[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Re[2]: when a strategy breaks the max drawdown



PureBytes Links

Trading Reference Links

Volker,

why you primarily think I am absolute idiot ?

milos



----- Original Message -----
From: "VK" <volker@xxxxxxxxxxxxxx>
To: "'Milos'" <milos.zeman@xxxxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
Sent: Saturday, May 03, 2003 8:33 PM
Subject: AW: Re[2]: when a strategy breaks the max drawdown


Milos.

I am not sure what you are trying to say, but YES if you use DIFFERNET
data you get different results. This would then NOT be a software error.
I assume that this was not the case in the reported TS error.

BTW, just for the information to all eSignal users it seems that we
discovered some irregularities in the historical ID eSignal data. Anyone
interested can email me in private since this is NOT a TS subject and we
are investigating on this further.

Regards.


Volker Knapp
Wealth-Lab Inc.
www.wealth-lab.de
www.wealth-lab.com



-----Ursprüngliche Nachricht-----
Von: Milos [mailto:milos.zeman@xxxxxxxxxxxxxx]
Gesendet: Saturday, May 03, 2003 5:35 PM
An: omega-list@xxxxxxxxxx
Betreff: Re: Re[2]: when a strategy breaks the max drawdown


I am afraid, WL also comes with randomize performance results feature
already...
it suffices to play with one strategy + a few data sets... you will see
the
effect in a while, nothing tricky

milos

----- Original Message -----
From: "Jimmy Snowden" <jimmy@xxxxxxxxxxx>
To: "Charles Johnson" <cmjohnsonxx@xxxxxxxxx>; <Omega-list@xxxxxxxxxx>
Sent: Wednesday, April 30, 2003 11:52 PM
Subject: Re[2]: when a strategy breaks the max drawdown


> Volker,
>
> Don't do it like that.  You have to put randomized performance results
> in and they also HAVE TO HAVE OVERSTATED RETURNS.  If you don't have
> the overstated returns then your product will not be the same as
> Tradestation.  Don't lag behind the leader.  Copy Tradestation exactly
> but add more features, like TS7, that don't work without fixing the
> features in TS6 that didn't work, or the features in TS2ki that still
> don't work... and on and on.
>
> FOR THOSE OF YOU THAT ARE NOT TOO BRIGHT THIS IS A JOKE.  PLEASE DON'T
> TAKE IT SERIOUSLY LIKE A HALF DOZEN USUALLY DO.
>
>
> Jimmy Snowden
>
>
> Charles> You're just jealous because Wealth-Lab probably doesn't have
that
feature.
> Charles> It probably produces the same performance results each time
you
run the same
> Charles> system on the same data, which can get really boring.
>
> Charles> When are you Wealth-Lab guys going to put "randomize
performance
results"
> Charles> into the product?
>