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<FONT
size=2>I wasn't going to reply to Yuki's comment about <FONT
color=#000000>"looking for things that work across a random selection of stocks
is a waste of time", but Fred has sort of got me
motivated to do so.
<FONT face=Arial color=#0000ff
size=2>
I
understand why Yuki made the statement, but I prefer to do the filtering process
(that she is manually doing) within my trading system. Yuki, what
makes you select certain stocks for trading? You don't need to
answer that question, but I feel that whatever anyone does to create a watchlist
can become part of the AFL code. By doing it as part of the trading
system, stocks will come into and go out of the list, without my intervention,
for backtesting and for trading forward. When a stock no longer has
that "look" that I like, it will just disappear from my list of orders to
place.
<FONT face=Arial color=#0000ff
size=2>
Just
my three cents.
<FONT
size=2><FONT face=Arial
color=#0000ff>
<SPAN
class=697025218-17072003>
<SPAN
class=697025218-17072003>
<SPAN
class=697025218-17072003>
<SPAN
class=697025218-17072003> -----Original Message-----From:
Fred [mailto:fctonetti@xxxxxxxxx]Sent: Thursday, July 17, 2003 10:20
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Please send unmarked bills, in a brown paper bag, to:
...
<BLOCKQUOTE
>I'm
not sure I agree with the statement that "looking for things that work
across a random selection of stocks is a waste of time".Part of the
process that makes this viable i.e. reduces random selection to specific
tradables can of course be a scoring/ranking ranking. When
properly applied this too works.--- In amibroker@xxxxxxxxxxxxxxx, Yuki
Taga <yukitaga@xxxx> wrote:> Hi Fred,> > Thursday,
July 17, 2003, 12:16:45 PM, you wrote:> > F> If we had a
system and it was only good enough to trade the S&P> F> wouldn't
that be sufficient whether that was in the form of> F>
EMini's, Options, ETF's or what have you ? Does any
particular> F> system have to work across a basket of whatever
to be viable ?> > Absolutely, it is not necessary. I am
making hay, lots of hay,> trading the same 5 stocks over and over
according to a system. They> have made money with this system as
far back as I can test. They> continue to make money. Other
stocks break even with the system. I> don't know why. I
don't really care either. I will continue to> trade the 5.
Someday they may stop working. On the other hand, they> may
not, as I can't find a significant time frame where they haven't.>
But if they do, I'll look around for something else that works.>
> Looking for something that works across a "random basket of
stocks"> is A) a waste of time in my opinion, because B) it makes you
Pope of> The Universal Church of Holy Grailism, which kicked me out
years ago> for heresy. ^^_^^> > YukiSend
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