|
PureBytes Links
Trading Reference Links
|
Ann% is simply rolling CAR if you will i.e. the one year CAR at any
given point in time.
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Davis" <sdavis@xxxx> wrote:
> RE: [amibroker] The transcendental use of Data: An applicationFred,
>
> Have you enhanced your equity line AFL code? I noticed a new
statistic
> "Ann%" that I have not seen before.
>
> How is Ann% different from CAR%?
> Could you please repost your equity line AFL?
>
> Thanks
> -Steve
> -----Original Message-----
> From: Fred Tonetti [mailto:ftonetti@x...]
> Sent: Wednesday, February 19, 2003 8:10 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] The transcendental use of Data: An
application
>
>
> Ken,
>
> Right. It's not about inter-vehicle or transcendental signals
i.e. use
> this to trade that. This is common practice in today's world
although I've
> never thought to use it on stocks and this IS an interesting idea.
>
> The danger I see is not in the system itself but in what is not
seen as it
> hasn't been tested. As an example here's a system that was
optimized from
> the beginning of 2000 forward which looks pretty good followed by
the OOS
> results prior to that. In the late 90's almost no one had a clue
that the
> market was about to turn down for the next 3 years just as almost
no one now
> has a clue as to whether we'll be going down another 3 years or
we're about
> to go up or we have already turned the corner. But in any case
sooner or
> later the bear will morph into bull and when it does any system
that hasn't
> been sufficiently tested over some previously bullish time period
is almost
> guaranteed to blow up.
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|