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There
is a 3D surface charting utility for Excel in files. It is meant to be usedwhen
optimizing AB systems... I don't know if that is what you
want..
<SPAN
class=650383901-28042002>
best
regards,
<SPAN
class=650383901-28042002>Herman.
<BLOCKQUOTE
>
<FONT face=Tahoma
size=2>-----Original Message-----From: greg
[mailto:greg.bean@xxxx]Sent: Saturday, April 27, 2002
7:07 AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re:
[amibroker] Trading system that work
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 this
was 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 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 the AB 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. Ihave
e-mailed Stridsman to 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
href=""
title=amibroker@xxxxxxxxxxxxxxx>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 book into
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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