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<SPAN
class=578584318-06022003>Fred,
<SPAN
class=578584318-06022003>thanks, I will look through my old issues for the
article. Do you recall which year it may have been
published?
<SPAN
class=578584318-06022003>
<SPAN
class=578584318-06022003>regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Fred
<fctonetti@xxxxxxxxx> [mailto:fctonetti@xxxxxxxxx]Sent:
Thursday, February 06, 2003 1:36 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: Stock Selection was: [amibroker]
Re: NDX / QQQ - Can it be traded ?Jayson,Here's
the article. Unfortunately TASC wants to charge for everything they
ever printed these days.<A
href="">http://store.traders.com/v15261aryour.html
It begins ...Are Your Profits Robust? by Steve NotisYour
trading system probably has a set of parameters you think are the most
profitable. But is it the most consistent? Here's a technique to find the
most robust set that will give you regular profits.For those who use
trading systems, the most important concern should not be to find parameters
that yield the greatest profit; rather, it should be to find the most robust
parameters. Anyone can tweak a system until it shows startling results, but
unless those parameters are robust, they will not hold up in real-world
trading.Several testing methods can be used to increase a system's
robustness. The first, and simplest, is to test over long periods. This
assures that the test includes a variety of market conditions. The second
method is the walk-forward, or blind, data test. This typically consists of
optimizing trading parameters over a long period, but stopping short of the
present. Finally, the best parameters are tested over the remaining,
nonoptimized, data. This is also referred to as walk-forward, blind, virgin,
out-of-sample, and it has even been referred to as real-time
testing.If the optimized parameters work well over the blind data, then
it can be argued that the parameters are robust and likely to continue
to work for some time into the future. Since the final test is run
without the benefit of hindsight or optimization, it's as close to real
trading as you can simulate with historical data. However, don't assume that
the most profitable parameters are the best parameters - meaning those that
will be the most profitable in the future.The rest costs $3.95 if you
don't have old issues at home already. It's worth a read.---
In amibroker@xxxxxxxxxxxxxxx, "Fred <fctonetti@xxxx>"
<fctonetti@xxxx> wrote:> Jayson,> > That's
exactly the point I was trying to make ...> > In the example you
used and my comments of that example the parameter > value of 100 may
be the best value using increments are 25, but it is > invisibly a
much tighter fit then 91 is. The reason for this is that > next
to 100 is a performance canyon at 102 where the DD's skyrocket > but
surrounding 91 are 10 points on either side i.e. 81 through 101 > where
similar results are achieved. > > This kind of situation
where performance canyons occur next to some > parameter value are common
in system development and testing making > the most robust values in the
middle of the range where similar MAR's > are as opposed to maybe
where the highest CAR or MAR occurs. The > idea behind system
development and optimization of course is to give > the system the
highest chance of success going forward as opposed to > having
bragging rights looking backward. There was a good article > about
this in TASC a few years ago which I'll try and find the > reference for
if you are interested. > > I think Herman did a prestation
on this and included a usable Excel > spreadsheet in the files area and
although I personally don't think > it goes far enough because it only
looks at CAR, I do think it's in > the correct direction.>
> Fred> > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson"
<jcasavant@xxxx> wrote:> > Again Fred, it seems to me that what
you are accomplishing is a > fit. Going> > forward will this
extremely fine tune hold true? As a strong > proponent of> >
system trading you are probably in a better position to answer that >
question> > but to me robustness is a measure of how widely the the
stock (s) > may vary> > from the optimized sweet spot and still
remain consistently > profitable. The> > one constant in the
