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On Mon, 11 Jun 2001 15:39:21 -0400, you wrote:
>- 60% or higher
>- 1 to 1 or higher...
...
>the rest of the stats will come from the 60% and 1 to 1...
More general, the "rules" above come down to "which criterions to use
to select a system", e.g. in a goal function during system
optimization
Over the last years, I ended up with the following:
- number of trades/year
- profit
- number of winning / number of loosing trades
- win/ loss ratio
- max win
- in rate
- tail volume of the loss distribution
All these criterios (weighted over time and condensed to one
criterion) turned out to be necessary for me, to select a system which
is profitable _and_ is comfortable for me.
mfg rudolf stricker
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