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I think that this pole is a great idea, and I would be very
interested in the results. However, I'm a newbie and haven't used
any system long enough (at least 20 trades) to cast an honest vote.
Could you please make it possible for people to view the results
without voting. Thanks.
--- In amibroker@xxxxxxxxxxxxxxx, amibroker@xxxxxxxxxxxxxxx wrote:
>
> 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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