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V.18:4 [52-61]
--- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> Fred,
> thanks, I will look through my old issues for the article. Do you
recall
> which year it may have been published?
>
> regards,
>
> Jayson
> -----Original Message-----
> From: Fred <fctonetti@xxxx> [mailto:fctonetti@x...]
> Sent: Thursday, February 06, 2003 1:36 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: 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.
>
> 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 <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@x...]
> > > 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@x...]
> > > > 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@x...]
> > > > 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@x...]
> > > > 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@x...]
> > > > 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@x...]
> > > > 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@x...]
> > > > >
> > > > > 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@x...]
> > > > > > 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 Sponsor
> > > > > > ADVERTISEMENT
> > > > > >
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