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Dingo,
Statistical information is not fixed by the format of graphical
representation. Statistics which show a 10% or a 5% DD depending on
where the trading start point is in time in my my view are just plain
not accurate. If you build, test and optimize a system based on
fixed dollar amounts and the results say that the largest DD that
occurs is halfway along in time and that DD is 5% then if you decide
to start trading this sytem tomorrow then what DD can you reasonably
expect without knowing that your system has blown up ? I think the
answer is you don't really know because the DD is not based on the
amount invested but on the account balance.
Look at Steve's charts. The fully compounded system says there is a
max dd of 32%, the fixed dollar amount says there's a max dd of
something significantly less then that. If you start trading this
system tomorrow with fixed dollars what dd can you expect ?
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> Ok, I can see that. Would it be solved in your graphical display if
> when a fixed size is used you don”Ēt use the logarithmic scale?
>
>
>
> d
>
>
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: Saturday, April 12, 2003 1:36 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: QP2 and AmiBroker
>
>
>
> What I am saying is that using a compounded methodology for system
> development, optimization and testing hides nothing because all
> trades are of equal importance. This is NOT true using any other
> methodology.
>
> With a fixed position size of X Dollars, this not the case as the
> farther to the right large gains or losses occur the more hidden
they
> are.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> > Yes but don't you also acknowledge that, as Steve pointed out,
> skewing
> > also occurs when the later (in time) large positions make
> significant
> > moves? Or are you saying that effect is not skewing?
> >
> >
> >
> > d
> >
> >
> >
> > -----Original Message-----
> > From: pushshanmugam [mailto:pushshanmugam@x...]
> > Sent: Saturday, April 12, 2003 1:16 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] QP2 and AmiBroker
> >
> >
> >
> > I have been trying to use QP2 plugin with AmiBroker. It works
fine
> > mostly. However I noticed few problems when I used group index
> > charts. For e.g. when I tried !ID136 in QP charting software and
in
> > QP2 Excel plugin, the name of the group it shows is Comm-
Wireless,
> > whereas when I tried the same in Amibroker it lists it as Comp-
Comp
> > Mfg. Is there any fix for this problem?
> >
> > Pushparaj
> >
> >
> >
> >
> >
> >
> > Yahoo! Groups Sponsor
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> >
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