Which plan is better in term of their performance?

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
Post Reply
oem7110
Roundtable Knight
Roundtable Knight
Posts: 390
Joined: Wed Jul 12, 2006 9:33 pm

Which plan is better in term of their performance?

Post by oem7110 »

There are two performance for an assumed trading plans, and
Does anyone have any suggestions which plan will be better in term of their performance?
Thanks in advance for any suggestions

http://i1093.photobucket.com/albums/i43 ... /Plans.jpg

rhc
Roundtable Knight
Roundtable Knight
Posts: 464
Joined: Tue Nov 18, 2008 8:46 pm
Location: Oz

Post by rhc »

I don't see any measure of risk (i.e. drawdown,stddev or whatever) in your two performance tables so should we assume you are not interested in risk adjusted performance? . . . :?

oem7110
Roundtable Knight
Roundtable Knight
Posts: 390
Joined: Wed Jul 12, 2006 9:33 pm

Post by oem7110 »

rhc wrote:I don't see any measure of risk (i.e. drawdown,stddev or whatever) in your two performance tables so should we assume you are not interested in risk adjusted performance? . . . :?
Let assume the risk for both systems are same, do you have any suggestions on which one is better?

Thanks you very much for any suggestions

Moto moto
Roundtable Knight
Roundtable Knight
Posts: 427
Joined: Mon Jun 01, 2009 4:12 am
Location: once again in the UK

Post by Moto moto »

assuming everything is the same and risk, avg max adverse drawdowns are the same, instruments the same, liquidity the same, slippage the same, reality for both is the same.
Except that the strategies are different - otheriwse why bother ?

Take your money - split it in two and trade both.

rhc
Roundtable Knight
Roundtable Knight
Posts: 464
Joined: Tue Nov 18, 2008 8:46 pm
Location: Oz

Post by rhc »

Something NQR going on here ??
Attachments
DodgyCalcsMaybe.jpg
DodgyCalcsMaybe.jpg (81.37 KiB) Viewed 3954 times

rhc
Roundtable Knight
Roundtable Knight
Posts: 464
Joined: Tue Nov 18, 2008 8:46 pm
Location: Oz

Post by rhc »

You might also like to study this post (and it's associated 'branches')

viewtopic.php?t=6597&highlight=performance+measure

oem7110
Roundtable Knight
Roundtable Knight
Posts: 390
Joined: Wed Jul 12, 2006 9:33 pm

Post by oem7110 »

I just make up the profit number, my intention is to know how to determine which plan is better for learning purpose.

Do you have any suggestions?
Thanks everyone very much for any suggestions

rhc
Roundtable Knight
Roundtable Knight
Posts: 464
Joined: Tue Nov 18, 2008 8:46 pm
Location: Oz

Post by rhc »

oem7110 wrote:I just make up the profit number
lmaoshmsfoaidmt !!! :lol:

Post Reply