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Re: [amibroker] Re: NDX / QQQ-Can itbe traded? !!!!



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Fred, Margin is not what Nand was referring to. If you add the following line to your code: PositionSize=10000; then the size of all your trades will be limited to $10,000. If you look at your htm report, you will see that your position sizes increase geometrically because your profits are increasing geometrically. Your last trade was a $50 million position! I don't think you'd be making that kind of trade realistically. :-)) By limiting your position size to $10,000, you force AB not to compound your winnings and thus your position sizes. I'm sure your results will look good anyway, but perhaps not nearly as good as with compounding turned on. Al Venosa >From: "Fred " >Reply-To: amibroker@xxxxxxxxxxxxxxx >To: amibroker@xxxxxxxxxxxxxxx >Subject: [amibroker] Re: NDX / QQQ-Can itbe traded? !!!! >Date: Wed, 05 Feb 2003 11:41:20 -0000 > >Compounding ? There is no margin if that's what you're asking. It's >trading as the chart shows ... NDX. > >--- In amibroker@xxxxxxxxxxxxxxx, "nkis22 " > wrote: > > Below, in quotes, is from you output > > > > "Long 1/21/2003 1/22/2003 -33376.44 13881799.30 " > > > > On 1/21 QQQ closed 25.03 and on 1/22 it closed 24.93 based > > on Yahoo quotes. That is, the loss was only 10 cents > > > > With 10K equity as shown on your report, here is a breakdown of the > > trade that would happen: > > > > Buy for 10k @25.03 = 399.52 shares > > Sell 399.52 shares at 24.93 =9960.03, so > > > > 10k-9960.03 = 39.97, this ought to be the loss. So, how > > come the loss in your report is -33376.44 > > > > Your test is, I think, compounding, or is it not? > > When u turn off compounding and test, I'd be very much interested > > in the results again. > > > > tia > > nand > > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti >wrote: > > > Here are the results from a little system I got the concept for a > > few > > > days ago to trade QQQ . > > > > > > Before you ask, it does not use future data or have funny >settings > > for > > > when it takes trades. > > > > > > It's very simply based on taking trades same day at end of day >which > > > when used with QQQ would clearly be possible. No fancy stops or > > profit > > > targets just long, short or on the beach. > > > > > > With 17+% DD's close to close and more using intraday prices it's > > > clearly not perfect nor for the timid, but hey in this business > > what is > > > . > > > > > > With almost 75% wins, a maximum flat to down equity length of 40 > > bars it > > > doesn't take a ton of tolerance and the returns are not horrible > > either > > > and it has a relatively straight equity curve. > > > > > > I don't trade this and may never trade it but it is at least semi > > > interesting and does show that fully mechanical systems for >NDX/QQQ > > can > > > be written and traded over a relatively long period of time and > > number > > > of trades in good markets and bad.. > MSN 8 helps ELIMINATE E-MAIL VIRUSES. Get 2 months FREE*. Yahoo! Groups Sponsor ADVERTISEMENT Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (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 the Yahoo! Terms of Service.