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----- Message d'origine -----
De : Robert W Cummings <robert.cummings@xxxxxxxxxxxxxxxx>
À : pierre.orphelin <pierre.orphelin@xxxxxxxxxx>
Cc : <omega-list@xxxxxxxxxx>
Envoyé : vendredi 24 septembre 1999 06:29
Objet : Re: Neurofuzzy, ex-Trailing stops are invalid
>
> I can say from observing PO's post for two years now that I believe him to
> be an honest and admirable man. I also would include Chuck Le Beau, Mark
> Brown, and Mark Jurik not in any order just as it came to my mind
Tsssk...
This is the kind of message that really embarass me.
The result is that I am unable to post again, because I cannot afford this twice in a row.
I was so accustomed to receive other things, usually negative ( I like them, so I would not contribute to
this list if not)... but I'm still embarrassed with the situation.
I'll then analyse this like a performance summary
( a thing that I can fairly well understand ).
Lest say that the first line was net profit over 2 years.
Honest and admirable probably stands for low transaction cost and slippage.
Chuck Le Beau variable certainly replicates % profitable trades.
Mark Jurik probably for max consecutive winners...
Only one question that I cannot solve for the last remaining variable:
Is it really Gross Loss, Max Intraday Drawdown or Largest losing trade ?
Rgds ( best)
PO
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