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PureBytes Links
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>From the user guide: http://www.amibroker.com/guide/w_report.html
A search engine will give you plenty of definitions for most of the
values.
Which to use is pretty much personal preference. But yeah, books will
help you make a more informed decision.
Howard's book covers the topic in Chapter 4 - Measuring Success
http://www.quantitativetradingsystems.com/
Similarly, his Las Vegas workshop, and again at NAAIM, covered the
topic.
His slides are available from the link provided in message #123929,
along with the conditions of using the slides, which is why I don't
simply include the link directly.
In those slides he suggests a few starting points that emphasize
smoothness of equity curve and take into consideration drawdown.
That should give you a good running start.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "reinsley" <reinsley@xxx> wrote:
>
>
> Thank you Paul.
>
> Hovering the mouse in the report gives the full name.
> A good start for next research.
>
> Regards
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paultsho@> wrote:
> >
> > You will find the meanings of all the acronym in the help file,
look up
> > backtester report.
> >
> >
> > _____
> >
> > From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
> On Behalf
> > Of reinsley
> > Sent: Thursday, 15 May 2008 7:25 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] meaning of acronym
> >
> >
> >
> > Hi,
> >
> > Where can I find the meaning of acronym such as RAR/MDD,
CAR/MDD...
> > the things related to backtester and WFO ?
> > Some are easy to catch but some are chinese.
> > I found the AB metrics in Porfolio Backtester Interface
Reference, but
> > no details.
> >
> > To go further, does it exist a web place to investigate some
basic of
> > the metrics ?
> > To understand why should I use fitness car/mdd, I guess I have to
buy
> > books.
> >
> > Thank you.
> >
> > Regards
> >
>
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