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No,
Peter, I wasn't responding to your post.
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size=2>-----Original Message-----From: amiabilityy
[mailto:amiabilityy@xxxxxxxxx]Sent: Saturday, April 19, 2003 4:23
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Help - Unrealistic ResultsHi chuck,if you were
responding to my post the system is far from the other system
presented,I actually came across it will trying to write a sharp
ratio.The results seemed o.k. in the backtester.The results i
posted are the results after exporting an exploration.These were
ranked by buy date to the sell dates into 10 groups of the highest
ranking in excel.e.g. group 1 tickers were the highest ranked with no
overlapping buy to sell dates, to group 10 which contained the
tenth ranked tickers. The 10 groups are
in there own individual sheet.These sheets then are arranged as a
ticker format.The buy prices are in the open column and the sell
prices are as the close column. The ticker names
column,(since these are multiple tickers) are converted to a single ticker
name.These are saved as ticker names xxxx1, xxxx2, xxxx3, a different
value for each different sheet(ticker).This is all automated from
importing the data into excel and saving each artificial ticker. I
import these artificial tickers into ami and run a backtest, the back test
can only be buy=o;sell=c;and no delays for the open or close, the
delays are in the original exploration data that was placed in excel.
So now i have the compounded results from multiple tickers of an
actual tradable system, due to the ranking system. Of coarse
the results would not be true due to not being able to place this amount
of capital in each trade. Peter. --- In
amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" <chuck_rademacher@x>
wrote:> Like a lot of people on this board, I spent some time looking
at this> particular post in an effort to help someone with a
problem.> > Also, like a lot of others, I found that the system
(as presented) lost> money no matter which stocks I tested it
on.> > Then... we get a message that the system (as presented)
was only "similar"> to the one with the problem.> >
It's one thing to not divulge a good system to the group and another to
let> us waste our time debugging a non-existent system.>
> The original post did say it was "similar", so I'll confess to
reading too> much into it.Send
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