stock market is that it is not constant. For a > system to>
> perform as expected going forward it seems to me that the system >
must be> > flexible. Optimizing to such tight tolerances makes that
goal > challenging.> > > > Jayson> >
-----Original Message-----> > From: Fred <fctonetti@xxxx>
[mailto:fctonetti@xxxx]> > Sent: Thursday, February 06, 2003 12:44
PM> > To: amibroker@xxxxxxxxxxxxxxx> > Subject: Stock
Selection was: [amibroker] Re: NDX / QQQ - Can it be > traded
?> > > > > > Jayson,> > > >
Using your example ...> > > > Wouldn't you consider it more
appropriate to optimize in steps of > one> > and plot the
results looking at the CAR & MDD's or some combination> > of
those such as MAR = CAR / MDD and see where the most stable or> >
robust area of MAR is for the parameters in play.> > > > For
example lets assume that you first optimize by 25 and find the> > best
MAR is at 100.> > > > And lets assume that you optimize
again by 1 and find out the range> > between 81 and 101 is all
pretty much the same but that at 74 the > CAR> > goes way down
and at 102 the DD's go way up. Are you really going >
to> > use 100 as the final value ? or the midpoint between 81 and 101
i.e> > what I would consider to be the more robust
setting.> > > > Fred> > > > --- In
amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:> >
> Ken,> > >> > > Example: lets say one of your
optimizations is the length of a> > given MA. If> > >
your range is set from 20-200 with steps of 1 then the >
optimization> > will be> > > lengthy and what you will
have accomplished is a tight curve fit > of> > the
Ma> > > that historically worked on this basket over this time
frame. The> > result may> > > very well not
work as well in RT . On the other hand lets say you> >
are> > > optimizing the same MA, 1-200 but instead of increments of
1 you> > use steps> > > of 25. This may offer a
better representation since it does not> > necessarily> >
> curve to fit 1 or a few very good trades but instead may capture
a> > greater> > > percentage of good or bad
trades.....> > >> > > Jayson> > >
-----Original Message-----> > > From: Ken Close
[mailto:closeks@xxxx]> > > Sent: Thursday, February 06, 2003 11:55
AM> > > To: amibroker@xxxxxxxxxxxxxxx> > > Subject:
RE: Stock Selection was: [amibroker] Re: NDX / QQQ - Can> > it
be> > > traded ?> > >> > >> >
> Well, I almost did not respond (although thanks for writing). I
> am> > not> > > concerned with the price factors
etc.> > >> > >> > >> > >
This is the thing I am concerned with. I hear your other
emphasis> > and am> > > taking care of that.
The following is the area my previous post> > referred> >
> to.> > >> > >> > >> > >
"The challenge is to find a good range of settings with out >
risking> > a curve> > > fit, other wise the system will
not likely trade in the same > manner> > as it> >
> tests."> > >> > >> > >> >
> Any further comments on this one aspect of your reply???> >
>> > >> > >> > > Anyone
else???> > >> > >> > >> > >
Ken> > >> > >> > >> >
>> > >> > > -----Original Message-----> >
> From: Jayson [mailto:jcasavant@xxxx]> > > Sent: Thursday,
February 06, 2003 11:41 AM> > > To:
amibroker@xxxxxxxxxxxxxxx> > > Subject: RE: Stock Selection was:
[amibroker] Re: NDX / QQQ - Can> > it be> > > traded
?> > >> > >> > >> > > Apples
and Oranges Ken. Perhaps we can make a Nectarine! If you> > choose
a> > > basket of stocks based on a given criteria then testing that
> basket> > over 10> > > years may well hold no
significance. Lets use a simple filter.> > >> >
>> > >> > > C>10;> > >> >
> ma(v,50)>100000;> > >> > >> >
>> > > Lets consider that this is the criteria for our
initial> > scan/selection.> > > Where were the conditions
1-2-5-10 years ago? If the conditions> > were not met> >
> just 1 year ago would we have selected the stock for use in our>
> system? If> > > not then what is the value of testing its
results 2-5-10 years > ago?> > With> > > this
approach you would need to test that the conditions were in> > fact
met X> > > years ago then test forward using your selection
criteria to exit> > when> > > necessary. This insures
that you would not be testing stocks that> > in RT you>
> > would have no intention of trading.> > >> >
>> > >> > > You may wish to be careful with your
Optimization. The challenge > is> > to find> >
> a good range of settings with out risking a curve fit, other
