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NDX_D as specified in the system as presented is the equivalent of
Quote.Com's daily data for NDX. Different data vendors don't always
have the same values for the same symbol. These differences of
course affect system results.
--- In amibroker@xxxxxxxxxxxxxxx, "Steve Davis" <_sdavis@xxxx> wrote:
> b,
>
> I also changed the system to use "^NDX" instead of "NDX_D" and my
results
> are like yours. The system generates 352 trades with 157 wins and
195 losses
> for a net% profit of 857%. CAR=77%. MDD=34.48%.
>
> Somehow the change to ^NDX generates more frequent trades with worse
> results. Strange.
>
> -Steve
> -----Original Message-----
> From: b519b <b519b@xxxx> [mailto:b519b@x...]
> Sent: Friday, February 21, 2003 2:18 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] WDS (was Watered Down Semi-Interesting
System)
>
>
> I am not getting any error messages, but I am not getting results
to
> match Fred's figures and chart.
>
> Maybe I am not applying it correctly. I put the formual code into
AA
> and changed the settings to "Reverse Entry signal forces exit"
> and "allow same bar exit". I changed the Foreign call to "^NDX"
> because I use Yahoo data, so the NDX signal was used to signal
> trades in and out of the QQQ.
>
> My total return was not 600% or 6,000% but 840.68% with an RAR of
> 90.06%. Attached is a screen capture of the Equity Line (it is in
> the middle -- generated by copying the AA code into a new
indicator
> followed by the equity line code from post 34313). The bottom
window
> is AB's regular equity curve. My equity curve is no where never
the
> one in Fred's post 34208.
>
> Any ideas what I have not done right?
>
> Opps, I guess I can not attach a picture using IE to write this
post.
>
> b
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx>
> wrote:
> > Fred, I think all of us got that same error.... Buy, sell, short
> and cover
> > are all present in the AA system test. there is some sort of
error
> in here
> > somewhere. It is also hard to save the indicator because of
that
> same
> > error. Also I do find it necessary to add the extra /* to get
an
> equity
> > plot from the AA button. From the indicator edit window using
the
> apply
> > button gives an immediate error at the usual spot.
> >
> > BTW if anyone is getting about 622% gain instead of 6108% check
> settings to
> > see if you have the "allow same bar exit" checked in AA
> settings. Also
> > you can't have fractional shares of QQQ.
> >
> > Sid
> >
>
>
>
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