Decimal place missing i.e., ~8.1
From: amibroker@yahoogroups.com [mailto:amibroker@yahoogroups.com]
Sent: Monday, March 07, 2016 5:26 PM
To: amibroker@yahoogroups.com
Subject: RE: [amibroker] Machine Learning: my first system
Sean, where are you getting that? Congrats to Aron, but if the CAR/DD is 0.46 and max drawdown is ~19% then CAGR is ~9%
Another way of looking at it, the chart. Begins in late 2004 with $1 and finishes 2015 with $2.82 or a CAGR of ~ 9.8%
Larry
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Posted by: "Sean ONeill" <ONeillSeanP@verizon.net>
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