|
PureBytes Links
Trading Reference Links
|
It's Cumulative Annual Return.
My intention was not to explain the numbers with my system,
rather than to find out how others are doing :-)
Are you doing well with your systems?
--- In amibroker@xxxxxxxxxxxxxxx, millowena@xxx wrote:
>
> Is that 110% average PA or total?
>
> Millowena
>
> On Mon, 17 Apr 2006 13:48:03 -0000 "Fred" <ftonetti@xxx>
> writes:
> > Are the numbers you posted in sample or out of sample ?
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "intermilan04" <intermilan04@>
> >
> > wrote:
> > >
> > > I know it depends on what you want personally for risk/reward, but
> >
> > I'm
> > > curious as to what other people's systems (developed in Amibroker)
> >
> > are
> > > performing like. You don't have to share your code or the idea
> > behind
> > > your system (unless you want to), but I'm curious.
> > >
> > > Over the last 10 years, say, what is your annual profit %, max
> > > drawdown, % winning trades, etc.?
> > >
> > > I have a long system that has returned around 110% since 1996.
> > Its
> > > winning % is 47%, and the system drawdown is 28%. It is a
> > > reversal-based, swing-daytrade system.
> > >
> >
> >
> >
> >
> >
> >
> > 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
> >
> >
> >
> >
> >
> >
> >
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
GFT Forex Trading Accounts As low as $250 with up to 400:1 Leverage. Free Demo.
http://us.click.yahoo.com/lpv1TA/jlQNAA/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/
|