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[amibroker] Re: NDX / QQQ - Can it be traded - FRED



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Dimitris,

ROFLMFAO ...

What I want to know is why you are so interested in calling the 
markets ?  Are you a system trader or a discretionary trader and if 
the latter then why the need for a tool like AB and if the former why 
any interest in calling the markets ?

Your broker is always happy if you trade.  He could care less whether 
or not you are succesfull and with fees like 0.5% he must be VERY 
happy or was this just a $2K trade ?

You posted some code for trading CSCO awhile ago that I questioned 
you about because outside some small window like the current bear 
market it self destructed in about 6 months, but I got no response.  

Fred

-- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS <TSOKAKIS@xxxx>" 
<TSOKAKIS@xxxx> wrote:
> Fred,
> you may post or not post anything you like.
> The sure thing is that ^NDX crossed its support, as predicted[and 
> described with details], with or without your secret code.
> The sure thing is that CSCO came gently to the $13 level again and 
my 
> broker will be happy to take his 0.5% for the last leg of the 
> predicted [and described with details] 13-15-13-15-13 sequence.
> With or without your secret code.
> Frankly speaking, I did not see any obstacle, everything was done 
> quietly and without delays.
> The procedure was described clearly, before the bell, as usual and 
> anybody could make some [real] profits.
> Of course, ladies and gentlemen of this list have their own 
> respectable opinion and they are serious enough to make [and enjoy] 
> their own decisions. Nobody is waiting from me/you/anybody to 
dictate 
> what to do with their [real] money.
> The point you miss here is the dialogue, this is what we can do, to 
> expose and share ideas and be better tomorrow.
> Do not doubt, we will survive with or without secret codes.
> The weak point, IMHO, is that you will not improve your code 
without 
> dialogue.
> But, perhaps it is perfect indeed and does not need any further 
> improvement !!
> As for myself, I am more than happy reading the excellent 
> contribution by  Franko at
> http://groups.yahoo.com/group/amibroker/message/32997
> This is the spirit of the list, enjoy if you find anything 
attractive 
> here [and I am sure you will]
> Dimitris
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred <fctonetti@xxxx>" 
> > > <fctonetti@xxxx> 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 <jnk1997@xxxx>" 
> > > > <jnk1997@xxxx> 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 <fctonetti@xxxx>" 
> > > > > <fctonetti@xxxx> 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" 
> > > > <RickParsons@xxxx> 
> > > > > > 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@x...]
> > > > > > >   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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