|
PureBytes Links
Trading Reference Links
|
Good
question.
<FONT face=Arial color=#0000ff
size=2>
I
think you are correct when you assume that 40,000 trades is probably enough to
say that the system in question is fairly robust. It's a function of
how many parameters are being used by the system. The particular
system relating to the equity curve I posted has five parameters, so I feel that
40,000 trades is excessively more than is required to prove to me that the
system works well. I don't have a specific ratio of trades per
parameter in mind, but 40,000 is more than enough in this
case.
<FONT face=Arial color=#0000ff
size=2>
MCS
will show me if there are some very large profits in a few trades. I
mentioned that there were about 100 stocks with profits of more than
8000%. MCS will show me the equity curve for the worst case scenario
where I missed all of those trades due to insufficient cash to take every
signal.
<FONT face=Arial color=#0000ff
size=2>
As
much as anything, I am using TradeSim's MCS capability to show me how much
profit I could expect based on a specific starting capital.
Once TJ incorporates a bit more logic in this area, it won't be necessary for me
to export to TradeSim to see this effect.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: phsst
[mailto:phsst@xxxxxxxxx]Sent: Saturday, April 19, 2003 12:34
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Parameter selection, MCS (for Thomas)Chuck,In
your example, you specified that you used MCS against 40,000 tradesto
determine reliability.Since I am not familiar with MCS, is it safe to
assume that the largerthe number of samples the more reliable the
conclusions that are drawnfrom MCS analysis... or can smaller samples be
applied to MCSeffectively?I am not a mathematician like DT... so
what constraints should beconsidered when using MCS analysis re. number of
samples.Phsst --- In amibroker@xxxxxxxxxxxxxxx,
"Chuck Rademacher"<chuck_rademacher@x> wrote:> Sorry, Thomas,
I must have not been very clear in my explanation.> > Here are
my steps for parameter selection (right or wrong):> >
1. Optimize over the entire universe of stocks that traded
between1992> and today (13,500 stocks after filtering for minimum
price/volume).This> process is looking for ONE parameter set across
all stocks.> 2. Check for outliers (huge profits or
losses). This is moreimportant> for long-term systems
that might have bought in 1995 and sold andthe peak> in
2000.> 3. Remove the stocks with the largest outlier
trades. In theexample I> gave, trading $10,000, I
removed the stocks where single tradesgenerated> more than (say)
$200,000. AOL, MSFT and a few others generatedmore
than> $1 million in profits so I don't want those trades in my
parameter> selection.> 4. Re-optimize to get "best"
parameter set over all remainingstocks. I> don't
really want to get into defining "best" here.> 5. I might
repeat steps 3 and 4 if I get a new set of large outliers.>
6. Put the removed stocks back into the watchlist.>
7. Run Scan to see equity curve with or without
compounding.> 8. When it comes to live trading, my systems
are looking at allstocks.> Removing stocks from the universe was
only done to achieve (IMO) better> parameter selection.>
> > While I'm at it, I may as well tell you the steps I take to
decideif the> system is even worth doing the steps delineated
above. Here iswhat I do> to see if the system has any
merit in the first place:> > 1. Optimize the system over
data between 1994 and 2001(approximately) to> find the "best"
parameter set.> 2. Using that parameter set, run the same system
over data between1992 and> 1993 as well as over the period 2002 and
2003. If the performancelooks> "almost" as good over
those periods (per trade, per annum, drawdown,etc.),> then the
system (IMO) is worth more effort.> 3. If the out-of-sample
performance is not good (definition?), Iadd it to> my scrap heap of
thousands of other rejected systems.> > > > You
then asked about MCS. I use Monte Carlo Simulation to see
whathappens> when I trade a random selection of my buy/short
signals. You mayrecall an> equity curve that I posted
not too long ago. From memory, that curve> reflected the
results of over 40,000 trades. The initial capitalfor
each> trade was $10,000. I wouldn't want to trade less than
$10,000,> particularly when I only like to trade round lots (multiple
of 100shares).> To take all of the signals generated by that system
