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I haven't voted on any of this, nor do I intend to, other than to say
my piece here. I consider the finishing/improving of the back tester
to be a matter of the highest priority. So high is this for me that
I may well decide to wait to upgrade again until this is
accomplished. All the things AB can already do, and will be able to
do in the future, are great. But, they lose a measure of their
greatness when multiple security back tests of these great things are
not 100 percent reliable.
Specifically:
When I see an "overall results" report on a multiple security back
test, I want to see the true max sys DD, or any other DD figure, not
the single worst case for one individual issue, as is now the case. I
don't want to have to run an equity curve to find it either,
especially since the equity curve does not work properly if there are
non-matching trade dates in the multiple securities being back
tested. AFAIC, we do not have a finished, accurate,
multiple-security back tester until these issues are fixed. We do
have a pretty darn good back tester, and especially when it involves
a single security. But we know there are problems in the multiple
security realm. Why keep plunging ahead without fixing them?
It's sure not my program, but if it was, I'd want to take care of
these things before very long.
Best,
Yuki
mailto:yukitaga@xxxxxxxxxxxxx
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