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Isn't
MS 8 marvellous?
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I have
what appears to be a great system, backtested across all 7,500 stocks, 2000 days
of data, producing excelling returns. The only problem is that I
can't tell if the system made all of its money in the first 1000 days or the
last 10 days. Of course, I can see an equity curve for each
stock. But I want to trade the system, not look at equity
curves for the next two months. I could also run the backtest over dozens
of different timeframes, but why?
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I've
raised this issue before with no reply, so I thought that I would try
again. IS THERE ANY WAY TO SEE A COMPOSITE EQUITY CURVE FOR ONE SET
OF PARAMETERS ACROSS ALL 7,500 STOCKS?
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<FONT face=Arial color=#0000ff
size=2>Alternatively, is there a way to generate a file containing each
trade? If so, I could take the trades into TradeSim, or something
similar, to see my longterm equity as well as get dozens of more sophisticated
reports.
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I look
forward to hearing from someone on this issue.
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