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RE: [EquisMetaStock Group] Which is Better?



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<span
>Bodaire<font
size=2 color=navy face=Arial>, ajay

 

I presume the figures listed are after
commissions and by MM you mean Mark-to-market losses or drawdowns
as they are popularly known. I think its obvious that
system c has the best post commission figures. A higher profit /day figure is
preferable over a higher profit/trade figure. 

 

However you should also rank for maximum
and average drawdowns as this determines <span
class=GramE>the  robustness
of a system, not to mention your own comfort levels. 

 



Regards,<font
color=navy>

Vignesh Eswar<font
color=navy>

Trade Well. Trade Wise.



<span
>-----Original Message-----
From: Bodaire [mailto:bodaire88@xxxxxxxxxx<span
class=GramE>] 
Sent<span
>: 28 July 2004 01:10
To: equismetastock@xxxxxxxxxxxxxxx
Subject: Re: [EquisMetaStock
Group] Which is Better?

<span
> 

<span
>The figures were just given as an exercise,
Ajay.  I get results in proportion to those figures with 25 year
backtesting.  But that's not important. 

<span
>Which is better, the #W/#L, the bigger %profit/trade,
the bigger %profit/day. 

<span
>Or what? 

<span
>Bodaire 
------------ 

<span
>Ajay Joglekar wrote: 



<span
> <span
>Two things here: 
1.What is
the time frame over which u tested this? 

<span
>Test the systems over a longer range and see if u get
significantly 
different
results. 

<span
>2.Are the trades automated?I mean are you trading with
no manual 
interference
or do u take signals and then put order to the broker 
urself using
ur phone or using a mouse click? 

<span
>Here if u are trading manually(as against automated)
then number of 
trades would
be a major factor.I like to have the least effort with 
max output
:) 
  
  

<span
>-Ajay 
  
  
  

<span
>----- Original Message ----- 
From: Bodaire
<bodaire88@xxxxxxxxxx> 
Date: Tue,
27 Jul 2004 01:22:50 -0400 
Subject:
[EquisMetaStock Group] Which is Better? 
To:
EquisMetaStock <equismetastock@xxxxxxxxxxxxxxx>, MetastockUsers

<metastockusers@xxxxxxxxxxxxxxx>


<span
>I've been thinking about this question and I can't

decide which
is better.  The figures are for 1.00 
Lots per
trade with no MM.  I don't know which 
would give
better results with MM.  Here are some 
sample
figures for A, B and C: 

<span
>%Profit         
A) 48     B) 65    C) 80 
#Trades        
A) 12     B) 18    C) 25 
#W/#L         
A) 1.87  B) 1.98  C) 2.79 
%Prof/Trade
A) 4.00  B) 3.51  C) 3.21 
%Prof/Day   
A) 1.49  B) 2.01  C) 2.50 

<span
>What's more important in the long run? Making more

money per
trading day (1 week=5days)?  Making more 
money per
trade with less trades?  The better W/L 
ratio? 
Something else? 

<span
>Bodaire 
-----------



<span
>












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