|
PureBytes Links
Trading Reference Links
|
Nobody's taken a stab at interpreting the pics I posted in the example
folder of the photo section, so here goes... This is a good system
paired with a bad issue... it's my benchmark system (w/commission
setting of 1%) which is robust but it certainly doesn't trade
everything well, lol. Proof positive from this stock! Looking at pic
1 (% profit/trade), winners look fairly consistent but losers are not
and are nasty on top of it. Pic 2 gives the opposite view (losers
look more consistent than winners) which is why criterion 3 requires
that both be consistent. In this case, the likely culprit of the
disagreement (you'd have to actually dig into the trades to be sure)
is the system couldn't get out of the losing trades this stock threw
at it quickly enough. Even so, the probability of profit after 10
trades is not bad (pics 3 & 4) although I'd feel much more comfortable
with 90%-95% as opposed to 80% (any questions on reading these?). The
potential drawdowns are *awful* (pics 5 & 6). For example, 80%
likelihood of drawdowns 30% or greater, 50% likelihood of drawdowns
40+% or greater, and 10% likelihood of drawdowns 70% or greater.
Egad!!!!!!
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Rent DVDs Online - Over 14,500 titles.
No Late Fees & Free Shipping.
Try Netflix for FREE!
http://us.click.yahoo.com/xlw.sC/XP.FAA/3jkFAA/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/
|