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Something simple: Add buy and hold gain in systemtester optim. overview
Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 4/16/2006(UTC)
Posts: 39
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In the detailed screens you can see the rel. performance and buy and hold gaines. The latter are of course the golden standard to beat (why bother if buying and doing nothing is more profitable)
In the system tester with optimization results pre-screen we can see the overall gain and overall gain% Please add to that screen " total buy and hold result" and "total rel. performance".
Now we are testing AND benchmarking our systems with over view !!!!
(without having to open each stocks test results screen, when you are testing multiple stocks over multiple periods.)
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Rank: Advanced Member
Groups: Registered, Registered Users
Joined: 4/16/2006(UTC)
Posts: 39
|
You can add a system buy on c>0 and then incorporate this test into a multiple simultaneous system test as one of the to be tested systems . But why not just in the results screen so you can see what the gains of the tested/optimized system is relative to buy and hold.
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Something simple: Add buy and hold gain in systemtester optim. overview
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