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David,
I have also just finished reading this book and
posted a message about three days ago. No one replied, so I thought either no
one read the book or found anything interesting in it. I don't know if thiswas
considered off topic for this group. No one replied to my posts.
I found Stridsman's use of surface charts
interesting. Although AB can optimize values, it doesn't give you a visual feel
for where the high potential values are . The surface charts seem to
help.
I was hoping someone that was AB savy would be
interested and help go throug some of the trading system testing exercises used
by Stridsman. I included some TS code in my previous post that came from an
article he did for ActiveTrader Magazine that was testing to balance
stop size and trade length.
I think what I am going to do is <FONT
face=Arial size=2>start in the beginning of his book and go through the
exercises one by one. Hopefully I can get some help from the group with theAB
code. I think more info can be produced by AB than what Stridsman got from TS
and I would like to exploit the full power of AB. I have e-mailed Stridsmanto
ask if he was familiar with AB. He replied that he was not. I think if he was
shown AB capabilities, maybe he would be able to include AB code with his
magazine articles and books. This would be very good for us and AB.
Please let me know how you think the testing done
by Stridsman should be approached. I'm going to take a stab at it by myself. Bye
for now.
Greg
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
David
Holzgrefe
To: <A title=amibroker@xxxxxxxxxx
href="">Amibroker@xxxx
Sent: Saturday, April 27, 2002 4:51
AM
Subject: [amibroker] Trading system that
work
Hi all ,
I have just finished reading a book called
Trading systems that work by Thomas Stridsman ..
an very interesting and informative bookinto how
he develops and tests systems using statistical analysis..
Much of his examples are in TS code , but seem to
be easy to convert to AB as the bulk of his testing is done with spreadsheets
.
I was wonder if any other AB user had read and
tried his methods ?
Thanks
David Holzgrefe msn messenger <A
href="">dtholz@xxxxicq
21622812
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