would requireabout $10> million in capital, based on $10,000
initial capital per trade. Probably> beyond the scope of most
individual traders.> > So... how do I reduce the number of
signals so that I can afford to take> every trade. While we
patiently wait for TJ to add some portfolio> management functionality
to AB, I export the trades from AB to TradeSim.> TradeSim has full MCS
capability. Someone in this group
postedreferences> to some other software that does MCS.>
> In any event, I can tell TradeSim that I only have $300,000 (or
anyother> amount) and it will RANDOMLY select signals that it will
trade. Ican tell> TradeSim to do 15,000 random selections and
it will show me the average,> best and worst case equity curves for
each of those 15,000 runs. What you> are looking for is a
fairly consistent performance, regardless ofthe list> of signals
accepted by TradeSim. I want to make sure youunderstand
the> process here. TradeSim will make a purely random
selecction ofbuy/short> signals in each run, investing up to my
limit of $300,000 IBM,MSFT, AOL,> etc. might be
in run number one. Any or all of those stocks mightbe
in> run two. You can tell TradeSim whether or not to
compound your profits> (yet another discussion).> > The
next step, of course, is to rank all signals by something (another>
discussion) and take the signals in some sort of predetermined
sequence> until your system runs out of cash. This
functionality is high onthe wish> list for TradeSim and somewhere
on TJ's wish list for AB. Once wehave> that
functionality, we can see if our "smart" method of selecting which>
signals to take has any value over a purely random selection.
Ifnot...> the method for selection must not be very smart.>
> I hope that I have answered your questions and
concerns.> -----Original Message----->
From: tchan95014 [mailto:tchan95014@xxxx]> Sent: Friday,
April 18, 2003 8:04 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re:
Compounding, etc. (for Fred)> > >
Chuck,> > The following is my understanding from
reading your posts: you test> your system on a large
universe, when you find a goog parameter set,> you then run
on the same universe to pick up the candidate to trade.>
> My question:> 1) Since you do not cut
off those losers in historical test from the> universe (You
mentioned that a stock's characteristics can change over>
time), do you still trade a certain stock when you system picks it
up> but you know from you historical test this particular
candidate lost> all the time? (Of course, you also mention
you never check what stocks> are traded by your system, but
I just want to know your thought)> > 2) You also
mention the use of MCS, could you please elaborate on how>
you use MCS to help you on system development or whatever?>
> Thanks> > >
Thomas> > --- In amibroker@xxxxxxxxxxxxxxx, "Chuck
Rademacher"> <chuck_rademacher@x>
wrote:> > No rebuke from me. You are 100%
correct that one would tend to> either
take> > on more positions or increase the size of
positions using profits.> Either> >
of these could be called "compounding".>
>> > I just don't think that compounding has any
place in parameter> selection.> >
I've already given dozens of examples but I'll do one
more.> >> > Let's say that I
had a moving average crossover system (which I>
wouldn't> > use). Let's also assume that we are
investing $10,000 per trade> initially.>
> I optimize for one set of parameters to use on a basket of
stocks.> One set> > of parameters
generates a trade for AOL that results in a $1.5>
million> > profit for the $10,000
investment. If I then re-invest that $1.5>
million> > (in backtesting), I could end up with some
huge returns on the next> trade,> >
based on my original portfolio investment size. This huge
profit> and> > resultant compounding
(in backtesting) could distort the fact that>
those> > very same parameters generated far less in
profits for the other 99> stocks.> >
In my opinion, I would rather use parameters that missed the
AOL> trade and> > did better on the
other 99 stocks. Keeping AOL in the basket
(for> > backtesting) and compounding the profits from
that one trade simply> doesn't> > fit
in how I select parameters.> >> >
Once I'm finished selecting my parameters, I will use Scan over
all> 100> > stocks in basket. I
will, at this point, turn on compounding. If>
the> > parameters I've selected without the benefit of
AOL and without the> benefit> > of
compounding happen to pick up the AOL trade, it's a bonus.
