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PureBytes Links
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TJ,
It looks a lot like Ensign software language, which is described as a
form of Delphi, from Pascal (?).
Does that mean it is going to be lacking the speed of AFL?
M.R.
--- In amibroker@xxxx, "Tomasz Janeczko" <amibroker@xxxx> wrote:
> Hi,
>
> I just wonder if they are using Innerfuse Pascal script
(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
> ----- Original Message -----
> From: wavemechanic
> To: amibroker@xxxx
> 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
> ----- Original Message -----
> From: Tomasz Janeczko
> To: amibroker@xxxx
> 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
> ----- Original Message -----
> From: wavemechanic
> To: amibroker@xxxx
> Sent: 23 July, 2001 01:12
> Subject: Re: [amibroker] Backtesting reports
>
>
> Tomasz:
>
> Look again. The full desktop system is not free.
>
> Bill
> ----- Original Message -----
> From: Tomasz Janeczko
> To: amibroker@xxxx
> 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.
> http://www.amibroker.com
>
> ----- Original Message -----
> From: wavemechanic
> To: amibroker@xxxx
> 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 functions listed on the Wealth-
Lab site? Is that where AB is headed?
>
> Bill
> ----- Original Message -----
> From: Tomasz Janeczko
> To: amibroker@xxxx
> 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.
> http://www.amibroker.com
>
>
> ----- Original Message -----
> From: wavemechanic
> To: amibroker@xxxx
> 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:
>
> http://www.wealth-lab.com/cgi-
bin/WealthLab.DLL/getpage?page=$imOverview.htm
>
> Bill
>
> ----- Original Message -----
> From: Tomasz Janeczko
> To: amibroker@xxxx
> 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 market
>
> I have got already some of your earlier suggestions
> but anyone has something more?
>
> Best regards,
> Tomasz Janeczko
> ===============
> AmiBroker - the comprehensive share manager.
> http://www.amibroker.com
>
>
>
>
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