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The first things I look at are the draw downs
and max consec. losers.
In this case Max consec. losers = 5.
Could you actually trade whatever formula is producing this and endure 5 trades
in a row that lose money and still have any confidence in it? Or would get very
worried and stop?
Max. system % drawdown: -53.21%. At
the same time could you sit thru the potential loss of ¨ö of your capital?
IMHO one of the first things you have to
do is decide how much tolerance for pain you have. And you need to be brutally
honest with yourself. If you don¡¯t you¡¯re setting yourself up to loose a lot of
money and even more sleep.
d
<span
>-----Original Message-----
From: tutka
[mailto:tutka@xxxxxxxxxxxxxxx]
Sent: Thursday, April 10, 2003
7:04 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Larry
Williams Inner Circle Review
<span
>
<span
>How about this report.<font size=2
face="Courier New">
Best regards,
tutka
mailto:tutka@xxxxxxxxxxxxxxx
<font size=2
face="Courier New">Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<span
>
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
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