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Enter your vote today! A new poll has been created for the
amibroker group:
This poll will not collect or reveal
your identity. It aims to give us an
idea of what are realistic performance
targets in the design of Mechanical
trading systems. Please include only
your best Mechanical System (about 80%
Mech/20%Discr) system that has actually
been traded for at least 20 trades.
This topic has been posted on many
times before but questions are for
privacy reasons seldom answered,
perhaps this anonymous poll will gives
us a glimpse of what is possible. I
know this topic can be debated
(argued!) in many ways, but before
complaining on my choice of questions,
let us see what we can learn :-)
Please indicate your RAR (Risk
Adjusted Return % - Annual return %
divided by Exposure %) and your Maximum
System % Drawdown (The largest peak to
valley percentage decline experienced
in portfolio equity).
Thanks you for you participation!
herman
o RAR greater than 200%
o RAR between 100-200%
o RAR between 50-100%
o RAR less than 50%
o DrawDown less than 4%
o DrawDown less than 8%
o DrawDown less than 12%
o DrawDown less than 16%
o DrawDown less than 20%
o DrawDown greater than 20%
To vote, please visit the following web page:
http://groups.yahoo.com/group/amibroker/surveys?id=1400737
Note: Please do not reply to this message. Poll votes are
not collected via email. To vote, you must go to the Yahoo! Groups
web site listed above.
Thanks!
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