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<FONT face=Arial color=#0000ff
size=2>Phsst.... HELP!
<FONT face=Arial color=#0000ff
size=2>
I ran
the HeadsUp AFL and ended up with the worst looking equity curve I have seen in
quite some time.
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size=2>
So, I
tried to figure what I may have done differently from you.
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size=2>
Then,
just for kicks, I set the buy and sell delay = 0. Ah ha....
excellent results comparible to yours.
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<FONT face=Arial color=#0000ff
size=2>Leaving the question... what settings did you use for buy/sell price and
delay?
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I want
to believe the stats you submitted, but I sure can't reproduce them.
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I'm
looking forward to hearing from you as I was already spending my anticipated
profits.
<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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