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Re: [amibroker] Re: Testing Projects Question #2



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I may be a bit off point here (In my trading I want to maximize and
compound returns as rapidly as possible) but when backtesting a system I
currently find that, because of the rolling of all funds into the next
trade the later trades dominate both the dollar returns and the
drawdowns (and the drawdowns scare the hell out of me!).

In some cases one is testing the investment of a large amount of money
in a relatively thinly traded issue and the results are not realistic.
Typically I would not take positions as big as the system does in the
later years. Therefore the results are of less value than if I could
allocate $X to each trade and accumulate the excess profits for
accounting purposes in a separate account.

By the way, Tomasz would it be possible to use a numeric format with
commas in the report output for the dollar figures? I find myself
having to count digits to compare two numbers.

Regards,
-Tom