Assuming that you have systems that are "comfortable" to you in a trading sense, most argue that a valid measure of performance must include an evaluation of both risk and reward. Some of the more common formulations include Sharpe Ratio (included in backtest report) and Return Retracement Ratio (Schwager's contribution). You should do a little homework and learn about the strengths and weaknesses of each measure so that an informed choice can be made. For example, Sharpe does not differentiate between consecutive and "random" losses, etc. Lookout for the "potholes" and choose accordingly.
Bill ----- Original Message ----- From: "Mohammed" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Saturday, March 24, 2007 2:25 PM Subject: [amibroker] Your advices are very helpful. > Hi frends, > > In backtest what are the most important thing we have to look for. > > For example: Profit or winner and loser Percentage or other thing? > > Also most strategies work with some shares while it is not working with > the other. What is your advice? > > Regards. > > > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > > > > > -- > No virus found in this incoming message. > Checked by AVG Free Edition. > Version: 7.5.446 / Virus Database: 268.18.17/731 - Release Date: 3/23/2007 > 3:27 PM > >
