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Tomasz:
Look again. The full desktop system is not
free.
Bill
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, July 22, 2001 5:21 PM
Subject: Re: [amibroker] Backtesting
reports
Hi,
WealthLab is nice. I am curious how
long will they be free.
I found some interesting ideas
there...
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
wavemechanic
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, July 21, 200110:24
PM
Subject: Re: [amibroker] Backtesting
reports
Tomasz:
How about entry to lowest trough = trade
drawdown
Did you notice the script functions listed on the
Wealth-Lab site? Is that where AB is headed?
Bill
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz
Janeczko
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, July 21, 2001 4:20
PM
Subject: Re: [amibroker] Backtesting
reports
Hello,
Thank you for the information.
BTW, here is a definition of Max. Intraday
drawdown from wealthlab:
"Max IntraDay Drawdown
This value represents the greatest peak to trough distance
in your equity curve. Beware of Systems that have a high Drawdown
value."
This is exactly what I meant in my previous e-mail:
"greatest peak to trough distance".
Now: how should we call entry to lowest trough distance (
a drawdown measure already present in AmiBroker) ??
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=wd78@xxxx
href="">wavemechanic
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, July 21, 2001
9:18 PM
Subject: Re: [amibroker]
Backtesting reports
Tomasz:
Since you will have maximum drawdown, I
suggest including Risk-Adjusted Return (RAR). This is a standard
system evaluation metric that divides a risk measurement by the
annualized rate of return. You could use maximum drawdown as the
risk measurement, but other measures (volatility, standard deviation,
etc.) would also work.
The following link lists the system evaluation
parameters used by Wealth-Lab:
<A
href="">http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/getpage?page=$imOverview.htm
Bill
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
Tomasz
Janeczko
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxx
Sent: Saturday, July 21, 2001
12:00 PM
Subject: [amibroker] Backtesting
reports
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.For version 3.64 already included are:-
Annual system percentage profit- Annual B&H percentage
profit- Maximum drawback calculated from maximum equity
value to the minimum equity value (BTW: How to
name this one? I have no idea) (note this is different from
current max. drawback calculation which computes
max. equity dip from the trade entry)- Bars out of
marketI have got already some of your earlier
suggestionsbut anyone has something more?Best
regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com Your
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