[amibroker] Re: very high AB backtester Sharpe the best?

["Fred" <ftonetti@xxxxxxxxxxxxx>]

I've seen Sharpe Ratios top 10,000 ... but they aren't on systems 
I'd want to trade.  Look at the signals, returns, dd's & ui.

--- In amibroker@xxxxxxxxxxxxxxx, "hairy_mug" <WSCHWARZ@xxxx> wrote:
> 
> I am getting some sharpe # around 10-12 in the backtester...
> Is it best to pick the highest, given the same "k"?
> 
> Are numbers this high legit? or is there a too much #?
> 
> Thanks,
> 
> Walt
> 
> >> point me to a doc, if you know of one...





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