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Jayson,
I would have been happy to drop it the other day except for the fact
that a variety folks have asked for a variety of things which I have
tried to respond to and folks like you keep making challenges about
it being untradable which I'm more then willing to respond to.
What's untradable about it ? Maybe at 400% / year after a couple of
years it is untradable but I see nothing else about it that's
untradable, do you ?
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> 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.
>
> 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
> -----Original Message-----
> From: Fred <fctonetti@xxxx> [mailto:fctonetti@x...]
> Sent: Wednesday, February 05, 2003 9:13 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [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@x...
>
>
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