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Dear Tomasz
Well I like the following feature (in the desktop
version):
-A window where you can easily find the
systems/commentary classified in folders and sorted by name or date
etc.
-The ChartScript window, the equivalent ofthe AB
main window, have some TAB where you can very easily evaluate a TS : The first
one show the performance, the second the list of the trades, then one for the
alerts, one for the text of the TS, one for optimisation (I hope that you will
implement it in AB soon), an other one called MonteCarlo (I guess it is to make
more complex optimisation using the Monte Carlo method), the last one is called
Analysis Var but I don't know what it is.
They have also
Bernard Bourée<A
href="">bernard@xxxx
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz Janeczko
To: <A title=amibroker@xxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, July 23, 2001 9:50 PM
Subject: Re: [amibroker] Backtesting
reports
Dear Bernard,
Could you please tell me what exactly do you
like in WL's user interface?
Best regards,Tomasz Janeczko===============AmiBroker - the
comprehensive share manager.<A
href="">http://www.amibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Bernard
Bourée
To: <A
title=sentto-1010692-2837-995838278-bbouree=fairesuivre.com.at.returns.onelist.com@xxxx
href="">sentto-1010692-2837-995838278-bbouree=fairesuivre.com.at.returns.onelist.com@xxxx
; <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, July 23, 2001 7:18
PM
Subject: Re: [amibroker] Backtesting
reports
Hello Tomasz
Yes, there is some good ideas to use in terms
of agronomy (windows design and parameters settings).
Regards
Bernard Bourée<A
href="">bernard@xxxx
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz
Janeczko
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, July 22, 2001 11:21
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:
<A title=wd78@xxxx
href="">wavemechanic
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
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
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Tomasz
Janeczko
To: <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxx
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@xxxxxxxx
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@xxxxxxxxxx
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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