[amibroker] currency determining metric output?

[Yuki Taga <yukitaga@xxxxxxxxxxxxx>]

I know what good system metrics look like of course, and it's pretty
easy for me to rather quickly size up a backtest and determine if
it's something worth trading.

Some time ago, TJ explained that the reason I get huge standard error
numbers on the backtests (six digits or more) is because I use yen,
not dollars.  (Exactly why this makes a difference, I don't know, but
apparently it does.)

Some AB versions ago, I think the K-Ratio calculation was modified
(not completely sure when or if), and recently I can't get a K-Ratio
number larger than about 0.3xxx.

This is true on systems that win 2 out of 3, have CAR/MDD of > 15:1,
Sharpe Ratios in the 4 to 6 range, and every other metric available
making you smile.  Quite simply, all the metrics are great, except
Standard Error and K-Ratio.  Are these both now just the result of
using yen?  If so, can I look forward to some future version in which
currency would not affect those metrics?

Yuki


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