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I will
just try back another day. Thanks again.
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Al Venosa
[mailto:avcinci@xxxxxxxxxxx]Sent: Thursday, February 06, 2003 2:33
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: Stock
Selection was: [amibroker] Re: NDX / QQQ - Can it be traded
?
Oh, I forgot. Sorry about that, Jayson. I was recently in communication with
Notis about another issue, and he told me there has been a problem with his
server lately. So, I think the site is temporily down. I'll ask him when it will
be up and running again.
Al Venosa
>From: "Jayson"
>Reply-To: amibroker@xxxxxxxxxxxxxxx
>To:
>Subject: RE: Stock Selection was: [amibroker] Re: NDX / QQQ - Can
it be traded ?
>Date: Thu, 6 Feb 2003 13:54:06 -0500
>
>Al,
>I tried the link but it appears to be dead. A goggle search also
failed.
>Have you visited this site recently?
>
>Jayson
>-----Original Message-----
>From: Al Venosa [mailto:avcinci@xxxxxxxxxxx]
>Sent: Thursday, February 06, 2003 1:44 PM
>To: amibroker@xxxxxxxxxxxxxxx
>Subject: Re: Stock Selection was: [amibroker] Re: NDX / QQQ - Can
it be
>traded ?
>
>
>Fred,
>
>Steve Notis sells a trading software called Powerkit
>(www.byte-research.com). At that site, you can download the user
manual for
>free. In that manual, he discusses optimization in great detail,
so you
>don't need to buy the TASC article. I believe he may even have a
discussion
>of this topic on his web site.
>
>Al Venosa
>
>
> >From: "Fred "
> >Reply-To: amibroker@xxxxxxxxxxxxxxx
> >To: amibroker@xxxxxxxxxxxxxxx
> >Subject: Stock Selection was: [amibroker] Re: NDX / QQQ -
Can it be traded
>?
> >Date: Thu, 06 Feb 2003 18:35:59 -0000
> >
> >Jayson,
> >
> >Here's the article. Unfortunately TASC wants to charge for
> >everything they ever printed these days.
> >
> >http://store.traders.com/v15261aryour.html
> >
> >It begins ...
> >
> >Are Your Profits Robust? by Steve Notis
> >
> >Your 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 "
> > 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" 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 [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" 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
[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"
> > > 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
[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"
> > > > > > 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 [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.
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > >
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