I'd> rather> > miss the AOL trade (in
backtesting) and do well on the rest of the> stocks
in> > the basket. In my opinion, this
approach has a much better chance> of
being> > profitable in the future. A
fantastic-looking equity curve based> on
the> > benefit of hindsight does little to satisfy my
investors.> > -----Original
Message-----> > From: Fred
[mailto:fctonetti@xxxx]> > Sent: Friday,
April 18, 2003 6:16 PM> > To:
amibroker@xxxxxxxxxxxxxxx> > Subject:
[amibroker] Re: Pairs Trading (a definition for Dingo)>
>> >> >
Chuck,> >> > Your "go"
at it is clearly a better description then mine ...>
>> > I'm still waiting for your rebuke of
my description of compounding> > whether it
is in terms of scaling up bet size or increasing the>
> number of securities potentially invested in to be virtually
the> same> > in terms of
how that affects system design, testing and>
optimization> > in that ones aim is still to
yield consistant returns and> drawdowns>
> on a percentage basis.>
>> > --- In amibroker@xxxxxxxxxxxxxxx,
"Chuck Rademacher"> >
<chuck_rademacher@x> wrote:> > >
MessageI'll have a go at defining pairs trading for you.>
> >> > > To me, there
are two different kinds of pairs trading>
(fundamental> > and>
> > technical).> >
>> > > Before I get into that,
however, I'll start by telling you that> >
pairs> > > trading is NOTHING MORE than
buying one stock and shorting> another.>
> > Usually, the dollars invested would be the same for each
stock.> > >>
> > Fundamental pairs trading would be based on YOUR
INTERPRETATION> of> >
the> > > fundamentals for those two
companies. If you spent the time to>
> review the> > > annual
reports for Ford and General Motors, for instance, you>
might> > decide>
> > that FUNDAMENTALLY Ford should outperform General Motors
over> the> > next
six> > > months. So, you would buy
Ford and short General Motors. Your>
> trade, in> > > theory,
should not be affected by any move in the entire market>
or> > even the>
> > automotive sector. At the end of the
six-month period you> would>
> liquidate> > > both
positions.> > >>
> > Technical pairs trading is a little more
complex. Again, you> > would
be> > > buying one stock and shorting
another. Most pairs traders>
might> > only trade>
> > a "pair" that were in the same sector, but that
isn't> necessarily a> >
> requirement. The idea here is that you find two stocks
whose> > average daily>
> > returns move very much in unison. I won't get into
the math for> >
determining> > > this, but I'm sure you
get the picture. Let's say that you>
> discover that> > > the
daily returns for Ford and General Motors almost aways
move> > together.>
> > You also observe that if the returns move apart.... they
tend to> > come back>
> > together. You also observe the maximum
amount that they> varied>
> over some> > > period of
time. When you see them move apart by that
amount> > again, you>
> > simply short the one with the higher returns and buy the
one> with> > the
lower> > > returns. Finally, you
just wait for the returns to come back> >
together and> > > liquidate both
positions. Again, the theory is that
any> major> > move
in> > > the overall market has no effect
on your net position.> >
>> > > I might add that many, if not
most, of the professional fund> > managers
using> > > pairs trading haven't done
very well over the last quarter,> >
generating> > > negative returns for
their investors. I've been pairs trading>
> for two> > > years,
netting just over one percent per month for investors in>
that> > > particular
fund. I can also tell you that, in my opinion,
any> > attempt at>
> > fundamental pairs trading is doomed for
