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[amibroker] Re: Porfolio level testing



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Like I posted earlier... I can work around the issue of reporting on
backtests of groups of stocks. (I've become proficient at it!)

Actually, the reason I even brought up the reporting issue was that
another poster stated that the RAR figure on 'whole mkt' backtests is
meaningless without the other metrics including dd's, etc.

The fact is that there are many who use AB like Metastock or TC2000
and only do backtests on one stock at a time. Because of this they
don't realize that the reporting on multiple security backtests is a
problem.

I don't backtest individual stocks.

Regards,

Phsst


--- In amibroker@xxxxxxxxxxxxxxx, "b519b" <b519b@xxxx> wrote:
> --- In amibroker@xxxxxxxxxxxxxxx, "phsst" <phsst@xxxx> wrote:
> > Sorry if I offend Tomasz, but I just don't 
> > understand the majority of the Report screen.
> 
> Phsst
> 
> If you test just a single stock (or index, or commodity), you will 
> find the report items to all be significant and useful.
> 
> I expect Tomasz is likely well aware of what happens to AB's reports 
> when AB tests groups of stocks. 
> 
> The ultimate solution is to add portfolio level testing to AB. 
> 
> b


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