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--- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@xxx> wrote:
>
> At least you now realise it is not impossible to do it without CBT. Once you start thinking and working on your own solution, you will find that things like incorrect number of trades can also be fixed. I hope you will also realise that the solution lies within the user, and and not necessarily with Tomasz.
>
> I believe this is also Tomasz's point.
>
>
Yes, but for me it is more a matter of finding a more efficient way to accomplish a task than discovering 20 smart tricks to get the job dome with a particular software.
For example, surfing inside the R web site I discovered (among a million of other things) a specialized package on portfolio testing:
http://cran.r-project.org/web/packages/portfolio/index.html
so I'm thinking if it's not better to just export the list of trades from Amibroker and then run all the portfolio analysis elsewhere.
PS: I've never obliged anyone to do anything, and it's not my intention to start with TJ :).
But I really feel he ? sooner or later ? will have to face this matter, not because Angelo is insisting?. but because others are already there.
For example, a friend pointed at me how simple was to accomplixh what I was asking in the old WL4:
http://wl4.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=54080
Well, I guess that IF someday we'll have something very basic like this, Brian and other will have my full support in asking for some more, like an (optional) mean-covariance model that ? analysing single systems results ? would calculate the optimal F that (IF the future will be not too different from the past... a big IF ...) should maximise portfolio equity (or minimize DD?. or whatever one likes?).
Thanks again,
Angelo.
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