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[amibroker] Re: Porfolio level testing



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--- In amibroker@xxxxxxxxxxxxxxx, "phsst" <phsst@xxxx> wrote:
> 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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