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Gilles,
That's not a bad idea. Judgement of "goodness", and the objective functions used to make this decision are certainly dealer's choice. Actually, people have been good at posting performance numbers, and it just depends on who's posting as to what is important to them.
I tend to like MAR because it's straightforward and easy to calculate on the fly (CAR/MaxDD). Fred and others have indicated MAR >2 should be the minimum threshold, but clearly shooting for a higher MAR is the goal : )
Kind Regards,
Gary
gillesdeprez <gillesdeprez@xxxxxxxxx> wrote:
Good day all!Just a question, if it's stupid, hit "delete"!Couldn't we determine for our backtests what the physicians call "Normal Conditions of Pressure and Temperature" ? I mean a basket of stocks, always the same (ex: the S&P 400 on Nov 24), predertermined settings of the backtester - both old and new-, and so on...This would allow us to easily compare our systems- doesn't mean we have to disclose them if we don't want to- and would probably be helpful to the silent majority - we're 1597 in this group- who could compare his results with those of the regular posters...If I'masking this, it's because I would like this to be decided by more experienced people than I am, I'm sure you guys could easily determine a standart set of conditions...Again, it doesn't mean we must limit our backtests to this standart, but we would
speak the same language...Any thoughts?Have a nice day,Friendly,GillesSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend 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 the Yahoo! Terms of Service.
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