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Thanks for the very interesting feedback.
Bill
--- In amibroker@xxxx, "doedau" <doed@xxxx> wrote:
> Hi,
> I have two systems that I have been first refining without stops.
> After getting to some reasonable level I apply stops.
>
> At first I thought I was making a mistake.
> Trailing stop always dramatically decreased win/loss ration and
> profit%, unless raised to something like 30 - 40% which is almost
> useless.
>
> If I applied profit stop, performance increased significantly and
> seemed to optimise at a surprisingly low value of 5 - 7%.
>
> In a way I am please to see others having same experience but it
> seems to fly in the face of usual advice to stop losses quickly and
> let profits run.
>
> Interested to hear others views. I havent been able to improve buy
> indicator to chanage this effect.
>
> --- In amibroker@xxxx, "Herman van den Bergen" <psytek@xxxx> wrote:
> > Hello,
> >
> > you might want to try optimizing your stops with something like
> this:
> >
> > LPos = Flip(Buy,Sell);
> > SPos = Flip(Short,Cover);
> > MXL = Optimize("LMaxLossStop",10,0,15,0.5);
> > MXS = Optimize("SMaxLossStop",10,0,15,0.5);
> > ML = IIf(LPos,MXL,IIf(SPos,MXS,0));
> > ApplyStop(0,1,ML,1);
> >
> > Best regards,
> > Herman.
> >
> > > -----Original Message-----
> > > From: bvandyke [mailto:bvandyke@x...]
> > > Sent: 23 October, 2002 7:33 PM
> > > To: amibroker@xxxx
> > > Subject: [amibroker] Stops
> > >
> > >
> > > Hello all,
> > >
> > > I'd never really paid much attention to Stops, but in light of
> recent
> > > discussion of them and money management, i tried an experiment.
> > >
> > > I tested the T3 System in the AFL Library on the QQQ using LONGS
> > > only, as that is the way i trade. Like Herman has stated, i
also
> have
> > > found the T3 system useful. The results of the system with
> different
> > > Stops is below:
> > >
> > > QQQ-Using T3 System in AFL Library
> > > Longs Only; $10,000 invested; $10 Commission.
> > > Time period = 4/1/99 thru 10/23/02
> > >
> > > 1)No Stop Total Equity = $13,589
> > > 2)Profit Target 10% Stop, Total Equity = $18,039
> > > 3)Trailing Stop 10%, Total Equity =$3,860
> > > 4)Maximum Loss Stop 10%, Total Equity =$6,045.
> > >
> > > I found it interesting and may explore it further since it does
> seem
> > > that with some securities Stops may improve performance.
> > >
> > > Bill
> > >
> > >
> > >
> > >
> > >
> > > Post AmiQuote-related messages ONLY to: amiquote@xxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > >
> > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to
> http://docs.yahoo.com/info/terms/
> > >
> > >
> > >
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