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SHOOT! Now you’ve gone and got me
confused! I thought I was thinking rationally on this but I’m working on this
program and listening to my bluegrass music collection (maybe that’s it!) and
now can’t think straight on this...
I need to take a walk and clear my
head...
d
<span
>-----Original Message-----
From: Fred
[mailto:fctonetti@xxxxxxxxx]
Sent: Saturday, April 12, 2003
2:18 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: QP2 and
AmiBroker
<span
>
<span
>Dingo,<font size=2
face="Courier New">
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¡Çt use the
logarithmic scale?
>
>
>
> d
>
>
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@xxxx]
> 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@xxxx]
> > 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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> >
> > Send BUG REPORTS to bugs@xxxx
> > Send SUGGESTIONS to suggest@xxxx
> >
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<font size=2
face="Courier New">Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<span
>
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
(Web page: <a
href="">http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of
Yahoo! Groups is subject to the Yahoo!
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Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
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