Re: [amibroker] Re: What metrics do you use for comparing systems ?

[Jason Hart <jayhart_1972@xxxxxxxxx>]

CS,

 

This is an interesting way of looking at trade results.  thanks for sharing

 

Jason

cstrader <cstrader232@xxxxxxxxxxxx> wrote:

> Here's my two bits on the topic:
>
> http://www.cstrader.com/sharpe_ratio.htm
>
>
> ----- Original Message ----- 
> From: "Evo1" <Evo1@xxxxxxxxxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, December 14, 2005 5:44 PM
> Subject: Re: [amibroker] Re: What metrics do you use for comparing systems ?
>
>
> >
> > Hi,
> >
> > Let's assume I've just performed an optimization with two variables
> > (suitable for 3D in order to avoir curve-fitting).
> >
> > What would be the first three metrics you would sort first to get the
> >
>  optimal values of parameters ?
> >
> > Tia
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >

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