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Also, I noticed that the results were slightly different if I traded
the QQQ based on the NDX or on the QQQ. The difference was not
great.
As for the difference of Yahoo's ^NDX and Quote.com's NDX_D, I
assume that using the ^NDX is a reasonable option for those of us
who do not use Quote.com data.
b
--- In amibroker@xxxxxxxxxxxxxxx, "Fred <fctonetti@xxxx>"
<fctonetti@xxxx> wrote:
> 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
> > >
> >
> >
> >
> > Yahoo! Groups Sponsor
> > ADVERTISEMENT
> >
> >
> >
> >
> > Post AmiQuote-related messages ONLY to:
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> >
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> >
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