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Steve
are you testing the same number of bars as Fred did in his original
post?
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Steve Davis
[mailto:sdavis@xxxxxxxxxxxxx]Sent: Friday, February 21, 2003 1:40
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Re: WDS (Watered Down System)There is something wrong
here. The trades are not similar enough. The numberof trades is much higher
with the Yahoo ^NDX symbol. It would be great ifsomeone with both symbols
could investigate this. Would love to see a plotof 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 PMTo:
amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: WDS (Watered Down
System)Reasonable as a data source ? of course ... With the
currentparameter values ? I guess this depends on how similar the
tradesare. 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 Itraded> 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 equivalentof> >
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@xxxx]> > > 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 callto "^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
anRAR> of> > > 90.06%. Attached is a screen
capture of the Equity Line (itis> 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
sortof> > error> > > in here> >
> > somewhere. It is also hard to save the indicator
becauseof> > 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> > >> > >> > >> >
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