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<FONT face=Arial color=#0000ff
size=2>b,
<FONT face=Arial color=#0000ff
size=2>
I also
changed the system to use "^NDX" instead of "NDX_D" and my results are like
yours. The system generates 352 trades with 157 wins and 195 losses for a net%
profit of 857%. CAR=77%. MDD=34.48%.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Somehow the change to ^NDX generates more frequent trades with worse
results. Strange.
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>-Steve
<FONT face=Tahoma
size=2>-----Original Message-----From: b519b
<b519b@xxxxxxxxx> [mailto:b519b@xxxxxxxxx]Sent: Friday,
February 21, 2003 2:18 AMTo:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] WDS (was Watered Down
Semi-Interesting System)I am not getting any error
messages, but I am not getting results to match Fred's figures and
chart.Maybe I am not applying it correctly. I put the formual code
into AA and changed the settings to "Reverse Entry signal forces exit"
and "allow same bar exit". I changed the Foreign call to "^NDX"
because I use Yahoo data, so the NDX signal was used to signal trades
in and out of the QQQ. My total return was not 600% or 6,000% but
840.68% with an RAR of 90.06%. Attached is a screen capture of the Equity
Line (it is in the middle -- generated by copying the AA code into a new
indicator followed by the equity line code from post 34313). The bottom
window is AB's regular equity curve. My equity curve is no where never the
one in Fred's post 34208. Any ideas what I have not done
right?Opps, I guess I can not attach a picture using IE to write this
post.b--- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser
<s9kaiser@xxxx> wrote:> Fred, I think all of us got that same
error.... Buy, sell, short and cover > are all present in the AA
system test. there is some sort of error in here > somewhere.
It is also hard to save the indicator because of that same >
error. Also I do find it necessary to add the extra /* to get an
equity > plot from the AA button. From the indicator edit
window using the apply > button gives an immediate error at the
usual spot.> > BTW if anyone is getting about 622% gain instead
of 6108% check settings to > see if you have the "allow same bar
exit" checked in AA settings. Also > you can't have
fractional shares of QQQ.> > Sid> Post
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