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Perhaps some method for providing scaling would be
useful, like "Fixed Ratio" as discussed in the Zap Futures articles I referred
people to.
P
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tom
McDaniel
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, July 06, 2001 4:17 AM
Subject: [amibroker] New Back TestOption
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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