RE: [amibroker] Re: System Testing & Evaluation Portfolios was Trailing Stops ?

["dingo" <dingo@xxxxxxxxxx>]

<FONT face=Arial color=#0000ff 
size=2>Cool!
<FONT face=Arial color=#0000ff 
size=2> 
Why 
don't I just stop what I'm doing and you send me yours when you're 
finished?
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>d

  
  <FONT 
  face=Tahoma size=2>-----Original Message-----From: phsst 
  [mailto:phsst@xxxxxxxxx] Sent: Saturday, April 12, 2003 11:45 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
  System Testing & Evaluation Portfolios was Trailing Stops 
  ?d.I'm working on the same approach, using 
  the .csv file as the inputfile to determine several things... including 
  chronological mkt risk,drawdowns, possible positionsize 
  alternatives.Regards,P--- In amibroker@xxxxxxxxxxxxxxx, 
  "dingo" <dingo@xxxx> wrote:> You are correct and this is an 
  acknowledged problem (at least I think> its been 
  ack&#65533;&#65533;d).  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&#65533;&#65533;m> 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&#65533;&#65533;s and make 
  the> decisions on what to trade and how much to allocate to 
  each.> > > > 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.> 
  > > > d> > > > -----Original 
  Message-----> From: Fred Tonetti [mailto:ftonetti@xxxx]> Sent: 
  Saturday, April 12, 2003 12:51 PM> To: 
  amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] System Testing & 
  Evaluation Portfolios was Trailing> Stops ?> > > 
  > Steve,> > 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.> > All / Any,> > On 
  another front in response to and a question for those who do 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 of capital invested to 100% when the> 
  possibility of simultaneous trades is in play.> > Notice in the 
  attached picture that InitialEquity is set to 10000 and> that 
  PositionSize 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> 
  25000 even with AllowPositionSizeShrinking checked !!!  Did I 
  miss> something here ?  If not I would think this issue would be 
  of paramount> importance to those testing/trading baskets/portfolios of 
  stocks.> > <<...>>> > > 
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