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Ken,
You and I have had some offline discusions about system development,
testing, optimization and realtime usage ... What are your views at
this point with regards to using PositionSize= in the pre-realtime
parts off this, I know at one point way back they were significantly
different then my own.
--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> 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@x...]
> 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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