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PureBytes Links
Trading Reference Links
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Hello Mike,
I missed the link ...w_report. Excellent.
Search engines are difficult to use for acronym when you have no idea
of the meaning. With the full name it's quite easy.
I followed the post concerning Howard's book, but I'am struggling with
AB for the moment. I'll buy it probably one day.
Thank you and have a good week-end.
Regards
--- In amibroker@xxxxxxxxxxxxxxx, "Mike" <sfclimbers@xxx> wrote:
>
> 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@> 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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