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ed,
Reading the message from the web,Right click on "Formula" [etc], save
as...
It works for me.
I posted the text and the amibroker report HTML as attachement.
If there is another way, please advise.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "ed" <ed2000nl@xxxx> wrote:
> 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
> ----- Original Message -----
> From: DIMITRIS TSOKAKIS
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, March 19, 2004 10:17 AM
> Subject: [amibroker] Re: The SHARPE ratio in the Nikkei2003 timer
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> 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.
> >
> > Yuki
>
>
>
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