no takers on this one ? Am I the only one pondering on this - or is the answer simple and self evident?
regards --- In [email protected], "tiedemj" <[EMAIL PROTECTED]> wrote: > > Ultimately, a high CAR will give the best results overall - but when > constructiong trade systems using many symbols/stocks - RAR is also > very valuable. However, picking optimization values around an > extremely high RAR might lead to curve fitting (this situation will > never come around again, as this RAR might be based on a very low > number of trades). So what result metrics are in your view the best > to pick optimization values on in this situation. Some suggestions: > > - RAR > - Avg Profit/Loss% > - Recovery Factor > - Profit Factor > - Payoff Ratio > > Or one could calculate a meassurement like: > > - RAR * CAR > > But would be interested if somebody else has grabbled with this - > and come to some conclusions... > > Best regards > ------------------------ Yahoo! Groups Sponsor --------------------~--> Try Online Currency Trading with GFT. Free 50K Demo. Trade 24 Hours. Commission-Free. http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM --------------------------------------------------------------------~-> Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
