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Hello Volker,
Of the systems I've tested thus far, none have gone from positive to
negative. A couple have matched almost exactly on some markets. The one
performance figure that has varied the least is the draw down number. It's
the same or very close in almost every circumstance. It's the gross and net
profit that has differed. I changed data providers because I wanted access
to Ratio Adjusted. I don't know if it's better yet. Now I have to figure
what changes I need to make to my systems so that I can test them on Ratio
Adjusted, they were designed on continuous. Any help or suggestions would be
greatly appreciated? Has anyone else made the switch to Ratio Adjusted from
Continuous, and what has been your experience? Thanks.
Best Regards,
Trey
-----Original Message-----
From: VK [mailto:vk@xxxxxxxxx]
Sent: Monday, January 27, 2003 3:37 AM
To: 'Leslie Walko'; 'Trey Johnson'
Cc: omega-list@xxxxxxxxxx; realtraders@xxxxxxxxxxxxxxx
Subject: AW: Roll over methods
Hi.
I am always a bit suspicious if results change because of the roll over
method. Especially if they go from positive into negative. I came to the
conclusion that RatioAdjusted data seems to be the most realistic data
to use. What do you think?
Any way, the best thing would be to be able to use the REAL contracts.
Regards.
Volker Knapp
Wealth-Lab Inc.
www.wealth-lab.de
www.wealth-lab.com
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