Wednesday, May 23, 2012

MR.WEIT - CAR/MDD-Metric (Amibroker Optimization)

MR.WEIT - CAR/MDD-Metric (Amibroker Optimization)

Optimization result of metric CAR/MDD performed on symbol DAX. Smoothing period was set to 3. Many cliffs/spikes. Deep valleys. CAR/MDD very low all the way. Period 4 is worse.





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