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RE: [amibroker] On Robustness, Post #1 -- efficient mechanics



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mark, a couple questions about how you actually implement test #1. other
folks' ideas on efficient ways to do these things much appreciated too.

- do you test the NAZ and S&P 100s separately, or as a combined collection?
in the spirit of not wanting one group to carry the other, I'd guess
separately.

- do you run the two sets of stocks separately through each of the 3 time
periods manually, or do you have a script to automate some of it?

- how do you figure out the fraction of stocks that were profitable, since
the portfolio tester doesn't currently break results down by stock? or
haven't portfolio-based strategies come up for this kind of research yet for
you?

dave


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