|
PureBytes Links
Trading Reference Links
|
I saw this on the Holygrail board, so I am passing
it along to this board. Ron D
----- Original Message -----
From: <A
title=wjones5@xxxxxxxxxxxxxxx href="">Ward
Jones
To: <A title=holygrailsm@xxxxxxxxxxxxxxx
href="">holygrailsm@xxxxxxxxxxxxxxx
Sent: Monday, October 06, 2003 6:33 PM
Subject: [holygrailsm] Re: amibroker questions.
My friend DAve Johnson sent, to me, the following email that I am
incorporating here with a (his) request for information about
AmiBroker's backtesting capabilities. Any helpful responses will be
most appreciated. Thanks in advance. WardWard,If
you can, ask these knowledgeable people if there is a way in Amibroker to
simulate position sizing. The issue with backtesting is not generating
the trades, it's knowing which trades to take and how much money to put into
each one. Many trading systems suffer from a condition known as
clustering, where many of the trades happen in just a few days. These
systems look great statistically, but trade unprofitably because most of the
time you are not trading at all (no trades), and when you do get trades you
get too manyto take. So, what would really be helpful is if you can
specify equity positions in each trade, specify the limits of equity in all
positions (so it's realistic), and then define some "tie breaker"
ranking criteria if there are too many trades to determine which ones
you enter. Anything you can find out relative to these questions would
be helpful.Thanks,David
---Outgoing mail is certified Virus
Free.Checked by AVG anti-virus system (<A
href="">http://www.grisoft.com).Version: 6.0.522 /
Virus Database: 320 - Release Date: 9/30/2003
Yahoo! Groups Sponsor
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.
|