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Re: [amibroker] Backtesting and statistics



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On Mon, 3 Nov 2003 23:03:18 +0100, in Amibroker you wrote:

> Tomas, for some values the formula IMHO gives bogus results.

For example?

Regards, Thomas

> Instead I would suggest to use the following:
>
> pWinRate = (NbrOfWinTrades + NbrOfEvenTrades / 2) / NbrOfTotalTrades
>
> Of course the inverse is the pLossRate = 1 - pWinRate
> The result is between 0..1 (multiply by 100 to get percent result).
>
> UM
-- 
Thomas Ludwig
PGP key (RSA) available on request.
Fingerprint: 4356 55FF 3412 277A  9741 1CFA B9A6 7B90


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