Edgeware FastBreak Pro Version 6.5 Instrukcja Użytkownika Pobierz pdf (Strona 44)

The list order for both lists are based on “Adjusted” performance (Adj %). This

performance will be based on the option for optimization that the user has selected, i.e.,

annual return, UPI, or MDD. The actual performance is adjusted according to how well a

strategy meets the user criteria, i.e., MDD, UPI, Switches per Year, maximum beta, and

robustness. The actual performance for each strategy is shown in other columns:

compounded annual performance, UPI, MDD, and Switches per year.

The columns after switches per year are:

Gen# Generation where strategy was found

Ranking type

Beta Maximum beta of strategy

Corr Maximum Correlation of strategy

Alpha Alpha (not NCalpha) of strategy over entire IS time period

Options activated

C Maximum correlation used between funds purchased

A Adjustment factors

H Harnsberger option

P POP option

B BOOM option

BAT/RAT

B BAT option

E RAT except BAT

W RAT with BAT

Stops

L Trailing loss Stop

P Parabolic Stop

K Kase Dev Stop

D Dynamic Stop

E EMA Stop

S ROR Sell Stop

B BOSS Stop

R RSI Stop

X EMA Crossover Stop

T Trendline Stop

L Trailing Loss Stop Adjustment

E EMA Stop Adjustment

Buy Filters

O ROR Buy Filter

1 2 ... 39 40 41 42 43 44 45 46 47 48 49 ... 88 89

Brak uwag

Edgeware FastBreak Pro Version 6.5 Instrukcja Użytkownika Strona 44