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Fred,
<If you've modified, tested and made it significantly better then
that's wonderful but I am at best bewildered that you'd trade anything
where you didn't know going in what to expect in terms of returns and
dd's.>
This thread is like a bad 'Three Stooges' flik. I don't know where
I've failed to convey to you that I know what my DD's are, and that
you are the one who does not have possession of that knowledge because
AB does not report it properly.
Let's move on to the next subject.
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@xxxx> wrote:
> Phsst,
>
> I am concerned by DD's only because of what they do the account balance
> and I find that has very little to do with trading one issue or many.
> If you trade many issues simultaneously with fixed amounts then by it's
> nature that method may very well produce DD's that are ok when one is
> lightly invested but it will also produces lower returns. When it's
> fully invested it has the potential to make more but the risks also go
> up.
>
> As far as stop loss orders goes, I'd hardly call that being fully
> protected. If you ever been invested through good size gap openings
> heading in the opposite direction of your position or had the
> specialists purposely take out the stop loss orders you placed then you
> know what I mean.
>
> If you want an opinion about your system then by all means put up the
> list of trades it made. One or more of us will be happy to write the
> Excel code or other quick analysis software to evaluate its return and
> associated risks with a larger degree of accuracy then "eyeballing" it.
>
> As far as results go . I posted this equity chart before and I'll post
> it again. Personally I'm quite comfy trading this system. I can
> triple the returns while only doubling the DD's by using margin but I
> don't usually go down that road. If you have a system that has a MAR
> over 20 with low UI then maybe we should all listen up. The system you
> are describing sounds very like Raschke's "grail" system which is hardly
> earth shattering and hardly without its losses. If you've modified,
> tested and made it significantly better then that's wonderful but I am
> at best bewildered that you'd trade anything where you didn't know going
> in what to expect in terms of returns and dd's.
>
> .
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