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Actually, Fred, from all that I've read on the subject from traders and others, publicizing systems does not really have much effect on system performance in the long run because anyone who uses said code either modifies it to suit his fancy anyway, or uses it incorrectly, or winds up abandoning it. I'm not suggesting you publicize it, just making an observation that I've heard or read about numerous times.
As far as the huge CARs and MARs that you reported, in your experience trading such systems, do you really get the same results when you trade these systems as you do backtesting them? If you do, you would have be a billionaire by now, since making a CAR of 100% per year will put you into that multi-millionaire category in no time at all, starting out with just a modest sum.
Al Venosa
>From: "Fred "
>Reply-To: amibroker@xxxxxxxxxxxxxxx
>To: amibroker@xxxxxxxxxxxxxxx
>Subject: [amibroker] Re: NDX / QQQ - Can it be traded - FRED
>Date: Tue, 04 Feb 2003 17:53:58 -0000
>
>Jim,
>
>I am not annoyed at all ...
>
>Help ? Yes I have recieved at least my fair share of "help" here as
>well, although I wouldn't characterize that help as having recieved a
>variety of viable market systems.
>
>Feel free as I suggested to point at any system anyone has posted the
>code for here that makes money over a hundred or so trades occuring
>on different dates as opposed to trading a hundred different stocks
>on a few dates. I haven't read all 30,000 posts here but I suspect
>you won't find such a post and the reason is NOT that no one has such
>a system. In my experience the more people that know about the
>particulars of some particular system the less likely it is to
>continue to be profitable. There are a variety of reasons for this
>which I won't delve into here.
>
>If you found my post useless, so be it. I'll make an effort not to
>post things like this in the future.
>
>Fred
>
>--- In amibroker@xxxxxxxxxxxxxxx, "jnk1997 "
> wrote:
> > You are obviously annoyed that I dare question the reasoning for
>your
> > posting results without an indication of the type of formula used.
> > I have found this board to be extremely helpful and open, and am
> > interested in the strategy you combined to achieve these impressive
> > results.
> > Thanks for showing us it can be done.
> > Jim
> >
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred "
> > wrote:
> >
> > > Really ? What was the last piece of AA code that you saw posted
> > that
> > > worked i.e. had a MAR (CAR / MDD) of > 5 or 10 and that covered
> > > enough time to have at least a hundred trades.
> > >
> > > I've seen some that was posted that worked for the last week or
> > month
> > > or maybe even as far back as the beginning of the bear market but
>I
> > > have yet to see anyone post anything that works in good markets
>and
> > > bad.
> > >
> > > Why did I post the results ? Maybe just to provide some
>incentive
> > > that it could be done. This particular system may be mildly
>clever
> > > but it is not complex. IMHO most things that work usually aren't
> > > complex.
> > >
> > > I sincerely apologize if I have missed something here.
> > > Regards
> > > Fred
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "jnk1997 "
> > > wrote:
> > > > Fred,
> > > >
> > > > I may have missed something here, but did you post your AFL
> > formula
> > > > for this trading?
> > > > If not, what was the purpose of posting these results?
> > > > Most contributors here include their formula for the group. I
> > have
> > > > rarely seen "teaser" results posted without formulas.
> > > > Seems like a waste of bandwith on this site.
> > > >
> > > > I sincerely apologize if I have missed something here.
> > > > Regards
> > > > Jim
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred "
> > > > wrote:
> > > > > Rick,
> > > > >
> > > > > Reread the previous posts ... The system trades at the close
> > and
> > > > has
> > > > > no stops therefore intraday activity is a non issue. It was
> > > > written
> > > > > to be tested on NDX as QQQ has insufficient history IMHO.
> > > > >
> > > > > FT
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Rick Parsons"
> > >
> > > > > wrote:
> > > > > > NDX / QQQ - Can it be traded ?Sorry, I came in late to this
> > > > > conversation. The discussion is on QQQ's which currently
>trade
> > > > > around 24.50. Why the first entry price of 1,364? Are you
> > using
> > > > the
> > > > > $NDX?
> > > > > >
> > > > > > I am not sure if Al's concern about entry and exits on the
> > same
> > > > day
> > > > > using EOD data have been answered. Has this been tested on
> > > > intraday
> > > > > data?
> > > > > >
> > > > > > Thanks,
> > > > > >
> > > > > > Rick
> > > > > > No trees were killed in the sending of this message.
>However
> > a
> > > > > large number of electrons were terribly inconvenienced.
> > > > > >
> > > > > > -----Original Message-----
> > > > > > From: Fred Tonetti [mailto:ftonetti@xxxx]
> > > > > > Sent: Monday, February 03, 2003 9:00 PM
> > > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > > Subject: [amibroker] NDX / QQQ - Can it be traded ?
> > > > > >
> > > > > >
> > > > > > Herman,
> > > > > >
> > > > > > I don't really agree with you but such is …
> > > > > >
> > > > > > Here again the system really should be reoptimized with
> > these
> > > > > settings …
> > > > > >
> > > > > > But to humor you attached is the same system w/0.5%
> > > commissions
> > > > > not reoptimized.
> > > > > >
> > > > > > I added in Entry/Exit prices so you can do whatever other
> > > math
> > > > > you'd like in Excel …
> > > > > >
> > > > > > <<...>>
> > > > > >
> > > > > >
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> > > > > >
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>
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