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Hi,
I have just finished an interview with Thomas, who happens to be a very
knowledgable and nice guy. You will be able to see his interview on our
web site today or tomorrow. BTW, you can take a look at some version of
the system here:
http://www.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=13291. The
WS code is there and you can run it across various individual stocks or
test it on a portfolio of symbols for free. The system has been coded in
November 2002 for WLD2.1! WLD is doing most of the calculation in
percent or at some point gives the option to look at points or dollar
value.
May be it helps and gives you some ideas.
Volker Knapp
(Wealth-Lab Inc.)
||-----Ursprüngliche Nachricht-----
||Von: DH [mailto:catapult@xxxxxxxxxxxxxxxxxx]
||Gesendet: Tuesday, January 27, 2004 2:21 AM
||An: Omega List
||Betreff: Re: Coding Question on Stridsman
||
||
||> If you agree with Stridsman's idea that percentage
||> based performance measures are the way to go, one way
||> to get similar results from a standard TS system test
||> is to use constant dollar (rather than constant
||> contract) position sizing.
||
||Yep, Stridesman has created a complicated solution for a
||trivial problem. Of course, if the answer is 2 lines of TS
||code, it's hard to write and sell a book about that. :-)
||
||--
|| Dennis
||
||
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