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Naw... I'll stop mine and wait for yours.
p
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> Cool!
>
> Why don't I just stop what I'm doing and you send me yours when you're
> finished?
>
> d
>
> -----Original Message-----
> From: phsst [mailto:phsst@x...]
> Sent: Saturday, April 12, 2003 11:45 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: System Testing & Evaluation Portfolios was
> Trailing Stops ?
>
>
> d.
>
> I'm working on the same approach, using the .csv file as the input
> file 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��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��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��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@x...]
> > 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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> >
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> >
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