--- In [email protected], "Paul Ho" <paul.t...@...> wrote: > > At least you now realise it is not impossible to do it without CBT. Once you > start thinking and working on your own solution, you will find that things > like incorrect number of trades can also be fixed. I hope you will also > realise that the solution lies within the user, and and not necessarily with > Tomasz. > > I believe this is also Tomasz's point. > >
Yes, but for me it is more a matter of finding a more efficient way to accomplish a task than discovering 20 smart tricks to get the job dome with a particular software. For example, surfing inside the R web site I discovered (among a million of other things) a specialized package on portfolio testing: http://cran.r-project.org/web/packages/portfolio/index.html so I'm thinking if it's not better to just export the list of trades from Amibroker and then run all the portfolio analysis elsewhere. PS: I've never obliged anyone to do anything, and it's not my intention to start with TJ :). But I really feel he sooner or later will have to face this matter, not because Angelo is insisting . but because others are already there. For example, a friend pointed at me how simple was to accomplixh what I was asking in the old WL4: http://wl4.wealth-lab.com/cgi-bin/WealthLab.DLL/editsystem?id=54080 Well, I guess that IF someday we'll have something very basic like this, Brian and other will have my full support in asking for some more, like an (optional) mean-covariance model that analysing single systems results would calculate the optimal F that (IF the future will be not too different from the past... a big IF ...) should maximise portfolio equity (or minimize DD . or whatever one likes ). Thanks again, Angelo.
