|
PureBytes Links
Trading Reference Links
|
--- In amibroker@xxxxxxxxxxxxxxx, "Dave Merrill" <dmerrill@xxxx>
wrote:
> 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.
Separately, but this is only my lazy prescreen, not to mention that
one reason why I use it in the first place is I like to trade these
stocks. I probably shouldn't have mentioned it at all. The only test
I'd recommend is the full one (criterion #1). Most people on this
board could probably make up a better single basket pre-screen of
small, mid and large caps on their own than the ND100 & SP100. I've
been meaning to do so but haven't gotten around to it.
>
> - 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?
Manually.
> - how do you figure out the fraction of stocks that were profitable,
Sort and count, lol. Also see my post on criterion #2.
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?
Yes, they have, but let's take this one step at a time.
>
> dave
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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 http://docs.yahoo.com/info/terms/
|