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Re: [amibroker] Trading system that work



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Herman,
 
Thanks for pointing out the 3D surface chart. I'll 
look into it later, when I have organized my thiking about how to proceed with 
the trading system evaluations proposed by Stridsman. Thanks.
 
Greg
<BLOCKQUOTE 
>
----- Original Message ----- 
<DIV 
>From: 
Herman vanden 
Bergen 
To: <A title=amibroker@xxxxxxxxxx 
href="">amibroker@xxxxxxxxxxxxxxx 
Sent: Saturday, April 27, 2002 11:36 
PM
Subject: RE: [amibroker] Trading system 
that work

<SPAN 
class=650383901-28042002>There is a 3D surface charting utility for Excel in 
files. It is meant to be used when 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: <A 
href="">amibroker@xxxxxxxxxxxxxxxSubject: 
Re: [amibroker] Trading system that work
David,
 
I have also just finished reading thisbook 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. 
I have e-mailed Stridsman to ask if he was familiar with AB. He repliedthat 
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@xxxxxxxxxxxxxxx 
href="">Amibroker@xxxx 

Sent: Saturday, April 27, 20024:51 
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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