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Dale,
I knew from previous posts that I had read that you were an excellent
software developer. And the .gif file you posted demonstrates that.
But you did not answer my question.
> what do you consider 1) Good trading system
> results, and 2) Excellent trading system results. And do you prefer
> limited portfolio trading or 'whole mkt' portfolios?
If you think the results I posted were unremarkable then you must have
had some point of reference... eh?
Phsst
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> Good trading system results? I’m still working on that. I’ve
attached a gif of my latest project " a portfolio test bed that will
allow me to test a variety of formula on a series of portfolios under
different rules. I’m particularly interested in trying to see if I
can get a formula to detect when stocks come into a tradable zone and
when/if it does begin trading it until the formula detects that the
results are falling off.
>
>
>
> d
>
>
>
> -----Original Message-----
> From: phsst [mailto:phsst@x...]
> Sent: Wednesday, April 09, 2003 10:58 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Larry Williams Inner Circle Review
>
>
>
> Dale,
>
> No offense taken. In fact your observation that the trading system
> results I posted were 'unremarkable' is the conclusion I came to when
> nobody responded. That is why I made the 'patsy at the poker table'
> remark.
>
> <Could you expand on how you interpreted them to be the results of a
> 'good trading system'?>
>
> Because I've traded this particular system profitably. Just that simple.
>
> No kidding... my purpose in posting my trading system results was to
> try to get others to provide some insight into what can be achieved in
> trading system development with Amibroker where it concerns superior
> backtesting results. (It was NOT my intention to brag about my own
> systems!).
>
> So Dale, now a question for you... in Amibroker terms, give us some
> point of reference to what you consider 1) Good trading system
> results, and 2) Excellent trading system results. And do you prefer
> limited portfolio trading or 'whole mkt' portfolios?
>
> No need to divulge details of proprietary trading systems. Just give
> us an idea of what can be achieved with Amibroker in real life.
>
> Phsst
>
> --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> > Regarding your reference to your ¡Èbest trading system results¡É:
> >
> >
> >
> > No offense intended but at the time you posted the results I looked at
> > them and found them to be quite unremarkable and don¡Çt
understand your
> > characterization of them. Could you expand on how you interpreted
them
> > to be the results of a ¡Ègood trading system¡É?
> >
> >
> >
> > Thanks!
> >
> >
> >
> > d
> >
> >
> >
> > -----Original Message-----
> > From: phsst [mailto:phsst@x...]
> > Sent: Tuesday, April 08, 2003 11:50 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Re: Larry Williams Inner Circle Review
> >
> >
> >
> > Yuki,
> >
> > Glad to see you back from your vacation, and I hope the portion of
> > your vacation exclusive of Larry Williams was enjoyable.
> >
> > Over the years, I've been to two or three 'guru' seminars, and like
> > you, I've generally been disappointed in the quality of the
> > presentations, not to mention the presentors.
> >
> > Frankly, until I started watching the AmiBroker board, the single best
> > published work I had read was Linda Rasche's 'Street Smarts' book.
> > Linda did not hold much back and did not let her ego get involved in
> > the presentation at all. Her presentation primarily focused upon
> > futures, while I tend to focus upon stocks. But her approach worked
> > well in any trading environment.
> >
> > I thought I had developed a few good trading systems before getting
> > involved in this AmiBroker board. And when I recently posted my best
> > trading system results, there wasn't much feedback from others
> > regarding comparable results.
> >
> > Then I concluded that like the old Poker Player axiom... if you don't
> > know who the 'patsy' is at the table, then it is probably you!
> >
> > So I'll probably hold my cards a little closer to my chest for a while
> > until I get the 'feel of the game'.
> >
> > Anyway, glad you are back.
> >
> > Phsst
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Yuki Taga <yukitaga@xxxx> wrote:
> > > Hi DT,
> > >
> > > Tuesday, April 8, 2003, 3:38:59 PM, you wrote:
> > >
> > > DT> Yuki, Read http://groups.yahoo.com/group/amibroker/message/10072
> > > DT> to see the basic info for L. Williams well known indicator. Who
> > > DT> could imagine to put his name in ANY T/A link reproducing
> > > DT> Stochastic ?
> > >
> > > Sad, and surprising, but he did come off a bit like a glory
seeker to
> > > me, so I guess I'm not all that surprised. He seemed to want to
> > > claim a lot of original TA stuff, and that other people copied him a
> > > lot.
> > >
> > > Quite frankly, I was surprised with his treatment on some
things. He
> > > likes ADX a lot, but he seemed to not really understand how it works
> > > to me. He calls it a "trend integrity" indicator, and advises that
> > > when it makes extreme highs and then declines, the decline is
showing
> > > you that there is no "integrity" in the embryonic new trend, and
that
> > > it is bound to fail. Actually, this is quite wrong IMO, as the
> > > reversal in ADX at trend change is simply a "bleeding off", if you
> > > will, of the high level of trending that HAD been present. It is a
> > > symptom of the old trend, not yet referencing the new direction at
> > > all. After a while, if ADX does not stop falling and start
rising of
> > > course, then the new direction is certainly suspect. But, that
is not
> > > what Larry was talking about. He was talking simply about the
initial
> > > fall in ADX from a high level, and that this fact makes a new
> > > direction suspect. That is not correct, IMO.
> > >
> > > It is only sometime later that the failure of ADX to stop
falling and
> > > start rising with the new trend, that the new trend becomes suspect
> > > (and of course *all* new trends, especially reversals coming out of
> > > strong trending periods, are initially quite suspect). But a new
> > > embryonic trend is not suspect simply because ADX is bleeding off
> > > levels reached due completely to the strength of the old trend. A
> > > declining ADX is perhaps useful only to tell you to STAY OUT of a
> > > trade, IMO. Where the ADX is most useful to me is when it just
> > > crosses or just about crosses into strong trending territory -- on
> > > its way up -- signalling that there may be a train departing
that you
> > > want to get on.
> > >
> > > Maybe I'm splitting hairs here, but I really thought he was
trying to
> > > be a bit too "original" here.
> > >
> > > Best,
> > >
> > > Yuki
> > >
> > > mailto:yukitaga@x...
> >
> >
> >
> >
> >
> >
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