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Hit ratio is important from a psychological point of view. If your
system is getting 2/3, 3/4, 4/5 winners this is positive from that
perspective. However it's not exactly THAT simple is it ? If on
average the 1/3 losses are overwhelming the 2/3 wins, you still have
a problem.
--- In amibroker@xxxxxxxxxxxxxxx, uenal.mutlu@xxxx wrote:
> BTW, reducing (atomicing) any system development, and also
> the backtesting, to this absolute main goal (predict the next day
> as up or down) makes IMHO everything much simpler and also
> more reliable. Ie. the quality of any system should be measured
> in how its "hit ratio" on average is, based on daily data of the
past.
> Not less and not more is required to develop a good system.
> One should concentrate all efforts on this single issue only, ie.
> trying to achieve the highest possible hit ratio on average.
> Isn't it?
> UM
>
>
>
> ----- Original Message -----
> From: <uenal.mutlu@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, April 30, 2003 11:54 AM
> Subject: [amibroker] Systems for indices
>
>
> > Hi,
> > I'm looking for systems which can predict on a daily basis
> > whether a specific index will rise or fall the next day.
> > It would be good if the hit ratio were >= 57 % on average
> > for past data.
> >
> > For example for any of the following indices:
> > Nasdaq composite (^IXIC)
> > Nasdaq100 (^NDX)
> > Standard&Poors500 (^SPX)
> > Dow Jones Industrial (^DJI)
> > or for any other index (fe. ^SOXX, ^BTK, ^XAU ...)
> >
> > Thx,
> > UM
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