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Herma, thanks for all your work going back to the paper on AddToComposites.
How about a poll on automated orders. From the traffic on the forum it looks like you are pushing the frontiers and are probably testing automated orders with Interactive Brokers.
Best regards
JOE
----- Original Message -----
From: Herman van den Bergen
To: amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, September 14, 2004 4:54 PM
Subject: RE: [amibroker] New poll for amibroker
the poll creator is named on the poll page for everybody to see. In this
case it is me Ara :-)
Do not worry about any more polls from me :-) i have had my fill of writing
polls.
btw, anyvbody can conduct a poll and it is one under-utilized way to collect
some interesting facts about amibroker users. I will post the results when
the poll is closed so that non-participating users can see the results.
best regards,
herman
-----Original Message-----
From: Ara Kaloustian [mailto:ara1@xxxxxxxxxx]
Sent: Tuesday, September 14, 2004 5:30 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] New poll for amibroker
Who is generating / creating these polls?
----- Original Message -----
From: <amibroker@xxxxxxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Tuesday, September 14, 2004 1:27 PM
Subject: [amibroker] New poll for amibroker
>
>
> 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!
>
>
>
>
>
>
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
>
>
>
>
>
>
>
Check AmiBroker web page at:
http://www.amibroker.com/
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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