|
PureBytes Links
Trading Reference Links
|
There is something wrong here. The trades are not similar enough. The number
of trades is much higher with the Yahoo ^NDX symbol. It would be great if
someone with both symbols could investigate this. Would love to see a plot
of the difference between the two symbols. Something like this:
yahooNdx = Foreign("^NDX", C);
quoteNdx = Foreign("NDX_D", C);
diff = quoteNdx - yahooNdx;
Plot(diff, "diff", colorBlack);
-----Original Message-----
From: Fred <fctonetti@xxxxxxxxx> [mailto:fctonetti@xxxxxxxxx]
Sent: Friday, February 21, 2003 1:26 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: WDS (Watered Down System)
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
> > > >
> > >
> > >
> > >
> > > Yahoo! Groups Sponsor
> > > ADVERTISEMENT
> > >
> > >
> > >
> > >
> > > Post AmiQuote-related messages ONLY to:
> amiquote@xxxxxxxxxxxxxxx
> > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > >
> > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > >
> > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > Service.
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|