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... which of course gave me the results I wanted :-) Thank you for
the help!
(wow, wish I had put all my money on the best % trade I got here :)
:-) Scuba
--- In amibroker@xxxx, "Tomasz Janeczko" <tj@xxxx> wrote:
> Hello,
>
> Please don't forget that Automatic analyser allows
> you to SORT the results by any column.
> Just click on the column's header and the result
> list will be sorted accordingly.
> Finding best/worst trades is just a matter of
> clicking on the Profit column.
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
>
>
> ----- Original Message -----
> From: "Scuba" <scubastock@xxxx>
> To: <amibroker@xxxx>
> Sent: Saturday, July 21, 2001 8:35 PM
> Subject: [amibroker] Re: Backtesting reports
>
>
> > --- In amibroker@xxxx, "Tomasz Janeczko" <tj@xxxx> wrote:
> > > Hello,
> > >
> > > I would like to ask you:
> > > What additional back-testing statistics would you like to see
in
> > AmiBroker?
> > >
> > > Please give me your suggestions with the description.
> >
> >
> > Hello, maybe the report could have ranked top-lists of best
winning
> > trades and worst losing trades in the back-test?
> >
> > This way one could more easily pinpoint the best winning (and
maybe
> > more important; the worst loosing :) trades and examine them in
more
> > detail - and maybe learn something that can improve the system.
> >
> > It would also be nice to list actual buy/sell prices in the trade
> > list tables, in addition to net profit and equity value.
> >
> > That's all I can think of, in addition to return per year as you
> > mentioned (maybe also per month, for the short-time oriented?
This
> > could also be used to look for seasonal variations in the
results -
> > could maybe be of interest). The back-testing with AFL is already
a
> > powerful and flexible tool, and to make best use of it is mostly
up
> > to us users/traders :)
> >
> > :-) Scuba
> >
> >
> >
> >
> >
> > Your use of Yahoo! Groups is subject to
http://docs.yahoo.com/info/terms/
> >
> >
> >
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