ve values.
Does that help? If I've misunderstood, then perhaps you can provide some results for:
You understand completely right. What the formula does is that it calculates the performance of instruments between a start and end date (which can be set by the user), by adding up the logarithmic daily performances up to that day with each other.
I have the impression that the 'total aggr' might be the problem, but I just can't figure it out.