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--- In amibroker@xxxxxxxxxxxxxxx, "Fred <fctonetti@xxxx>"
<fctonetti@xxxx> wrote:
> I haven't read all 30,000 posts here but
> I suspect you won't find such a post
> and the reason is NOT that no one has such
> a system....
> I'll make an effort not to
> post things like this in the future.
Fred,
Keep on posting. I am sure there are others like me who do not need
to know the secret of your formula in order to learn some things
from your posts. For example, it is an eye opener to learn that it
is possible to design a system that gives gains in the range of
100%/year with only about 3% Draw Downs. Up till now I had not
thought it was possible to have a yearly return that is 33 times the
Draw Down -- assuming I understood your posts properly. Here are a
few questions: answer the ones that appeal to you.
1. How many of the 100 plus trades are back test results and how
many are "forward" test results from paper trading and how many
are "foward" tests using real money?
2. How was the 3% DD calculated? Is that the maximum loss on a
single trade? Is peak to trough DD larger than 3% (if one gets 3 or
4 bad trades in a row).
3. Without revealing your secret, can you tell what general approach
was taken to get the DD so low? I assume it involves setting tight
stops in combination with an outstanding entry setup.
Thank you for what you choose to share.
b
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