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Re: Re :portfolio [amibroker]



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ok, thanks. At first I read it in Outlook Express. 
I still can not save it from the web for some reason (I just see the 
Statistics page). I will have a look at it later because I have to leave now for 
a few hours. 
 
But I think the problem is that the link looks for 
the page on your computer. It looks inside c:/Amibroker450bcopy/Reports.... 
etc   So that might be the reason it works for you and not for me. If 
the complete html file would be attached as a whole that might 
help,
 
rgds, Ed
 
<BLOCKQUOTE 
>
  ----- Original Message ----- 
  <DIV 
  >From: 
  DIMITRIS 
  TSOKAKIS 
  To: <A title=amibroker@xxxxxxxxxxxxxxx 
  href="">amibroker@xxxxxxxxxxxxxxx 
  Sent: Friday, March 19, 2004 10:46 
  AM
  Subject: [amibroker] Re: The SHARPE ratio 
  in the Nikkei2003 timer
  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 <A 
  href="">amibroker@xxxxxxxxxxxxxxx, "ed" 
  <ed2000nl@x...> 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> 
  > > >   Send BUG REPORTS to 
  bugs@xxxx>   Send SUGGESTIONS to 
  suggest@xxxx>   
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