|
PureBytes Links
Trading Reference Links
|
Tomasz,
Quite correct. I am using EOD data. If I set range =n=1, then ALL
stocks show ACC=1.00.
I guess this just isn't for me......
What is your suggestion for the best measure of "quality" in a system?
Thanks,
Steve
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Stephen,
>
> As described in the S&C article the formula is for
> INTRADAY quotations. You are probably using EOD
> quotes.
> You can also set range to "last quotations " n = 1;
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Stephen Almond (T)" <s.almond@xxxx>
> To: "Ami" <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, March 27, 2003 2:18 PM
> Subject: [amibroker] TJ - S&C Question
>
>
> > Tomasz,
> >
> > Looking at the ACC (NONPARAMETRIC PERFORMANCE MEASURE). from here:
> >
> > http://www.amibroker.com/members/traders/01-2003.html
> >
> > I can't understand how you have the AA results window showing
only a one
> > line summary for each stock. (see attachment).
> > When I run this exploration, I get multi-line results for each
stock,
> which
> > then cannot be sorted.
> >
> > What are the correct settings for 'Range'?
> >
> > Thanks,
> >
> > Steve
> >
> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> > -----------------------------------------
> > 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/
> >
> >
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Your own Online Store Selling our Overstock.
http://us.click.yahoo.com/rZll0B/4ftFAA/46VHAA/GHeqlB/TM
---------------------------------------------------------------------~->
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 http://docs.yahoo.com/info/terms/
|