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-----Original Message-----
From: nenapacwanfr [mailto:nenapacwanfr@x...]
Sent: Monday, July 29, 2002 9:42 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Tranformations
All,
> Do you want to transform the -15.85% to a +126% somehow
automatically ?
> Simply delete the // from the last line !!
these lines are the process with Equity feedback.
AND I am asking if there is not a caveat with this method
if you take a system A
built the Equity A of System A
then trade this equity A , is there not something wrong to backtest a
system based on this Indicator( the Equity A ) which one knows
already the direction of the price.>>>>
Not if you carefully consider the delays involved.
The equity() has nothing to do with the price direction,
only with the Filtering effect your system has on the price.
Consider your system a "pre-processor" of price.
Take care,
Herman.
stephane
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