|
PureBytes Links
Trading Reference Links
|
Peter,
Why do you set your Initial Equity to a very large number? As long as you
set PositionSize=xxx, that's all you need to do, right? In Settings, you should
set it to the same amount as your positionsize statement. It is my understanding
that, when you do NOT use position size statements and allow compounding (or use
PositionSize=-100), the calculations of % return, annual % return, max dd %, and
any other calculation involving % is correct. When you use position sizing
(other than -100), then any calculation involving % is not correct,
since these calculations are based on total equity. Am I right?
Al Venosa
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Peter
Kuskopf
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, August 01, 2003 1:31
AM
Subject: Re: [amibroker] I need help for
equity line...
My method for testing a system for the first time
is to set the Initial Equity to a very large number in the settings, then use
PositionSize = XXX in the AFL. Then, every trade uses XXX dollars for its
position size. This gives accurate results for av win / av loss and winning
trade percentage, but the overall profit is meaningless.
When I have optimized or tweaked the system to
get good expectancy, then I set realistic equity and position sizing to
evaluate equity performance and overall profit, etc.
Peter K
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Luca
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, August 01, 2003 1:01
AM
Subject: [amibroker] I need help for
equity line...
I would like that the bought amount in test phase to be
always the itself one. I explain to myself. If the Initial Equity is
fixed to 10000 point, I would like that for every operation they were
used 10000 points and not increased or lessen of the points lost or
earned previously.Can someone help me .. Thank in advance and
sorry for my bad english..Send BUG REPORTS to
bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page:
<A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
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 the Yahoo! Terms of Service.
|