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*****SPAM***** Re: [amibroker] Re: System Performances



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So Far, My system is more discretionary,  and it's leaning to longer
term.  I'm now trying to get more mechanical with FOREX.  Amibroker is
not easy to learn..

Millowena
On Mon, 17 Apr 2006 14:18:06 -0000 "intermilan04"
<intermilan04@xxxxxxxxx> writes:
> It's Cumulative Annual Return.
> 
> My intention was not to explain the numbers with my system,
> rather than to find out how others are doing :-)
> 
> Are you doing well with your systems?
> 
> --- In amibroker@xxxxxxxxxxxxxxx, millowena@xxx wrote:
> >
> > Is that 110% average PA or total?
> > 
> > Millowena
> > 
> > On Mon, 17 Apr 2006 13:48:03 -0000 "Fred" <ftonetti@xxx>
> > writes:
> > > Are the numbers you posted in sample or out of sample ?
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "intermilan04" <intermilan04@> 
> 
> > > 
> > > wrote:
> > > >
> > > > I know it depends on what you want personally for risk/reward, 
> but 
> > > 
> > > I'm
> > > > curious as to what other people's systems (developed in 
> Amibroker) 
> > > 
> > > are
> > > > performing like. You don't have to share your code or the idea 
> 
> > > behind
> > > > your system (unless you want to), but I'm curious.
> > > > 
> > > > Over the last 10 years, say, what is your annual profit %, 
> max
> > > > drawdown, % winning trades, etc.?
> > > > 
> > > > I have a long system that has returned around 110% since 1996. 
>  
> > > Its
> > > > winning % is 47%, and the system drawdown is 28%.  It is a
> > > > reversal-based, swing-daytrade system.
> > > >
> > > 
> > > 
> > > 
> > > 
> > > 
> > > 
> > > 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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> 
> 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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