wise> > the system> > > will not likely trade in the
same manner as it tests.> > >> > >> >
>> > > Jayson> > >> > >> >
>> > > -----Original Message-----> > > From: Ken
Close [mailto:closeks@xxxx]> > > Sent: Thursday, February 06, 2003
11:10 AM> > > To: amibroker@xxxxxxxxxxxxxxx> > >
Subject: RE: Stock Selection was: [amibroker] Re: NDX / QQQ - Can>
> it be> > > traded ?> > >> > >
Jayson: your advice is very good as well as comprehensive..I am>
> still left> > > unsettled as to my approach.> >
>> > >> > >> > > Lets say my
indicator/system is relatively short term in nature> >
(lookbacks> > > are somewhat short). But, I want to employ
some of the principles> > that Fred> > > talked about
namely to be sure I optimize over a long period so> > various>
> > market conditions are captured). [I know the argument that
the> > nature of> > > the market changed on 3/1/2000 and
therefore optimizations should> > be done> > > after
that point---I tend to want to be more conservative and> >
capture> > > conditions on both sides of the peak]. Also, a
system that> > optimizes to> > > good performance across
that period seems a more conservative> > and "robust"> >
> system. Witness Freds model of results in his "spectacular" >
system-> > the> > > equity curve kept going up and was
smooth as the system passed > over> > > 3/1/2000,>
> >> > >> > >> > > As I said
previously, the optimization process is a lengthy one, > so>
> my> > > approach is to do all of what you said below in other
scans (I > pull> > out of> > > TC2000 many of the
conditions you talk about below). This is my> >
selection> > > watchlist. Then, I do not want to / can not
take the time to run> > > optimizations on 300 or 800 stocks so
I want a screening approach> > that has a> > > good
probability of finding stocks that "resonate" with my system.> >
Then, I> > > will optimize these stocks.> > >>
> >> > >> > > I still have to try DTs approach
and probably alter it to conform > a> > little> >
> more closely with my system. Another approach is that if I
have> > for example> > > some trigger levels in my
model...while these might optimize out > to> >
extremes> > > for individual members (think about RSI crossing 30
and 70), then > my> > > screening formula might set a
standard trigger of crossing 50> > either way.> > >
Stocks that do "well" against the 50/50 cross should do better >
when> > > optimized to exact levels. Stocks that do poorly
against the > 50/50> > cross> > > will still do
poorly when optimized. Don't you think this is a> > correct
way> > > of looking at it?> > >> >
>> > >> > > Thanks for the help. Any further
comments on the above point?> > >> > >> >
>> > > Ken> > >> > >> >
>> > > -----Original Message-----> > > From: Jayson
[mailto:jcasavant@xxxx]> > > Sent: Thursday, February 06, 2003
10:24 AM> > > To: amibroker@xxxxxxxxxxxxxxx> > >
Subject: Stock Selection was: [amibroker] Re: NDX / QQQ - Can it >
be> > traded ?> > >> > >> >
>> > > Ken,> > >> > > I agree with
Dimitris. To select a basket of stocks you must first> > select
an> > > indicator or method/style to trade them with. If your
System/style> > is trend> > > following then
selecting a basket that trends strongly (up or> > down) is>
> > critical. The indicators that you read that tend to behave
for> > trending> > > conditions tend to fail miserably in
consolidations. The reverse > is> > true for> >
> Rolling stocks. You can use simple methods to begin the process>
> such as 20> > > and 50 ma or slope of either. Many use a floor
of price such as> > c>10 or 15> > > or whatever.
Volume is certainly a major consideration since > without> >
> liquidity the trade may be too challenging. Volatility is also> >
something to> > > consider and to compare to your trading style. Do
you (can you)> > stomach the> > > wild rides of stock
like BEAS whose current ATR is >7% of the> > current price>
> > (today moved nearly 8% on the open!!) or are you more
comfortable> > trading in> > > the 3-5% range? Some
like to add fundamental criteria. Though not> > easily>
> > accomplished within AB there are data suppliers (QP and TC2000
to> > name a> > > few) that make such an initial
screen very easy. Add your own> > criteria to> > > pare
down your initial universe to a more workable number. A lot >
of> > my work> > > revolves around Sector Rotation.
