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[amibroker] Re: Poll results for amibroker & versatility - Yuki



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>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.

Yuki,

A question for you regarding what you consider important in reporting
DD's.

Do you want to see DD figures as measured cumulative worst case
intra-trade, or would you prefer DD's measured as cumulative losses
taken on chronologically ordered closed out trades?

Phsst

--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> 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@x...


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