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No idea. But if you look at the language,it is
very powerful and easy to use for system development and drawing.
Additional drawing functions are coming out soon in version
2.
Bill
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, July 23, 2001 8:38 AM
Subject: Re: [amibroker] Backtesting
reports
Hi,
I just wonder if they are using Innerfuse
Pascal script (<A
href="">http://www.carlo-kok.com/projects.php?project=3).
It a freeware that comes with the
Delphi source and it is pretty easy to add the functions for trading
systems & drawing.
Best regards,
Tomasz Janeczko
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
wavemechanic
To: <A title=amibroker@xxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: 23 July, 2001 12:42
Subject: Re: [amibroker] Backtesting
reports
Tomasz:
Their script language is quite powerful for
trading systems and drawing. One can do quite a bit with the
freebie.
Bill
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz
Janeczko
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, July 23, 2001 3:13
AM
Subject: Re: [amibroker] Backtesting
reports
Hi,
Thanks. Haven't noticed that there is a
desktop version!
Glad to see that they charge $300
:-)
Best regards,
Tomasz Janeczko
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
<A title=wd78@xxxx
href="">wavemechanic
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: 23 July, 2001 01:12
Subject: Re: [amibroker]
Backtesting reports
Tomasz:
Look again. The full desktop system is
not free.
Bill
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz
Janeczko
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxx
Sent: Sunday, July 22, 2001 5:21
PM
Subject: Re: [amibroker]
Backtesting reports
Hi,
WealthLab is nice. I am curioushow
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:
<A title=wd78@xxxx
href="">wavemechanic
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxx
Sent: Saturday, July 21,
2001 10:24 PM
Subject: Re: [amibroker]
Backtesting reports
Tomasz:
How about entry to lowest trough = trade
drawdown
Did you notice the script functionslisted
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@xxxxxxxxxx
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@xxxxxxxxxxxx
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:
<A title=tj@xxxx
href="">Tomasz Janeczko
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxx
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 computesmax.
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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