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Dear Tom,
Thank you for your suggestion.
This and more enhancements to the backtester are
coming soon.
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tom
McDaniel
To: <A title=amibroker@xxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Thursday, July 05, 2001 8:17
PM
Subject: [amibroker] New Back Test
Option Request
Thomas-
Is it possible to add an option to the back test program to limit the
amount of any single investment? I believe the current method invests
the entire current balance for a stock in the next trade. I believethis
provides two problems:
First, the dollar results of a winning system (other than percentages)
are biased toward the most recent trades where more money is made.
Second, again with a strong system, after a string of successful
investments, the model shows investing large amounts of money, sometimes in
thinly traded issues. This is unrealistic and leads to overoptimistic
results. Thanks and best regards, -Tom McDaniel Your use
of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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