Determining where the money is> > flowing in> > > or out
can help you to further refine your list. I think Ara is> > also
working> > > in this area and may wish to add some of his
thoughts.> > >> > >> > >> >
> IMO this type of selection process offers insight into what is >
most> > likely> > > to work in the short term. Testing a
basket selection using this> > type of> > > approach over
a long period (years) may not yield the desired> > results>
> > because the above criteria is constantly in motion. However if
you> > find that> > > your system or approach tends
to work well under those conditions> > then> > >
choosing stocks that meet a given criteria can yield impressive> >
results.> > > Consider this a method of optimizing. Instead of
optimizing the> > settings in> > > a group of indicators
so that the results test well on a given set> > of> >
> stocks, over a given time frame you are instead selecting a
given> > universe> > > that tends to do well with a
given set if indicators.> > >> > >> >
>> > > Regards,> > >> > >> >
>> > > Jayson> > >> > > -----Original
Message-----> > > From: DIMITRIS TSOKAKIS <TSOKAKIS@xxxx>
[mailto:TSOKAKIS@xxxx]> > > Sent: Thursday, February 06, 2003 5:50
AM> > > To: amibroker@xxxxxxxxxxxxxxx> > > Subject:
[amibroker] Re: NDX / QQQ - Can it be traded ?> > >> >
> Ken,> > > I will try to describe an objective method I often
use to select> > > stocks.> > > First of all it
depends on the indicator/system you use [since I> > have> >
> not yet any ...holy grail available]> > > Let us suppose you
want to use the smoothed MeanRSI as a general> > > indicator and
you want to find "good" applications.> > > The DEMA(MeanRSI,45) is
a quite smooth and descriptive oscillator> > for> > >
^NDX market.> > > If you could buy at troughs and sell at peaks
[with some zig > period> > > around 20] you would have one
of the best> > > performances for this Market indicator. Does it
suites to ANY > stock?> > > Certainly not.> > >
Run the> > >> > >
f=Foreign("~SUMRSI","C")/Foreign("~COUNT","V");F=DEMA(F,45);z=20;>
> >
Buy=TroughBars(f,z)==0;Sell=PeakBars(f,z)==0;Short=Sell;Cover=Buy;>
> >> > > from, say, May1, 2000 till now and see the top
gainers [NTAP, > JNPR,> > > CIEN etc] and the top loosers
[FHCC, PDCO, ESRX etc]> > > Since Peak/Trough system is, as you
know, unrealistic, try to> > replace> > > it with a
closest approximation.> > > For smoothed oscillators a 2-level
system is really interesting.> > > Try something like> >
>> > > f=Foreign("~SUMRSI","C")/Foreign("~COUNT","V");>
> > X=45;//Optimize("X",45,35,50,5);> > >
F=DEMA(F,X);> > > x1=Optimize("X1",42,38,44,1);//buy level>
> > x2=Optimize("X2",56,55,60,1);//sell level> > >
b1=Cross(f,x1);b2=Cross(x1,f);//no need to be fanatic with the >
type> > > of cross, the system knows better> > >
s1=Cross(f,x2);s2=Cross(x2,f);> > >
nb=Optimize("nb",1,1,2,1);> > > ns=Optimize("ns",1,1,2,1);>
> > nSH=Optimize("nSH",1,1,2,1);> > >
nCO=Optimize("nCO",2,1,2,1);> > >
Buy=IIf(nb==1,b1,b2);Sell=IIf(ns==1,s1,s2);> > >
Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);> > >
Short=IIf(nSH==1,s1,s2);Cover=IIf(nCO==1,b1,b2);> > >
Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short> > >> >
> The good performance of JNPR in the theoretical Peak/Trough >
project> > > [around +1000% with 4/4/0 success]> > >
leaves room for good optimization results> > > [sometimes better
than the "ideal" model: there are MANY> > combinations> >
> better than +1000% for JNPR]> > > The bad performance of ESRX
means that this stock need some other> > > treatment.>
> > The same optimization confirms the ESRX conclusion : It is
better> > not> > > to trade this stock, since the
most profitable combination> > > is the 0 trades !> >
> Of course, this method is not always accurate, but it gives good>
> > advices for the first selection.> > > Besides that, I
have met many times JNPR and RFMD in the 4-digit> > > profitable
