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The system tester gives the Annual Percent Gain/Loss and Annual Buy and Hold
percent gain/loss.
After the test has finished just click on the "Reports.." button and there
you are.
Isn't that what you mean?
Spyros
Message: 7
Date: Sun, 08 Dec 2002 13:56:33 -0000
From: "trend2trader <trend2trader@xxxxxxxxx>" <trend2trader@xxxxxxxxx>
Subject: annulized returns
hi list,
some of my systems are only a few months of the year in the market.
my problem now in comparing all those systems with each other i
would need to calculate the annulized returns.
i.e.
a system trades only 3 months of the year and has an total return of
35% over the past 5 years
the annulized return of this strategy now is 26%
is there a way to build an indicator that does calculate that out of
the equity curve?
thanks in advance
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