|
PureBytes Links
Trading Reference Links
|
no takers on this one ? Am I the only one pondering on this - or is
the answer simple and self evident?
regards
--- In amibroker@xxxxxxxxxxxxxxx, "tiedemj" <home@xxx> wrote:
>
> Ultimately, a high CAR will give the best results overall - but
when
> constructiong trade systems using many symbols/stocks - RAR is
also
> very valuable. However, picking optimization values around an
> extremely high RAR might lead to curve fitting (this situation
will
> never come around again, as this RAR might be based on a very low
> number of trades). So what result metrics are in your view the
best
> to pick optimization values on in this situation. Some
suggestions:
>
> - RAR
> - Avg Profit/Loss%
> - Recovery Factor
> - Profit Factor
> - Payoff Ratio
>
> Or one could calculate a meassurement like:
>
> - RAR * CAR
>
> But would be interested if somebody else has grabbled with this -
> and come to some conclusions...
>
> Best regards
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|