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PureBytes Links
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http://finance.groups.yahoo.com/group/amibroker/message/64408
--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx> wrote:
>
> I haven't cross referenced to AB's number.
>
> Klestner published that he made a mistake the first time around and
> after it was picked up by a trader (Mr B Fuchs) he changed the
> version in 2002.
>
> Based on that there are old versions floating around so that might be
> why you picked up some confusing references.
>
> I'm not sure about posting scanned pages - even four might be outside
> the guidelines.
>
> Send me a private email and I'll flick back some .tiffs
>
> brian.z123@xxx
>
> They are in the bag waiting for you.
>
> I'll post some slash notes so others who are interested don't miss
> out.
>
> BrianB2.
>
> --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> >
> > Thanks Brian, that would be great. I assume this matches what Tomasz
> > uses in AB, or at least will give similar relative results?
> >
> > --
> > Cheers
> > Graham
> > AB-Write >< Professional AFL Writing Service
> > Yes, I write AFL code to your requirements
> > http://www.aflwriting.com
> >
> >
> > On 08/03/07, brian.z123 <brian.z123@> wrote:
> > > Graham,
> > >
> > > I understand it was developed by Lars Klesner in 1996.
> > >
> > > He explains it in his book Quantatative Trading Strategies.
> > >
> > > Is that the one you are after?
> > >
> > > It is a four page explanation including a small simulation in
> Xcel.
> > >
> > > If so I will try to scan it or summarise it for you later today.
> > >
> > > At the least, if I just sent the Xcel setup (inclduing functions)
> would
> > > that help?
> > >
> > > BrianB2.
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@> wrote:
> > > >
> > > > has anyone got a description in plain english to calculate the
> k-ratio
> > > > I have done a search of yahoo emails and the web and found
> various
> > > > definitions and an afl that was written, but it does not give
> the same
> > > > results as the backtest
> > > > It seems this part of the help description has me totally
> baffled
> > > > "square root of sum of squared deviations of bar number "
> > > > Can anyone help and explain what this means?
> > > > and this part "square root of number of bars" does this mean
> that if
> > > > 700 bars were oin the baccktest this is simply Sqrt(700)?
> > > > --
> > > > Cheers
> > > > Graham
> > > > AB-Write >< Professional AFL Writing Service
> > > > Yes, I write AFL code to your requirements
> > > > http://www.aflwriting.com
> > > >
> > >
> > >
> > >
> > >
> > >
> > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> > > http://www.amibroker.com/devlog/
> > >
> > > For other support material please check also:
> > > http://www.amibroker.com/support.html
> > >
> > > Yahoo! Groups Links
> > >
> > >
> > >
> > >
> >
>
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