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Hi Fred,
thanks for the analysis,
I'll do the recomended test, and some more, too.
UM
----- Original Message -----
From: "Fred Tonetti" <ftonetti@xxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Thursday, May 01, 2003 4:26 AM
Subject: [amibroker] RE: UM_SysLog.zip
> UM,
>
> Initial evaluation of L1-S4 Equity Curve ...
>
> This system looks more like it ... Although the DD's are still high
> (16.5%) for my personal taste there are undoubtedly traders who can live
> with this and the flat to down periods in equity are significantly
> shorter. The equity curve although a little choppy is fairly close to a
> straight line on a log scale.
>
> I think if I were you I would take the same algorithms you are using and
> back test from mid '98 to this tests beginning date and see what your
> equity curve and dd's look like. The world was a different place pre
> 9/11 and different yet pre 3/2000. The longer the period of time you
> can back test on especially if it's out of sample the better. If your
> methodology flies from 98 forward then I think you are probably on the
> right track
>
> Fred
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