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I'll nominate the return retracement ratio of Jack Schwager, as
described in a fair number of his books. The best description is in his
"Managed Trading", which has code for a spreadsheet in an Appendix. See
http://www.teleport.com/~znmeb/biblio.htm#[Schwager96]
for a brief review of the book.
--
M. Edward Borasky znmeb@xxxxxxxxxxxx http://www.teleport.com/~znmeb
If God had meant carrots to be eaten cooked, He would have given rabbits
fire.
----- Original Message -----
From: <TWA7663@xxxxxxx>
To: RealTraders Discussion Group <realtraders@xxxxxxxxxxxxxx>
Sent: Wednesday, March 31, 1999 16:28
Subject: Spreadsheet for System Results
> I want to rank systems that I have backtested on stocks and futures.
However,
> I must admit that I do not know what is the best method from all the
ones that
> I have read.
>
> I would like to start a discussion about what the list members think
is the
> best ranking method. In addition, any web addresses that have sample
> spreadsheets of ranking methods would be greatly appreciated.
>
> Russ
>
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