failure.> > > -----Original
Message-----> > > From: dingo
[mailto:dingo@xxxx]> > >
Sent: Friday, April 18, 2003 3:13 PM> >
> To: amibroker@xxxxxxxxxxxxxxx>
> > Subject: RE: [amibroker] Re: Dynamic
Indicators Poll -- VOTE> > AGAIN,
PLEASE> > >>
> >> > >
Could you define "pairs trading" please?> >
>> > >
Thx!> > >>
> > d> >
> -----Original Message----->
> > From: Fred
[mailto:fctonetti@xxxx]> >
> Sent: Friday, April 18, 2003 3:08
PM> > > To:
amibroker@xxxxxxxxxxxxxxx> >
> Subject: [amibroker] Re: Dynamic Indicators Poll
-- VOTE> AGAIN,> >
PLEASE> > >>
> >> >
> Yes. I know. See my previous post, but for
example I don't> want> >
to> > > have to
write my own Stdev routine for variable periods> where
it> > > would
require a For loop or a script to get it done. As>
I've> > said>
> > before, IMHO the best thing
about AB today is it's speed and> > the
LAST> > > thing I
want to do is slow it down w/For loops if I don't>
have> > to.>
> > The best thing about the future
of AB is of course the> support &>
> > potential enhancements and I'll
be happy to take the latter> in>
> > whatever order Tomasz thinks
best with my own personal> > preference
at> > > the
moment being the fixing of position size transactions>
being> > >
automatically limited to total available cash followed by>
some> > other>
> > aspects of portfolio trading
i.e. pairs and ranking etc.> >
>> > > --- In
amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS">
> <TSOKAKIS@xxxx>> >
> wrote:> >
> > Fred,> >
> > take a look at>
> > >>
> > > per=10+Cum(1)%20;//variable
period from 10 to 29> >
> >
StochKa=MA(100*(C-LLV(L,per))/(HHV(H,per)-LLV(L,per)),3);>
> > >
StochDa=MA(MA(100*(C-LLV(L,per))/(HHV(H,per)-LLV>
> (L,per)),3),3);> >
> >
Plot(StochDa,"",1,1);Plot(StochD(),"",4,8);>
> > >>
> > > for
example.> > >
> DT> > > >
--- In amibroker@xxxxxxxxxxxxxxx, "Fred"
<fctonetti@xxxx>> >
wrote:> > > >
> Tomasz,> > >
> >> > >
> > I agree completely that these are two different areas
..> .> > to
me> > > >
they> > > >
> are both important with (1) being higher priority
then> > (2) ...>
> > > >>
> > > > With regards to (1)
and more specifically those> functions>
> like> >
> ATR> >
> > > that require multiple arrays ... I
understand and in the> > case
of> > > >
ATR> > > >
> I'm not sure I care if this is even dealt with as
again> it's> >
> simple> >
> > > enough like my example w/MACD to create
ones own ATR> with a> >
> Foreign> >
> > > symbol using straight
AFL.> > > >
>> > > >
> In the case of a stochastic though it's clearly valid
to> > >
calculate> > >
> it> > > >
> as> > > >
>> > > >
> 100 * (C - LLV(C, n)) / (HHV(C, n) - LLV(C, n))>
> > > >>
> > > > as opposed to using
highs and lows. However here again>
I'm> > not>
> > > sure>
> > > > I care as it's easy
enough to do these in straight AFL>
with> > n>
> > being>
> > > > time variant since HHV
and LLV are already have the> > capability
of> > > > >
being time variant.> >
> > >> >
> > >> >
> > > --- In amibroker@xxxxxxxxxxxxxxx,
"Tomasz Janeczko"> >
> > <amibroker@xxxx>>
> > > >
wrote:> > > >
> > Hello,> >
> > > >>
> > > > > As I mentioned in
the other post of mine there are> >
> > > > TWO INDEPENDENT
areas:> > > >
> >> > >
> > > 1. Make input data array available for functions
like> RSI> >
> > > > 2. Make second argument (period)
accept array too> >
(variable> > >
> period).> >
> > > >>
> > > > > Somehow people
mix those 2 areas.> >
> > > >>
> > > > > Fred speaks that
he wants all functions to cover at>
least> > > >
> > area (1).> >
> > > >>
> > > > > The posts of Mark
refer to area (2).> >
> > > >>
> > > > > Let me show you
example:> > >
