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RE: [amibroker] Re: Fasttrack /TradeCode - HeadsUp



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I 
assume that the system you tested generated more buy signals than the average 
person could trade.   If that's the case, it is possible that Fred's 
ranking tools could reduce the number of signals and improve the 
performance.    Of course, the performance is already pretty 
impressive.
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size=2> 
Excuse 
my ignorance, but what is the "entire QP2 stock database"?    Is 
that basically all currently active stocks?   Approximately 7,000 to 
8,000?
<FONT face=Arial color=#0000ff 
size=2> 
<FONT face=Arial color=#0000ff 
size=2>Cheers
<BLOCKQUOTE 
>
  <FONT face="Times New Roman" 
  size=2>-----Original Message-----From: Phsst 
  [mailto:phsst@xxxxxxxxx]Sent: Friday, June 06, 2003 5:10 
  PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re: 
  Fasttrack /TradeCode - HeadsUpI downloaded HeadsUp 
  and backtested it against entire QP2 stockdatabase from Jan 1, 2003 to 
  present.Results (as measured by my own homebrew Portfolio 
  Report):Date:  06/06/2003     Report on: 
  C:\Test\HeadsUp.csv                                                                     
                                                                       
              LONG 
  TRADESFirst Trade      
                 Jan 
  2 2003Last Trade      
                 Jun 
  5 2003Days in Test      
              
           154 # 
  Trades            
        
           
  15,578                   
  % Profitable            
        
           72.43%   Net 
  P/L            
              
        
  4,186,042                   
  Rate of Annual Return      
        
           62.43%   
  Avg Profit / Winner      
                      
  512                   
  Avg Days Held - Winners      
        
               
  22                   
  Avg Loss / Loser      
        
              
  369                   
  Avg Days Held - Losers      
        
               
  42                   
  Avg PositionSize      
        
            
  5,559                   
  Avg Market Exposure      
             
  15,675,008                   
  Max Market Exposure      
             
  23,936,722                   
  Initial Equity      
              
          500,000 Lowest Account 
  Value            
          500,000  Maximum Account 
  Value            
        4,686,042  Ending Account 
  Value            
        4,686,042  Max DD as a % of Account 
  Value      
             
  .62%       NOTES:% Profitable a 
  very respectable 72.43%# Trades - ExcessiveRAR - 62.43% - Not 
  eye-poppingHolding period - I'd want to reduce holding period for 
  losersLosers were held almost twice as long as winnersMax DD 
  calculated on 'end of trade basis'... not appropriate for thisstyle of 
  trading.I'd like to play with Fred's Portfolio Trader AFL to compare 
  results.HeadsUp shows promise, but I'd want to adapt it to my own 
  trading style.Phsst--- In amibroker@xxxxxxxxxxxxxxx, "Ken 
  Close" <closeks@xxxx> wrote:> Rick:  sorry.I see you were 
  asking about the Backtest> Report..unfortunately I did this work a long 
  time ago and did not save> the report.> >  > 
  > Ken> >  > > -----Original 
  Message-----> From: Rick Parsons [mailto:RickParsons@xxxx] > 
  Sent: Friday, June 06, 2003 10:11 AM> To: amibroker@xxxx> 
  Subject: RE: [amibroker] Re: Fasttrack /TradeCode> >  
  > > Ken,> >  > > Could you post 
  your backtest system report?> >  > > 
  Rick> > -----Original Message-----> From: Ken Close 
  [mailto:closeks@xxxx]> Sent: Tuesday, June 03, 2003 5:06 PM> To: 
  amibroker@xxxxxxxxxxxxxxx> Subject: RE: [amibroker] Re: Fasttrack 
  /TradeCode> > Sam and others: I have uploaded the "Score" 
  portion of the Headsup> system into the Files area (actually the upload 
  process looks "stuck"> and may be because of my note about the Files 
  area being full).  > > For the non-FastTrack users, the 
  headsup code (which is implemented from> within the Trade program-an 
  array processor used with FastTrack) is a> comprehensive system that 
  looks at and reports many statistics on funds> (or stocks) to buy based 
  on Rel Strength and a number of other factors,> including "Turtle" 
  signals for buying, selling, and holding.  Additional> market 
  statistics are also reported.  Many people follow this system and> 
  do quite well.> > The "Score" code which I am attempting to 
  upload is just one part of the> system and the common usage is to buy 
  stocks or funds when their> "Score", as reported by this code, is at 
  "6" (1 to 6 scale).  I did some> backtesting using the score as an 
  oscillator and found it produced> profitable results when buys were 
  issued at low score values and sell> signals issued at high score 
  values, the opposite way the tool is used> within the common "Headsup" 
  system.> > Not selling this and I doubt almost any of you will 
  look at it, but for> the few who do, the above is simply some 
  background in order to give you> some context of where the code came 
  from.> > Ken> > PS: It looks like the AFL file was 
  indeed uploaded and is listed under> "Headsup Score".> > 
  -----Original Message-----> From: Sam Levy [mailto:slevy1220@xxxx] 
  > Sent: Tuesday, June 03, 2003 7:50 AM> To: 
  amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re: Fasttrack 
  /TradeCode> > I would be very appreciative if you would post 
  your "Headsup" code.  > Many thanks.> > Sam 
  Levy> > --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" 
  <closeks@xxxx> wrote:> > Frank:> > > > I 
  have programmed the "Headsup" signal into Amibroker, at least the> > 
  "Score" portion.  If this is what you mean by "FastTrack signals", 
  > then> > let me know and I will post it.  Otherwise, 
  the phrase "FastTrack> > Signals" is so broad that you would need to 
  be more specific in > order to> > get a meaningful 
  reply.> > > > Ken> > > > > > 
  -----Original Message-----> > From: frankphd_us 
  [mailto:Dr-Frank@xxxx] > > Sent: Monday, June 02, 2003 2:17 
  PM> > To: amibroker@xxxxxxxxxxxxxxx> > Subject: 
  [amibroker] Fasttrack /TradeCode> > > > I noticed there 
  are quite a couple of fasttrack users on this board.> > Following 
  CHasRichards and his signals sometime I thought about > using> 
  > Fasttrack/Trade myself. Unfortunately I can only utilise ETFs and> 
  > Rydex/Profunds. This limitation (due to national tax reasons) 
  makes> > the use of the comlete fasttrack-system and database 
  uneconomical. > > > > Therefore I considered emulating the 
  Fasttrack Signals with > Amibroker> > or excel. Anybody 
  having done that before?? I only know of a> > translation to 
  wealthlab-code.> > > > Thanx > > > > 
  frankphd_us  > > > > > > > > 
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