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Yes,
Jayson, the range of dates matches Fred's report.
<FONT face=Tahoma
size=2>-----Original Message-----From: Jayson
[mailto:jcasavant@xxxxxxxxxxxx]Sent: Friday, February 21, 2003 1:59
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: RE: [amibroker]
Re: WDS (Watered Down System)
<SPAN
class=966525618-21022003>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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