PureBytes Links
Trading Reference Links
|
Hello,
>From: "Jaco Jonker" <jjonker@xxxx>
>
> I just felt compelled to deliver my sixpence worth of comment on the Buy and
> Hold issue.
>
> [...]
> Thirdly Ami doesn't support any interest calculation in Automatic Analysis
> which would even out the playing field a bit more, but then again dividends
> for the B&H scenario would have changed the picture back into B&H's favour
> again.
Interest calculation will be included soon (in 3.7 I suppose)
> [...]
>
> To be totally honest and with all due respect to TJ the B&H figures in the
> AA testing is worthless to me as it changes with every system you test.
It was discussed already why this happens ( the thread "buy and hold results change"
from June 7, 2001).
And it happens only when your system generates signals so rarely that some stocks
do not generate any trade at all in testing period.
At that time John R. suggested a solution to this problem and this one will be implemented.
Best regards,
Tomasz Janeczko
===============
AmiBroker - the comprehensive share manager.
http://www.amibroker.com
|