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The
point is, why develop and optimize an untradable system?? Unless your interest
is purely academic the whole idea of the development process is to actually
trade it.
<SPAN
class=903400815-05022003>
This
whole thing is a gigantic waste of time.... Pictures of your trades, backtest
results etc... without sharing the code you are simply teasing us into
responding to your posts. If the goal is to demonstrate that you can developed a
winning system then I think everyone here is aware of and embraces the concept.
If you are simply looking for an "ataboy" then "Ataboy". Lets move
on
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Fred
<fctonetti@xxxxxxxxx> [mailto:fctonetti@xxxxxxxxx]Sent:
Wednesday, February 05, 2003 9:13 AMTo:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: NDX / QQQ-Can itbe
traded? !!!!Yuki,I'm not arguing your statement
in terms of how one might trade in the real world, but you are not going to
design & optimize a trading system based on constant dollar trades are
you ? especially if that sysem is designed to trade a broad index like
NDX as represented by QQQ's or for that matter the hundred stocks it
represents.--- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga
<yukitaga@xxxx> wrote:> Hi Fred,> > Wednesday,
February 5, 2003, 10:45:49 PM, you wrote:> > Ffyc> Maybe when I
get to $50mm I'd agree with you, but to limit> Ffyc> position sizes
produces unrealistic results> > Sorry, but you are quite
wrong. I thought you were a trader, too,> but now I'm wondering. It
is unrealistic, quite unrealistic, not to> limit position sizes to
positions that can slip in and out of a> market without distorting it, or
actually becoming the market.> > Trading anything even close to
that size, or allowing it to be> considered as a test, in most stocks, is
producing results that> cannot be obtained in real trades, therefore the
results are absurd.> > I would guess you would have to scale down
drastically in many issues> that are less liquid than others.
You can do it or not as you see> fit, but don't expect much respect for
the numbers you are posting if> you don't. They are
absurd.> > Best,> > Yuki> >
mailto:yukitaga@xxxxPost
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