|
PureBytes Links
Trading Reference Links
|
UM,
Personally I don't like arbitrarilly throwing away trades based on
what your suggesting there i.e. moves of +/- 20%. There are no ways
I know to avoid future price spikes because of news events or
whatever in real life so IMHO they best be dealt with in trading
systems as well. However to answer your question, that statement had
no effect in most of the systems I use until I reduced the numbers
down to +/- 4.x% at which point it started to have negative effects.
--- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> Hi,
>
> in the group "amibroker-ts" I've posted IMHO a very
> important finding on how to correctly backtest a system.
> I would like to ask people if they could apply the one line
> AFL code on their trading systems and report if the
> performance of their trading system significantly changes.
>
> I also would ask what others think whether such a procedure
> during backtesting should be applied or not.
>
> PS: there was a corrected version of the formula posted
>
> Thx
> UM
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get A Free Psychic Reading!
Your Online Answer To Life's Important Questions.
http://us.click.yahoo.com/cjB9SD/od7FAA/AG3JAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|