[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: [amibroker] Re: Automated Backtesting Walkforward Validation



PureBytes Links

Trading Reference Links




Sure 
looks like English is a third language for me.. 
<FONT face=Tahoma color=#0000ff 
size=2> 
I 
meant it to read : IF YOU make....
<FONT face=Tahoma color=#0000ff 
size=2> 
<FONT face=Tahoma color=#0000ff 
size=2>d

  
  <FONT 
  face=Tahoma size=2>-----Original Message-----From: dingo 
  [mailto:dingo@xxxxxxxxxx] Sent: Sunday, March 02, 2003 1:51 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker] 
  Re: Automated Backtesting Walkforward Validation
  <FONT face=Tahoma color=#0000ff 
  size=2>John,
  <FONT face=Tahoma color=#0000ff 
  size=2> 
  I 
  make any progress with the SMR I'd be very interested in it.  
  
  <FONT face=Tahoma color=#0000ff 
  size=2> 
  <FONT face=Tahoma color=#0000ff 
  size=2>d
  
    
    <FONT 
    face=Tahoma size=2>-----Original Message-----From: John 
    <jea55129@xxxxxxxxx> [mailto:jea55129@xxxxxxxxx] Sent: 
    Sunday, March 02, 2003 1:25 PMTo: 
    amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: Automated 
    Backtesting Walkforward 
    ValidationLeo,Thanks for the response. What 
    I was looking for was a reason to spend another $85 at Amazon. I read a 
    review that stated the book was targeted more toward backtesting in 
    Excel. I'll probably save my money. I'll play around with your SMR and 
    see what I come up with.Thanks,John--- In 
    amibroker@xxxxxxxxxxxxxxx, "leo_amelc <leo.timmermans.lt@xxxx>" 
    <leo.timmermans.lt@xxxx> wrote:> John,> > Hope I 
    didn't give the impression that Hugh Clark's methodology is > 
    better/worse than Pardo's and Stridsman's. I cannot do that since I > 
    didn't read the latter. > > In Clark's book he uses what he 
    calls the 'Smart Momentum Ratio'. > It's one way to evaluate the 
    performance of a momentum indicator. > > The SMR = (Sharpe 
    Ratio)/(max DD * deviation from straight line)> (I don't have the SMR 
    in AFL yet since I'm just beginning on this)> > He also 
    advocates the use of 'optimised momentum indicators' using a > 
    similar methodology as is available from Herman van den Bergen 3D > 
    Exel chart. The indicators must continually be adapted to the > 
    current market conditions.> > Hope this helps> > 
    Regards> Leo> > --- In amibroker@xxxxxxxxxxxxxxx, "John 
    <jea55129@xxxx>" > <jea55129@xxxx> wrote:> > 
    Leo,> > > > Have you read this book? If so can you give 
    us some information on > > why his methods of 
    backtesting/optimizing are better than Pardo's > and > > 
    Stridsman's?> > > > Thanks,> > > > 
    John> > > > --- In amibroker@xxxxxxxxxxxxxxx, "leo_amelc 
    > > <leo.timmermans.lt@xxxx>" <leo.timmermans.lt@xxxx> 
    wrote:> > > Hello,> > > > > > Another 
    good book concerning the topic was recommended by S. > > Karnish 
    > > > some months ago. > > > 'Smart Momentum : The 
    Future of Predictive Analysis in the > > Financial > > 
    > Markets' by Hugh Clark> > > > > > 
    Regards> > > Leo> > >Send 
    BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
    suggest@xxxxxxxxxxxxx-----------------------------------------Post 
    AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: 
    <A 
    href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
    group FAQ at: <A 
    href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
    Your use of Yahoo! Groups is subject to the <A 
    href="">Yahoo! Terms of Service. 
    Send 
  BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
  suggest@xxxxxxxxxxxxx-----------------------------------------Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 







Yahoo! Groups Sponsor


  ADVERTISEMENT  









Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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 the Yahoo! Terms of Service.