> > >> >
> > > > RSI( period ) - this function has
no input data array> >
(uses> > >
CLOSE> > > >
> array> > >
> > > indirectly) and accepts static period>
> > > >
>> > > >
> > (1) RSIa( ARRAY, period ) - this function
accepts> input> >
data> > > >
array> > > >
> but accepts> >
> > > > only static
period> > > >
> >> > >
> > > (2) RSIa( ARRAY, dynamic_period ) - this
function> accepts> >
> input> >
> > > data array>
> > > > > and accepts both
static and dynamic_period.> >
> > > > (NOTE: Current version of AB does
NOT support this> >
> RSIa 'flavour'>
> > > >
yet)> > > >
> >> > >
> > >> >
> > > > As to (1): implementation of this
is relatively easy.> >
> > > > There is one caveat however: many
analytical functions> >
> > > > in fact use MORE than one input
array. For example> >
Stochastics> > >
use> > > >
> > Close, Open and High arrays as inputs.>
> > > > > ATR too needs
OHLC, not only close.> >
> > > >>
> > > > > As to (2): not
every function is suitable for this> kind
of> > > > >
operation. Although> >
> > > > theoretically it is possible to
rewrite every function> to>
> > accept>
> > > > such
'variable> > >
> > > periods' the practice shows that transformations
that> are> >
> > recurrent>
> > > > in
nature> > > >
> > (exponential averages for example) are>
> extremely 'sensitive' if> >
> > > parameter(s)>
> > > > > change to fast. A
kind of "frequency modulation"> effect>
> appears> >
> > > that may produce>
> > > > > distortions
therefore one should be careful working>
with> > >
adaptive> > >
> > systems> >
> > > > using recurrency-based
transformations.> >
> > > >>
> > > > > Best
regards,> > >
> > > Tomasz Janeczko> >
> > > > amibroker.com>
> > > > > ----- Original
Message -----> >
> > > > From:
<uenal.mutlu@xxxx>> >
> > > > To:
<amibroker@xxxxxxxxxxxxxxx>> >
> > > > Sent: Friday, April 18, 2003 5:28
PM> > > > >
> Subject: Re: [amibroker] Dynamic Indicators Poll -->
VOTE> > AGAIN,>
> > > >
PLEASE> > > >
> >> > >
> > >> >
> > > > > And IMHO
also> > > >
> > > LINEARREG, LINREGSLOPE, TSF>
> > > > > > should be
removed from your list. Please> >
> > > > > check the remaining too...
Test it in AFL editor (it> >
will> > > >
inform> > > >
> you> > >
> > > > via a small hint window about the params after
you> type> >
the> > > >
> opening brace).> >
> > > > > UM>
> > > > >
>> > > >
> > > ----- Original Message ----->
> > > > > > From:
<uenal.mutlu@xxxx>> >
> > > > > To:
<amibroker@xxxxxxxxxxxxxxx>> >
> > > > > Sent: Friday, April 18, 2003
5:21 PM> > > >
> > > Subject: Re: [amibroker] Dynamic Indicators Poll
--> VOTE> >
> AGAIN,> >
> > > PLEASE>
> > > > >
>> > > >
> > >> >
> > > > > > Hi
mark,> > > >
> > > > can you clarify BBANDBOT and BBANDTOP;>
> > > > > > > IMHO
they both already do accept user defined> >
arguments> > >
> > > > > for all the 3 possible parameters to
them.> > > >
> > > > UM> >
> > > > > >>
> > > > > >
>> > > >
> > > > ----- Original Message ----->
> > > > > > > From:
"markf2" <feierstein@xxxx>> >
> > > > > > To:
<amibroker@xxxxxxxxxxxxxxx>> >
> > > > > > Sent: Friday, April 18,
2003 4:03 PM> > >
> > > > > Subject: [amibroker] Dynamic Indicators Poll
--> VOTE> >
AGAIN,> > > >
> PLEASE> > >
> > > > >> >
> > > > > >>
> > > > > > > > In
Message 38132, Tomasz pointed out that HHV,>
LLV,> > > >
HHVBars,> > >
> > LLVBars,> >
> > > > > > > DEMA, TEMA, MA,
WMA, REF, and SUM already work> with>
> > dynamic>
> > > > > > > >
parameters. When I updated the poll to reflect>
> this, ALL> >
> > > votes were>
> > > > > > > >
lost so please vote again if you're still> >
interested, LOL.> >
> > > > > > >>
> > > > > > > > <A
href="">http://groups.yahoo.com/group/amibroker/surveys?>
