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Arthur
Avg win/loss would be the dollar ratio of returns per trade (count the
dollars)
Avg trade win/loss would be the number of wins/loss trades ratio (count the
wins/losses)
Or vice versa
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: Arthur Sawilejskij [mailto:arthur@xxxxxxxxxxxxxxx]
Sent: Friday, 19 September 2003 7:48 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] interpreting AA test results
I've been running a set of intraday scripts and getting the results and I'm
having trouble understanding them and knowing what to look for.
For example, some have a higher Ratio avg win/avg loss: but a lower Avg.
trade (win & loss): - and vica versa.
I seem to be having a mental block in discerning the difference and what
figures I should be looking at to make decisions about what gives me the
best trading signals.
If anyone can give me a simple explanation or point me to a web page that
deals with this issue it would be greatly appreciated.
Arthur
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