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Bob,
The QQQ system I posted aways back was as I stated at the time
overtweaked and probably not tradable i.e. I don't trade it, never
did. Nobody on the planet I know trades the QQQ's fully invested
w/3% DD's. The equity curve I attached tonight and have used in
previous posts is of a system that I trade using MF's day in and day
out.
--- In amibroker@xxxxxxxxxxxxxxx, "Bob Jagow" <bjagow@xxxx> wrote:
> Fred,
> Admitting mental failings was, as you might imagine, extremely
difficult
> for me. Hoping against hope to regain some dignity, I checked your
posts
> and found a couple.
>
> "I don't trade stocks or etf's for that matter because the DD's on
any
> system I've ever written or seen or just TOO big for my stomach"
> "As I said however, I do NOT trade stocks or ETF's, with MF's this
is a
> non issue as the trade is either recorded before 4:00 or it isn't"
>
> Did you ever furnish results for anything other than QQQ, the daddy
of
> ETFs?
>
> AwakenedBob
>
>
>
>
>
>
>
>
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: Wednesday, April 09, 2003 9:11 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Larry Williams Inner Circle Review
>
>
> Bob,
>
> You didn't mis-remember anything ... Although I could be wrong I
> don't think I said I ONLY traded MF's, but nevertheless the equity
> graph posted is for a MF trading system.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Bob Jagow" <bjagow@xxxx> wrote:
> > Re: Larry Williams Inner Circle ReviewJeez, Fred, I'm
> flabbergasted -- to
> > think that I mis-remembered you saying you only traded MFs.
> >
> > Like my mentor, Dan Q said, "What a terrible thing to have lost
> one's mind.
> > Or not to have a mind
> > at all. How true that is."
> >
> > MindlessBob
> > -----Original Message-----
> > From: Fred Tonetti [mailto:ftonetti@x...]
> > Sent: Wednesday, April 09, 2003 8:25 PM
> > To: amibroker@xxxxxxxxxxxxxxx; phsst@xxxx
> > Subject: [amibroker] Re: Larry Williams Inner Circle Review
> >
> >
> > Phsst,
> >
> > I am concerned by DD's only because of what they do the account
> balance
> > and I find that has very little to do with trading one issue or
> many. If
> > you trade many issues simultaneously with fixed amounts then by
> it's nature
> > that method may very well produce DD's that are ok when one is
> lightly
> > invested but it will also produces lower returns. When it's
fully
> invested
> > it has the potential to make more but the risks also go up.
> >
> > As far as stop loss orders goes, I'd hardly call that being
fully
> > protected. If you ever been invested through good size gap
> openings heading
> > in the opposite direction of your position or had the specialists
> purposely
> > take out the stop loss orders you placed then you know what I
mean.
> >
> > If you want an opinion about your system then by all means put
up
> the list
> > of trades it made. One or more of us will be happy to write the
> Excel code
> > or other quick analysis software to evaluate its return and
> associated risks
> > with a larger degree of accuracy then "eyeballing" it.
> >
> > As far as results go . I posted this equity chart before and
I'll
> post it
> > again. Personally I'm quite comfy trading this system. I can
> triple the
> > returns while only doubling the DD's by using margin but I don't
> usually go
> > down that road. If you have a system that has a MAR over 20 with
> low UI
> > then maybe we should all listen up. The system you are describing
> sounds
> > very like Raschke's "grail" system which is hardly earth
shattering
> and
> > hardly without its losses. If you've modified, tested and made it
> > significantly better then that's wonderful but I am at best
> bewildered that
> > you'd trade anything where you didn't know going in what to expect
> in terms
> > of returns and dd's.
> >
> > . <<...>>
> >
> >
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