|
PureBytes Links
Trading Reference Links
|
Hi Dingo/All,
Recently I have been getting strange characters in e-mail sent
by Dingo (no one else). Please see the example below. From the context, it
usually seems to show up in place of an apostrophe. Also, a couple of times, I
got a message that I need to download Japanese character set to read Dingo's
mail. Any idea why Dingo? Anyone else? Thanks very much!
Steve
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dingo
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, April 12, 2003 1:21
PM
Subject: RE: [amibroker] System Testing
& Evaluation Portfolios was Trailing Stops ?
<SPAN
>You
are correct and this is an acknowledged problem (at least I think its been
ack$B!G(Bd). Tomasz has mentioned that he will be introducing
portfolio testing in the not too distant future. To do this correctly
now you have to have some other method of handling the portfolio.
I$B!G(Bm currently working on such and will be using Amibroker to generate
the position entry and exit signals via the exportation of an Exploration(s)
via automation. The program will then read the CSV$B!G(Bs and make the
decisions on what to trade and how much to allocate to each.
<SPAN
>
<SPAN
>Portfolio management
can be a large and complicated project unto itself as witnessed by some of the
extensive threads that have occurred here in the past and it is the next
logical and equally important step in formula evaluation.
<SPAN
>
<SPAN
>d
<SPAN
>
<SPAN
>-----Original
Message-----From: Fred
Tonetti [mailto:ftonetti@xxxxxxxxxxxxx] <SPAN
>Sent: Saturday, April 12, 2003 12:51
PMTo:
amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: [amibroker] System Testing &
Evaluation Portfolios was Trailing Stops ?
<FONT face="Times New Roman"
size=3>
<SPAN
>Steve,
<SPAN
>None of my arguments/discussion
points were meant to be an attack so PLEASE don't take them that way ...
Regardless of what any particular system returns or doesn't I would want to
see results in the way I have stated that I prefer for exactly the reasons I
have stated.
<SPAN
>All / Any,
<SPAN
>On another front in response to
and a question for those who do <SPAN
>baskets of stocks/portfolio
trading the attached picture represents the issue that I noticed the other day
which is that it appears that AB does NOT limit the total
percentage <SPAN
>of capital invested
to
100% <SPAN
>when the possibility
of <SPAN
>simultaneous trades
is
in play.
<SPAN
>Notice in the attached picture
that <FONT
face=Arial size=2><SPAN
>InitialEquity<FONT
face=Arial size=2> is set to
10000 and that
<SPAN
>PositionSize<FONT
face=Arial size=2> is set to
2500 but that in the first trades that AB opens up it allows 10 positions to
be opened at 2500 each for a total of<SPAN
> <SPAN
>25000
even
with <FONT
face=Arial size=2><SPAN
>AllowPositionSizeShrinking<FONT
face=Arial size=2>
checked <SPAN
>!!! Did I miss something
here ? If not I would think this issue would be of paramount importance
to those <SPAN
>testing/trading baskets/portfolios
of stocks.
<SPAN
><<...>>
<FONT face="Times New Roman"
size=3><SPAN
><FONT
face="Courier New" size=2>Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<SPAN
><FONT
face="Courier New">Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx<FONT
face="Courier New">-----------------------------------------<FONT
face="Courier New">Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx (Web
page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)<FONT
face="Courier New">--------------------------------------------<FONT
face="Courier New">Check group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your
use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service.
Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend 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 <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|