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[amibroker] Re: WDS (Watered Down System)



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Reasonable as a data source ? of course ... With the current 
parameter values ? I guess this depends on how similar the trades 
are.  If they are almost identical then maybe it is reasonable.

--- In amibroker@xxxxxxxxxxxxxxx, "b519b <b519b@xxxx>" <b519b@xxxx> 
wrote:
> 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
> > >   >
> > > 
> > > 
> > > 
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