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A very valid point Tom , I to have wonder about the reality of rolling all
funds into the next trade ?
There maybe a way to code a fixed dollar amout per trade ?
or maybe another option in the setting window to limit the trading amount ?
Im not sure if it makes any difference to the results as far the performance
of a system
Regards David
----- Original Message -----
From: "Tom McDaniel" <tmtempe@xxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, October 04, 2001 12:05 PM
Subject: Re: [amibroker] Re: Testing Projects Question #2
> All-
>
> I may be a bit off point here (In my trading I want to maximize and
> compound returns as rapidly as possible) but when backtesting a system I
> currently find that, because of the rolling of all funds into the next
> trade the later trades dominate both the dollar returns and the
> drawdowns (and the drawdowns scare the hell out of me!).
>
> In some cases one is testing the investment of a large amount of money
> in a relatively thinly traded issue and the results are not realistic.
> Typically I would not take positions as big as the system does in the
> later years. Therefore the results are of less value than if I could
> allocate $X to each trade and accumulate the excess profits for
> accounting purposes in a separate account.
>
> By the way, Tomasz would it be possible to use a numeric format with
> commas in the report output for the dollar figures? I find myself
> having to count digits to compare two numbers.
>
> Regards,
> -Tom
>
>
>
>
>
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>
>
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