|
PureBytes Links
Trading Reference Links
|
:In general, I have found profit factor to be the best, albeit lacking,
proxy as far as the :canned number from TS. Trade frequency is penalized by
the commission ($100 / :trade) that I use for backtesting.
How about ROA? Anybody besides me uses Return on Account? It is the
NetProfit divided by acount size required (which includes drawdown per
contract and marginper contract). Any opinions?
Anyone else use Portfolio Maximizer? What should one look for inside it as a
standard to measure systems by?
ZooKeeper
*************************************************************
Looking for a monkey to pull the trigger on my trades.
*************************************************************
|