> id=1071266> >
> > > > > > >>
> > > > > > > > I
apologize for the confusion. The fact that>
the> > above>
> > > > indicators
and> > > >
> > > > > functions accept dynamic parameters
was> reflected in> >
> > release> >
> > > notes but>
> > > > > > > >
not in the 4.30 users guide that I used to make>
the> > >
poll.> > > >
> The fact> >
> > > > > > > that so many of you
voted for them shows you> didn't>
> know> >
> > > either, and>
> > > > > > > >
I've asked Tomasz to include this information in>
> the next> >
> > > > > > > documentation
update.> > > >
> > > > >> >
> > > > > > >
Mark> > > >
> > > > >> >
> > > > > > > "No good deed goes
unpunished."> > >
> > > > > > --Steve Karnish>
> > > > >
>> > > >
> > >> >
> > > > >>
> > > > >
>> > > >
> > > Send BUG REPORTS to bugs@xxxx>
> > > > > > Send
SUGGESTIONS to suggest@xxxx> >
> > > > >
-----------------------------------------> >
> > > > > Post AmiQuote-related
messages ONLY to:> >
> > amiquote@xxxxxxxxxxxxxxx>
> > > > > > (Web
page:> > <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
> > > > > >
-------------------------------------------->
> > > > > > Check group
FAQ at:> > > >
> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.>
html> > > >
> > >> >
> > > > > Your use of Yahoo! Groups is
subject to> > >
> > <A
href="">http://docs.yahoo.com/info/terms/>
> > > > >
>> > > >
> > >> >
> > > > >>
> >> >
>> > >>
> > Send BUG REPORTS to
bugs@xxxx> > >
Send SUGGESTIONS to suggest@xxxx> >
>
-----------------------------------------> >
> Post AmiQuote-related messages ONLY
to:> amiquote@xxxxxxxxxxxxxxx>
> > (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
> >
-------------------------------------------->
> > Check group FAQ
at:> > > <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> >> >
> Your use of Yahoo! Groups is subject to the
Yahoo! Terms of> >
Service.> > >>
> >> >
> Yahoo! Groups
Sponsor> > >>
> >> >
>> > > Send BUG REPORTS to
bugs@xxxx> > > Send
SUGGESTIONS to suggest@xxxx> >
> ----------------------------------------->
> > Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxx> com>
> > (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
> >
-------------------------------------------->
> > Check group FAQ at:>
> > <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> >> > >
Your use of Yahoo! Groups is subject to the Yahoo! Terms
of> > Service.>
>> >>
> Yahoo! Groups
Sponsor> >> >>
>> > Send BUG REPORTS to
bugs@xxxx> > Send SUGGESTIONS to
suggest@xxxx> >
-----------------------------------------> >
Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx> > (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
>
-------------------------------------------->
> Check group FAQ at:> > <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
>> > Your use of Yahoo! Groups is subject
to the Yahoo! Terms of> Service.> >
> Yahoo! Groups
Sponsor> > > > Send BUG REPORTS to
bugs@xxxx> Send SUGGESTIONS to
suggest@xxxx>
-----------------------------------------> Post
AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx> (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)>
--------------------------------------------> Check group
FAQ at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html>
> Your use of Yahoo! Groups is subject to the Yahoo! Terms
of Service.Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend SUGGESTIONS to
suggest@xxxxxxxxxxxxx-----------------------------------------Post
AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)--------------------------------------------Check
group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|