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Lionel,
My own personal "feelings" about this is that back tests are always a
good idea and that technical tools and "feelings" don't usually mix
well as they are likely to be at odds with each other and as human
beings we are likely to use the wrong one at the wrong time.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, "Lionel Issen" <lissen@xxxx> wrote:
> 10% was suggested by Curtis Dahl when he published his book back
around
> 1960, and Nicholas Darvas used 10% stops. At that time, before the
> days of the PC, markets were much less volatile and the trader had
more
> time to make a decision. More recently some people have told me
numbers
> between 3% and 5%.
> My own feeling is that if any of your stocks are down 10% sell
them, or
> if you can't bear to give a sell order put in stop-loss orders.
>
> I don't think that you need to do a formal back test to verify this
>
> Lionel
>
>
>
> -----Original Message-----
> From: Dave Merrill [mailto:dmerrill@x...]
> Sent: Friday, August 29, 2003 10:19 AM
> To: AmiBroker
> Subject: [amibroker] detecting "basket" performance in a backtest
>
>
> when using an overall market timing signal plus some strategy to
pick
> specific stocks, someone on another list proposed that if the
overall
> performance of all stocks purchased at that time dropped by some
amount
> (10%
> say), the whole basket should be dumped. the theory is that the
overall
> market signal was "wrong".
>
> is there any way to backtest this kind of behavior in AB? how can I
> access
> the value of all stocks currently held?
>
> thanks,
>
> Dave Merrill
>
>
>
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