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Phsst,
If you have a way to do this I'm sure ALL would be interested so why
not bring it forward and explain it so all can benefit ? I could
care less if you use my tool. Some will want to some won't. I
posted it as a public service to fill what I and at least some others
considered to be a gap. You state you want to collaborate, so by all
means do so, I've already put my AFL on the table.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > 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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