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Herman,
My results for the period 1/2000 till now [with your settings] give
total net profit -79%.
The exposure for this period is 81%.
How did you come to exposure 8.71% ? It is not normal for this
trading system.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> Ed/DT, the QQQ (all quotations) gives me about 500%, why? See
reports
> attached.
>
> --------------------------------------------------------------------
--------
> ----
>
> Net Profit % 500.28 % 286.54 % 213.74 %
> Exposure % 8.71 % 4.28 % 4.43 %
>
> Settings:
> Initial Equity: 1000 Periodicity/Positions: Daily/Long Short
Commissions:
> 0.01 per share
>
>
> herman
>
> -----Original Message-----
> From: E Winters [mailto:e.winters1@x...]
> Sent: Tuesday, June 29, 2004 10:10 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Percent Profit Trailing Stop Question
> Importance: High
>
>
> On QQQ I get -79.45% profit, What issue(s) are you using over
what time
> period?
> Regards,
> Ed
> ----- Original Message -----
> From: Herman van den Bergen
> To: AmiBroker YahooGroups
> Sent: Tuesday, June 29, 2004 9:09 PM
> Subject: [amibroker] Percent Profit Trailing Stop Question
>
>
> Can somebody explain why this gives unreal profits?
>
> // In AA settings Use percent profit trailing stop of 10%
> // Trade Long and Short at the Open
> SetOption("ActivateStopsImmediately",True);
> SetTradeDelays(1,1,1,1);
> Buy=Cross( MACD(), Signal() );
> Sell = Cross( Signal(), MACD() );
> Short = Sell;
> Cover = Buy;
> Plot(Equity(1),"Equity",1,1);
>
> TIA,
> herman.
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