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I can't see in your posts where you conveyed the dd's ... can you ?
Other then by using a reporting mechanism that's inaccurate ...
I posted an automated picture of returns and drawdowns. Someday
hopefully you'll be able to get a similar picture of what your're
doing from AB or for the moment post a picture of the equity curve
from Excel using a log scale.
--- In amibroker@xxxxxxxxxxxxxxx, "phsst" <phsst@xxxx> wrote:
> 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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