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Yesterday I tried to suggest exactly what you stated.
Fred suggests that his system (AFL unknown to this board) is the only
one that has produced constant results over the past 4 years. He has
suggested that the systems actually posted and worked on here fail
during different periods.
He doesn't want to post his system, yet he doesn't trade it.
I also give Fred an "Attaboy" for the impressive results.
However, I would like to suggest that either Fred post the system for
detailed discussion or lets move on to another subject.
Others here are willing to share their knowledge, and that is very
much appreciated.
Thanks
Jim
--- 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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