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[amibroker] Real World Systems was Trailing Stops



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Phsst:   no...I have an interest in "real world trading".  I work
systems all the time and occasionally believe I have enough confidence
in them to try trading them.  I have invested month and months in
several systems wherein all I did was learn the perils of
overoptimization.

I suspect there are tons (as in lots) of people who are VERY interested
in this topic, while at the same time perhaps believe they have little
to contribute.  So they do not say anything because then someone will
say "Well, where is YOUR real world system to share".  There may even be
an implied expectation: if you publish a system, it should work.  Maybe
folks' confidence in this is not what it should be to allow them to show
their fragile stuff.

Ken

-----Original Message-----
From: phsst [mailto:phsst@xxxxxxxxx] 
Sent: Sunday, April 13, 2003 12:42 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Trailing Stops

> Are you going to post it in the other forum or drop the subject ?

Fred,

Think about it. You're the only one who has shown any interest at all
in the subject of Real World Trading using Amibroker... and you don't
trade stocks! Go figure ;-)



Phsst


--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> Phsst,
> 
> Are you going to post it in the other forum or drop the subject ?
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "phsst" <phsst@xxxx> wrote:
> > Sid,
> > 
> > After sleeping on it, I decided maybe you are right. This may not be
> > the place for a thread on Real World Trading thread.
> > 
> > Thanks for making me think about.
> > 
> > Phsst
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "phsst" <phsst@xxxx> wrote:
> > > >Why don't we continue these trading system and performance 
> measure
> > > >discussions over on the Amibroker-TS group?
> > > 
> > > Sid,
> > > 
> > > I'm going to start the thread here.
> > > 
> > > After seeing the topics discussed it may just fade away. But much 
> of
> > > the discussion will be about the relevence of how AB (and Fred)
> > > calculate Equity curves, PositionSizing, compounding along with a 
> few
> > > other subjects. It all revolves around how AB is used as a tool 
> for
> > > trading.
> > > 
> > > Lets talk about moving the thread after I post it.
> > > 
> > > Phsst
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx> 
> wrote:
> > > > At 06:02 PM 04/12/2003 +0000, you wrote:
> > > > 
> > > > > > I am curious if the methodology of limiting position sizes 
> to
> > fixed
> > > > > > dollar amounts is something you actually do.
> > > > >
> > > > >Fred and others,
> > > > >
> > > > >Later tonight or tomorrow I will start a new thread with a 
> Subject
> > > > >line called "Trading in Real Life". And in that thread we can 
> discuss
> > > > >actual trading methodologies along with the applicability of
> > > > >Amibroker's backtesting capability as it applies to actual 
> trading.
> > > > >
> > > > >Maybe I'll learn something... or maybe others will learn 
> something.
> > > > >
> > > > >If there is active participation, it could be a long running 
> thread
> > > > >because I have several issues to discuss but I don't want to 
> saturate
> > > > >any one post with more than one trading/Amibroker issue.
> > > > >
> > > > >It is a pretty day here and I have some non-computer 
> activities that
> > > > >need attention.
> > > > >
> > > > >If you are interested in this new thread... just imagine an
> > > > >automotron's warbling electronic voice beckoning you with the
> > words...
> > > > >"Would you like to play a game?".
> > > > >
> > > > >Later,
> > > > >
> > > > >Phsst
> > > > 
> > > > Phsst, Fred, Dingo, Steve / all
> > > > 
> > > > Why don't we continue these trading system and performance 
> measure 
> > > > discussions over on the Amibroker-TS group?  It was set up to 
> discuss 
> > > > trading systems and we could get the TS traffic away from 
> the "how
> > > do I use 
> > > > AB" traffic here.  It has been nearly unused for a couple months
> > and is 
> > > > available.
> > > > 
> > > > http://groups.yahoo.com/group/amibroker-ts/
> > > > 
> > > > Cheers
> > > > Sid
> > > > 
> > > > 
> > > > 
> > > > 
> > > > ---
> > > > Outgoing mail is certified Virus Free.
> > > > Checked by AVG anti-virus system (http://www.grisoft.com).
> > > > Version: 6.0.465 / Virus Database: 263 - Release Date: 
> 03/25/2003



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