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LeeDanelloParticipant
Geezus they look like impressive stats
LeeDanelloParticipantYep, with relation to stress testing cos that’s where I’m at the moment. Where the results that good that you decided the best test was to paper trade it for a few months.
Just wondering whether to test it live and then go back to the lab to tweak it more?LeeDanelloParticipantBoth markets
LeeDanelloParticipantWhat are others benchmarks for the following?
CAR
MDD
trade frequency
holding timeLeeDanelloParticipantScott, How do you define passed? Are they just your minimum metrics being met?
LeeDanelloParticipantHa, I’ve got over my 1st hurdle and have submitted a stress test. The system looks OK. Now that I’ve done it once, there’s no need to be as daunted doing it the 2nd time. This experience has shown me the method and now I will continue to tweak and see how the results fare.
LeeDanelloParticipantCraig, I’ve been using Nod32 for about 6 years. One of the old Reefcap members, Mike Park (who has sadly passed on) put me onto this program and I can honestly say – IMHO it’s the best internet antivirus program out there and I’ve used most of them. You don’t notice it running in the back ground and it costs next to nothing. I’ve put a few other people on to it and they’ve never complained.
DYOR.LeeDanelloParticipantMy view,
yeah medium term, say 3 months
daily system
MDD <=15%
CAR>15%
Exposure > 50%LeeDanelloParticipantStacks of financial spreadsheets from a retired University professor
here also
and here
Pretty interesting stuffLeeDanelloParticipantSometimes it’s easier to do a clean install, data included, rather than stuffing around waiting for an answer and seeing if that works.
Using Premium Data, I’ve done this a couple of times and all it takes is a couple of hrs to download history, updates and a clean install of Amibroker and you’re problem is solved. If it still crashes then it’s probably a hardware issue.LeeDanelloParticipantThought that just as I was about to send you my results.
LeeDanelloParticipantUsed Just Data a few years ago when they came up with this crap about you pay so much and you get lifetime data with all these exchanges. Sounded like a good deal and was indeed too good to be true. What they didn’t tell you was when the new Gold version of the software came out, this superseded the one they originally sold with the lifetime data download so you received no support unless you paid for it and what I found was their data was erroneous and I always seemed to have data corruptions. In the end I gave up and went with Premium Data. No further problems encountered. I now know what I see on the screen is the correct adjusted data.
LeeDanelloParticipantI posted some stuff in your personal journal which should have gone here. :whistle:
LeeDanelloParticipantI’ve lost count of the number of Monte Carlo runs I’ve done on my system. Keep screwing them up for one reason or another because I forget to adjust the parameters, wrong start dates, periodicity etc etc. For example I adopted the following commissions given here for US stocks
https://www.amibroker.com/guide/w_commission.html.I think I should have left the max amount as 0 instead of 0.5. Can anyone tell me otherwise?
Can this be hardcoded?
LeeDanelloParticipantJust noticed that when using the trading system stress tester macro that you built, if you don’t past the profit able in in the top row ie
then you get a #DIV/0! in the correlation sheet
and the report doesn’t generate properly
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