Hello Mike, I missed the link ...w_report. Excellent.
Search engines are difficult to use for acronym when you have no idea of the meaning. With the full name it's quite easy. I followed the post concerning Howard's book, but I'am struggling with AB for the moment. I'll buy it probably one day. Thank you and have a good week-end. Regards --- In [email protected], "Mike" <[EMAIL PROTECTED]> wrote: > > From the user guide: http://www.amibroker.com/guide/w_report.html > > A search engine will give you plenty of definitions for most of the > values. > > Which to use is pretty much personal preference. But yeah, books will > help you make a more informed decision. > > Howard's book covers the topic in Chapter 4 - Measuring Success > http://www.quantitativetradingsystems.com/ > > Similarly, his Las Vegas workshop, and again at NAAIM, covered the > topic. > > His slides are available from the link provided in message #123929, > along with the conditions of using the slides, which is why I don't > simply include the link directly. > > In those slides he suggests a few starting points that emphasize > smoothness of equity curve and take into consideration drawdown. > > That should give you a good running start. > > Mike > > --- In [email protected], "reinsley" <reinsley@> wrote: > > > > > > Thank you Paul. > > > > Hovering the mouse in the report gives the full name. > > A good start for next research. > > > > Regards > > > > --- In [email protected], "Paul Ho" <paultsho@> wrote: > > > > > > You will find the meanings of all the acronym in the help file, > look up > > > backtester report. > > > > > > > > > _____ > > > > > > From: [email protected] [mailto:[EMAIL PROTECTED] > > On Behalf > > > Of reinsley > > > Sent: Thursday, 15 May 2008 7:25 PM > > > To: [email protected] > > > Subject: [amibroker] meaning of acronym > > > > > > > > > > > > Hi, > > > > > > Where can I find the meaning of acronym such as RAR/MDD, > CAR/MDD... > > > the things related to backtester and WFO ? > > > Some are easy to catch but some are chinese. > > > I found the AB metrics in Porfolio Backtester Interface > Reference, but > > > no details. > > > > > > To go further, does it exist a web place to investigate some > basic of > > > the metrics ? > > > To understand why should I use fitness car/mdd, I guess I have to > buy > > > books. > > > > > > Thank you. > > > > > > Regards > > > > > >
