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

["cwest" <cwest@xxxxxxxxxxxx>]

Claude what are your expectations in terms of percentages. For example, what's a good annual return and what's the greatest risk--percentage drawdown I guess?

 

Colin

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From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of lapilia
Sent: Thursday, December 15, 2005 7:45 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: What metrics do you use for comparing systems ?

I don't have a lot money.  So, it is important for me to minimize the risk.  Consequently, I'm mainly looking for a combination of a good annual return, a high % of winners and a W. Avg % Profit  that is at least twice the L Avg % Loss

 

Claude

 

 

 

----- Original Message -----

From: Evo1

To: amibroker@xxxxxxxxxxxxxxx

Sent: Thursday, December 15, 2005 6:12 PM

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

Hi Eric,

Thanks for your guidance ;-)

Regards,
Evo1




eric paradis a écrit :

annual return
drawdown
recovery from drawdown

JMHO

--- Evo1 <Evo1@xxxxxxxxxxx> wrote:

  

Hi all,

Let's assume I want to perform an optimization with
two variables (suitable for 3D in order to avoid
curve-fitting).

What would be _the first three metrics_ (or more)
you would keep in order to choose between multiple
parameters values ?

Tia



    

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