RE: [amibroker] Re: Robustness Criteria, Condensed 1-5. was Robustness, Post #1

["Dave Merrill" <dmerrill@xxxxxxx>]

<SPAN 
class=102180318-03112003>they're all coming, we've been told, so keep your shirt 
on (;-),,
<SPAN 
class=102180318-03112003> 
<SPAN 
class=102180318-03112003>dave
<SPAN 
class=102180318-03112003> 
<BLOCKQUOTE 
>Mark,Can 
  you a few more words behind #4 & 5 ?--- In 
  amibroker@xxxxxxxxxxxxxxx, "quanttrader714" <quanttrader714@xxxx> 
  wrote:> Robustness Criteria, Condensed 1-5.> > 1. Test on 
  small, mid & large cap stocks in bull, bear & sideways> 
  markets.  > 2. Evaluate performance on top 20% most actively 
  traded small, mid &> large cap stocks.> 3. Graph and 
  evaluate system performance consistency (%profit/trade> and % 
  profit/bar) on select stocks.> 4. Perform simulation to estimate 
  probability of profit in 10 trades> (for select stocks).> 5. 
  Perform simulation to estimate future drawdown (for select 
stocks).






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