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Dingo,
In the meantime there is TRADE ... Personally I don't want to get
into a manual back and forth effort every day in order to figure out
what I'm going to trade.
--- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> What I was thinking about was doing the "optimized exploration" on
some
> prequlified basket of symbols - one symbol at a time and exporting
> those stats based on equity. Then in a spreadsheet / program
evaluate
> those stats and come up with some sort of ranking mechanism.
Granted AB
> can't do anything with the results. But until it can at least I've
got
> the beginnings of method for selecting the best candidates to trade.
>
> d
>
>
> -----Original Message-----
> From: Fred [mailto:fctonetti@x...]
> Sent: Sunday, April 13, 2003 4:13 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Real World Systems
>
>
>
> Dingo,
>
> In the past when I had included Expectancy as part of the
> calculations in the EquityLine generation it required the
> Buy/Sell/Short/Cover array. This was the only statistical item
> present in that indicator that required those arrays so as a result
> of removing that statistical item I have also removed the
references
> to that B/S/S/C Arrays. It now only depends on Equity() or
> ~CompEquity in the case of wanting to run a similar version for
> Composites/Baskets/Portfolios etc. The problem of course is that
> because AB still allows one to be more then 100% invested using
> Portfolios the reporting is not accurate for those.
>
> Fred
>
> --- In amibroker@xxxxxxxxxxxxxxx, "dingodigital" <dingo@xxxx> wrote:
> > My stupid email provider is down and I'm having to post this via
> > browser.
> >
> > Anyway, I'm very interested in participating in this thread so
bear
> > with me.
> >
> > Fred, what does RUTTR stand for - for those of use not FT
certified?
> >
> > Regarding your ranking comments - I asked tj this am to provide
an
> > example of how the new "for" construct could enable us to build
> > an "optimizer" but running it in an Exploration. He provided one
> and
> > my thinking is that this will lend itself to using some other
data
> > for ranking/evaluation via the use of Addcolumn's.
> >
> > My question to you is (since I don't know your equity code well
> > enough): Given the new functionality as desribed above - couldn't
> we
> > now use your equity code and export those items that we might be
> > interested in? For example = your MAR, K ratio, etc? If so we can
> > manipulate them in code or an Excel spdsht.
> >
> > If this is now possible it really opens the door for ranking
> > experiments.
> >
> > d
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, Fred Tonetti <ftonetti@xxxx>
> wrote:
> > > Sid,
> > >
> > > One of the things that clearly does work are at least some of
the
> > > generalized principles that have been presented on FT-Talk
and/or
> > its
> > > predecessors and there is probably no reason why these types of
> > things
> > > could not be morphed into using with stocks but the risk
> associated
> > with
> > > stocks in general is that although they quite often bring
higher
> > returns
> > > they also have inherently more risk.
> > >
> > > Any way the concepts in general that I am referring to include:
> > >
> > > 1. A simple market timing system a la RUTTR or some
variant or
> > > SIMPLE replacement for that. Hardly the best system in the
world
> > but
> > > hardly the worst.
> > > 2. The ranking of trading vehicles, whether they be stocks
or
> > MF's
> > > based on something like MAR i.e. CAR / MDD during the periods
of
> > time
> > > that your simple market timing system is on a buy or the
inverse
> of
> > that
> > > if you allow shorting as well. This allows for the strongest
> > trading
> > > vehicles to be taken advantage of during buy periods and the
> weakest
> > > ones to be taken advantage of during sell periods.
> > > 3. The trading of or possibly even sub timing of those
> individual
> > > trading vehicles based on some shorter term buy / sell criteria.
> > >
> > > The problem at the moment from an AB perspective is that I
don't
> > believe
> > > all the pieces are in place to write the code to do this sort of
> > > analysis.
>
>
>
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