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PureBytes Links
Trading Reference Links
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Thanks John,
I enjoyed that one.
So Tomasz beat me to the prize again.
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "john_dxd_smith"
<john_dxd_smith@xxx> wrote:
>
>
> http://finance.groups.yahoo.com/group/amibroker/message/64408
>
> --- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@> 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@
> >
> > 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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