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Hi chuck,
if you were responding to my post the system is far from the other
system presented,
I actually came across it will trying to write a sharp ratio.
The results seemed o.k. in the backtester.
The results i posted are the results after exporting an exploration.
These were ranked by buy date to the sell dates into 10 groups of
the highest ranking in excel.
e.g. group 1 tickers were the highest ranked with no overlapping buy
to sell dates, to group 10 which contained the tenth ranked
tickers.
The 10 groups are in there own individual sheet.
These sheets then are arranged as a ticker format.
The buy prices are in the open column and the sell prices are as the
close column.
The ticker names column,(since these are multiple tickers) are
converted to a single ticker name.
These are saved as ticker names xxxx1, xxxx2, xxxx3, a different
value for each different sheet(ticker).
This is all automated from importing the data into excel and saving
each artificial ticker.
I import these artificial tickers into ami and run a backtest, the
back test can only be
buy=o;
sell=c;
and no delays for the open or close, the delays are in the original
exploration data that was placed in excel.
So now i have the compounded results from multiple tickers of an
actual tradable system, due to the ranking system.
Of coarse the results would not be true due to not being able to
place this amount of capital in each trade.
Peter.
--- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
<chuck_rademacher@x> wrote:
> Like a lot of people on this board, I spent some time looking at
this
> particular post in an effort to help someone with a problem.
>
> Also, like a lot of others, I found that the system (as presented)
lost
> money no matter which stocks I tested it on.
>
> Then... we get a message that the system (as presented) was
only "similar"
> to the one with the problem.
>
> It's one thing to not divulge a good system to the group and
another to let
> us waste our time debugging a non-existent system.
>
> The original post did say it was "similar", so I'll confess to
reading too
> much into it.
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