I have calculated the time-weighted return for different periods using the code below for several years.
type _SECTION_BEGIN("Time-Weighted Return"); // This formula calculates the time-weighted return for different periods. // Calculate the 5 day time-weighted return twr5 = Prod( C, 5 ) - 1; // Calculate the 21 day time-weighted return twr21 = Prod( C, 21 ) - 1; // Calculate the 63 day time-weighted return twr63 = Prod( C, 63 ) - 1; // Exploration Filter = 1; AddColumn( C, "TWR", 1.5 ); AddColumn( twr5, "5-Day TWR", 1.5 ); AddColumn( twr21, "21-Day TWR", 1.5 ); AddColumn( twr63, "63-Day TWR", 1.5 ); _SECTION_END();or paste code here
Recently, I had to reinstall Amibroker on my computer due to a hard drive issue. I ran the code below for the first time and got an error that the identifier 'prod' is undefined and the operation is not allowed.
I double checked the Amibroker function reference guide and seem to be using the 'prod' function correctly.
Why am I getting this error when I have never gotten it before?