stocks, my experience is not great, I come back to > basics> >
> [CSCO 70% and BEAS 30%] quickly, I feel more safe there, but, it
> is> > a> > > matter of taste [crude oil and
copper futures are also > interesting,> > > but let us talk
for stocks in this group]> > > Does it help ?> > >
Dimitris> > > --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close"
<closeks@xxxx> > wrote:> > > > DT: can you name
some additional symbols, besides CSCO and BEAS,> > >
with> > > > which you have seen similar success. Thanks
for sharing your> > > > experience.> > >
>> > > > Ken> > > >> > > >
-----Original Message-----> > > > From: DIMITRIS TSOKAKIS
<TSOKAKIS@xxxx> [mailto:TSOKAKIS@xxxx]> > > >> >
> > Sent: Tuesday, February 04, 2003 3:38 AM> > > > To:
amibroker@xxxxxxxxxxxxxxx> > > > Subject: [amibroker] Re: NDX /
QQQ - Can it be traded ?> > > >> > > >
Herman,> > > > An annual system % return 100%-120% is reasonable
for many QQQ> > > > systems from Jan2000 till now.> >
> > [Suppose always buy, sell, short, cover at +1Open, 0.5% >
commission> > > > and disabled stops]> > > > I
would be surprised indeed to see a double return.> > > > Above
200%-250% we may find some other popular stocks, but not> >
> QQQ,> > > > AFAIK.> > > > I come to believe
there are some "functional" limitations for > QQQ> > > >
curve to exceed the annual 150%.> > > > This conclusion is after
MANY tests for various trading systems,> > > > optimised or
not.> > > > This is a reason I prefer CSCO or BEAS for example,
their curves> > > are> > > > more "profitable"
and more flexible.> > > > Of course I [almost] always speak for
medium speed systems [not> > > more> > > > than
6 trades per year]> > > > It is more than 8 months I did not
trade a single QQQ share, I> > > would> > > > be
glad to come back to my old favorite, but for a better than> >
180%> > > > annual return.> > > > This is my
experience, I hope it hepls somehow...> > > > Dimitris>
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen">
> > > <psytek@xxxx> wrote:> > > > > Well Fred,
the real values to use when estimating whether a> > >
trading> > > > system> > > > > is practical
have never been answered on this list. You are a> > > >
trader, I am> > > > > still mostly a tinkerer, so I respect
your opinion. As a rule > I> > > > discard>
> > > > systems that do not survive my "acid test" of 0.5%. This
> allows> > > my> > > > to fumble>
> > > > placing the trade, allows for some over-optimization,
> slippage,> > > > slow data,> > > > >
and even for some commission.> > > > >> > > >
> There ought to be a formula based on parameters like volume,> >
> > volatility and> > > > > price, to gives us a
working estimate. Places that have lots > of> > > >
trading> > > > > histories could crunch that out in seconds.
Would be > interesting> > > to> > > > have
a> > > > > poll on this.> > > > >>
> > > > Herman.> > > > >> > > >
> -----Original Message-----> > > >
> From: Fred <fctonetti@xxxx>
[mailto:fctonetti@xxxx]> > > > > Sent: Monday,
February 03, 2003 4:03 PM> > > > > To:
amibroker@xxxxxxxxxxxxxxx> > > > > Subject:
[amibroker] Re: NDX / QQQ - Can it be traded ?> > > >
>> > > > >> > > > >
Herman,> > > > >> > > > >
Let's use today as an example and assume you are going to> >
trade> > > > QQQ> > > > > after
you make a decision on where NDX closes ...> > > > >>
> > > > At 4:00 PM QQQ was as at 24.50> > >
> >> > > > > Between there and 4:15 QQQ got
as high as 24.54 and as low > as> > > > 24.48>
> > > > or 0.16% over and 0.08% under as
EXTREMES.> > > > >> > > > >
Thomas,> > > > >> > > > > I'm
not quite ready to toss it on the scrap heap yet. I > just>
> > > started> > > > > playing with
it.> > > > >> > > > >> > >
> >> > > > >> > > >
> Yahoo! Groups
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ADVERTISEMENT> > > > >> > > > >>
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