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Assuming that you have systems that are "comfortable"
to you in a trading sense, most argue that a valid measure of performance must
include an evaluation of both risk and reward. Some of the more common
formulations include Sharpe Ratio (included in backtest report) and Return
Retracement Ratio (Schwager's contribution). You should do a little
homework and learn about the strengths and weaknesses of each measure so that an
informed choice can be made. For example, Sharpe does
not differentiate between consecutive and "random" losses, etc.
Lookout for the "potholes" and choose accordingly.
Bill
----- Original Message -----
Sent: Saturday, March 24, 2007 2:25
PM
Subject: [amibroker] Your advices are very
helpful.
> Hi
frends,
>
> In backtest what are the most important thing we have
to look for.
>
> For example: Profit or winner and loser Percentage
or other thing?
>
> Also most strategies work with some shares
while it is not working with
> the other. What is your advice?
>
> Regards.
>
>
>
>
> Please note that
this group is for discussion between users only.
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__._,_.___
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
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