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> I wasn't asking for a hint ... I was trying to give you one ...<
I know what you were doing. And I notice that you ignored my
suggestion to think hard about it.
FWIW... I don't deal very well with people who prefer to dictate
rather than collaborate. If you doubt that I can calculate portfolio
results without your tool then you need to ignore my posts. I've
shared my method with three of the sharpest people on this forum, and
after discussion, there have been no disagreements with my method.
That doesn't mean that I think your approach is wrong. Tomasz quoted a
passage recently to the effect that there is more than one road to
Rome. I'll give you the respect you deserve for your effort. Just
don't get in my face when you don't understand how I approach a problem.
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> I wasn't asking for a hint ... I was trying to give you one ...
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > > But I don't know how you tell anything running "portfolios" of
> > stocks or mf's through AB without an extra tool ... hint, hint.<
> >
> > Then you haven't figured all the angles... think hard about it.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > > But I don't know how you tell anything running "portfolios" of
> stocks
> > > or mf's through AB without an extra tool ... hint, hint.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > > > Fred got my curiosity up. I've never been inclined to backtest
> > > against
> > > > Mutual Funds before... so I did a HeadsUp test against my
> Mutual
> > > Fund
> > > > Database. Same backtest period as the stock backtest.
> > > >
> > > > Results:
> > > >
> > > > LONG
> > > > First Trade Jan 2 2003
> > > > Last Trade Jun 5 2003
> > > > Days in Test 154
> > > >
> > > > Trades
> > > 21,582
> > > > % Profitable 75.86%
> > > > Net P/L
> > > 2,276,658
> > > > Rate of Annual Return 21.79%
> > > >
> > > > Avg Profit / Winner
> 168
> > > > Avg Days Held - Winners
> > > 31
> > > > Avg Loss / Loser 90
> > > > Avg Days Held - Losers
> > > 31
> > > > Avg PositionSize 5,562
> > > > Avg Market Exposure
> 24,423,175
> > > > Max Market Exposure
> 58,055,140
> > > > Initial Equity 500,000
> > > > Lowest Account Value 499,768
> > > > Maximum Account Value 2,776,659
> > > > Ending Account Value 2,776,659
> > > > Max DD as a % of Account Value 1.94%
> > > >
> > > > Just FWIW.
> > > >
> > > > Phsst
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