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Hi,
If you are struggling with AB, that would perhaps be all the more
reason to get Howard's book ;) It is the only one, that I am aware
of, that has a heavy AB focus. All sample code (*lots of it*) is
provided in AB.
Mike
--- In amibroker@xxxxxxxxxxxxxxx, "reinsley" <reinsley@xxx> wrote:
>
> 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@> 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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