|
PureBytes Links
Trading Reference Links
|
hi,
I was interested in your report to have a look at
commisions and other settings you use. But the attached html file only shows the
"Statistics". If I click on "Settings" or "Formula" it does not show it. I'm not
sure how you saved this file. It should be able to show it (or am I doing
something wrong?)
rgds, Ed
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
DIMITRIS
TSOKAKIS
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Friday, March 19, 2004 10:17
AM
Subject: [amibroker] Re: The SHARPE ratio
in the Nikkei2003 timer
--- In <A
href="">amibroker@xxxxxxxxxxxxxxx, Yuki
Taga <yukitaga@x...> wrote:> Hi
Dimitris,> > Friday, March 19, 2004, 5:14:45 PM, you
wrote:> > DT> Yuki,> DT> As you see, the Sharpe
Ratio is much better for the Long> DT> side and this is the
reason for the final> DT>
2.27 .
> DT>
All trades Long
trades Short trades> DT> Sharpe
Ratio of trades
2.27
5.99
0.73> DT>
K-Ratio
0.64
0.76
0.02> DT> The All trades result is not a safe criterion for the
situation.> DT> Dimitris Tsokakis> > I'm not
surprised, DT. We just saw the last short get burned, and the long
that followed it is doing just fine. Yuki,I think you are
not using the right code, we are LONG since Feb6, 2004. Look in the above
message the Formula[right click, save as...] or the most recent formula in
your private mail. The harmonics[25-56]is the optimal solution since
Oct27, 2003[Inspection Point 7], continuously till now>Of course,
it's a very> short track record for this timing model. Maybe in a
couple more> years the numbers won't be *that* far apart. But I'm
sure longs will> continue to hold an advantage.> >
YukiSend BUG REPORTS to bugs@xxxxxxxxxxxxxSend
SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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
Yahoo! Groups Sponsor
ADVERTISEMENT
Yahoo! Groups Links
To visit your group on the web, go to:http://groups.yahoo.com/group/amibroker/
To unsubscribe from this group, send an email to:amibroker-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|