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Hello,
I expressed it several times that flame wars of any kind will
not be tolerated here.
As written in Group FAQ: <A
href="">http://www.egroups.com/files/amibroker/groupfaq.html
What are the guidelines for
posting?
Subscribers that do not use standard list
etiquette may be removed from the list if a subscriber vote indicates that
this is what the list wants
So if I receive 5 more complaints about Pal or anyone else I
may be forced to remove given person, or
switch him/her into "moderated" status.
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Gary
A. Serkhoshian
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, November 04, 2003 2:53
PM
Subject: [amibroker] STOP THE FLAME WARS
NOW !!!!
The e-mail below is nothing more than inflamatory, and Pal you are smart
enough to know that.
TJ, you have got to step in or assign someone this duty NOW or else this
board will degenerate into the patheticly useless TradeStation
list.
Respectfully,
Garypalsanand <<A
href="">palsanand@xxxxxxxxx>
wrote:
<BLOCKQUOTE class=replbq
>Hi
Mark,You are magnanimous and indomitable. You are like my big
brother, so is Steve. You both have superegos and it is
unfortunate that you both could not reconcile your differences
yet. I am the loser and I suspect so are others. You must
measure what you might gain by what you might lose...rgds,
Pal--- In amibroker@xxxxxxxxxxxxxxx, "quanttrader714"
<quanttrader714@xxxx> wrote:> It's late and I've had too
much scotch, so one very quick example> which I'll explain the basics
of but would like to have someone else> please take a stab at
interpreting.> > To recap the Robustness Criteria, Condensed
Version 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).> > For this example I picked
a stock, any stock. I think everyone gets> what I mean by
criteria 1 and 2 (whether they agree or not), correct> me if I'm
wrong. I've posted the output of criteria 3-5 in the> example
folder in the photos section. Criterion 3 output is photos
1> and 2, criterion 4 output is photos 3 and 4, and criterion 5
output is> photos 5 and 6. I think the criterion 3 graphs
are self explanatory.> On criterion 4, forget how it's
calculated for now. It estimates the> probability of profit
(and how much) at the end of 10 trades. Unit of> measure is
% of starting equity. Looking at the histogram, the> highest
bin (the mode of the distribution) is 19.16 -- 29.63 which> means
approx 15.5% of the time (y axis) the profit at the end of 10> trades
fell in this bin, between 19.16% and 29.63% of initial
equity.> The cumulative distribution graph is the histogram
in cumulative > form and shows the likelihood that a result falls
below the value on> the x axis. For example, 20% of the
simulations (of the sum of 10> trades) lost money so you can
*estimate* there's an 80% chance you'll> be profitable after 10
trades with this. Same unit of measure for max> dd and
those graphs are read the same way. P.S. Each simulation was>
1000 runs, so the graphs of criterion 3 show one actual pass through>
the data by AB, while the others depict the collective results of
1000> simulated runs (and include my adjustment
factor).Send BUG REPORTS to
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