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Peter,
PT = Portfolio Trader which is combination GUI and AFL which allows
fairly sophisticated trading of multiple vehicles simultaneously with
timing/scoring/ranking capabilities etc.
If you are intersted in such a thing see the Files section here and
look for PT-xxxx where xxxx is the revision number. There is fairly
decent doc with it to explain the functionality and usage.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, "Peter Kuskopf" <pkuskopf@xxxx>
wrote:
> Fred,
>
> I've recently moved from Metastock to AmiBroker so haven't picked
up the acronyms yet. What is PT? It's difficult to search the
archives for "PT". I get 99 gazillion hits.
>
> By the way, I've also seen a reference to AA in posts. What's that?
>
> And, lastly, are there any other useful but cryptic acronyms for
the AmiBroker world in a glossary online somewhere? Otherwise, I'm
sure all will unfold in good time.
>
> Many Thanks
> Peter K
>
>
> ----- Original Message -----
> From: Fred
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Friday, July 18, 2003 3:30 AM
> Subject: [amibroker] Re: Please send unmarked bills, in a brown
paper bag, to: ...
>
>
> Phsst,
>
> PT was my way to pay my debt so to speak to the general
community.
> AB has been very good to me since I started using it in that with
the
> huge engine speed improvements over other potential products it
has
> allowed me to ferret out new and/or improve some my existing
systems
> that would have been next to impossible elsewhere. Regarding the
> support issues, I completely understand, but in a free product
this
> can take whatever the developer chooses to "spend" on it. I
could
> have stopped pre GUI, I could stop here, but like Tomasz,
although to
> a much lesser degree, there are places I'd like to take PT that
it
> hasn't reached into yet really more for my own uses as was the
reason
> for its initial development then for any other reason, but the
result
> is all users benefit.
>
> Best Regards,
>
> Fred
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > Fred,
> >
> > I know what transpired, and it is as you said, except that I
wasn't
> > trying to keep anything a secret. When anyone chastises me and
then
> > demands that I explain myself, I react predictably.
> >
> > Now that the dust is settled...
> >
> > I have my own VB application that processes exported
backtest .csv
> > files containing the detailed trades.
> >
> > The application builds its own dynamic arrays representing the
trade
> > information in chronological order so that the metrics measuring
> > portfolio trading systems can be calculated.
> >
> > I developed this app for my own use. While I considered
releasing it
> > to the AB community, I decided against it because I don't want
to
> > expose myself to the potential support issues. I'd rather spend
my
> > time doing other things.
> >
> > You on the other hand have been very generous in spending what
> appears
> > to me to have been a huge amount of time and effort on PTxxxx
and I
> > applaud you for it.
> >
> > You and I are just motivated differently.
> >
> > Regards,
> >
> > Phsst
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > > Phsst,
> > >
> > > First of all I don't have the power to banish you from
anything.
> > >
> > > Second, you better go back and reread the posts you are
referring
> > > to. While not banishing you, I did chastise you for NOT
> publishing
> > > your results and methodologies since what we were talking
about
> was a
> > > tool for calculating results from trading multiple securities
> > > simultaneously not a system from timing or selection of those
> > > securites. Therefore, as then, again now, why the need for
> > > secrecy ? Although fairly sophisticated now, this is all PT
does
> > > i.e. provide a framework for users to have their own timing
and
> > > scoring algorithms along with the means, unfortunately of
doing
> the
> > > bean counting.
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > > > Steve,
> > > >
> > > > My question to you was honest.
> > > >
> > > > You claim that you don't have an answer for my questions,
and
> yet
> > > you
> > > > demand that I provide you with my own backtest results
of 'YOUR'
> > > > published system... <LOL> BTW... Fred banished me from
> publishing my
> > > > own backtest results on this board since I don't use his
> official
> > > > PTxxxx AFL to calculate my own backtesting results. (I use
my
> own
> > > > software which approaches the issue of analyzing backtest
> results
> > > > differently from Fred). Hey... It is not an issue worth
> exchanging
> > > > words over.
> > > >
> > > > So my position remains... don't demand that I disprove your
> > > approach.
> > > >
> > > > And don't puff up your credentials... just tell us what
> mathmetical
> > > > metrics you used to determine the validity of your system.
And
> if
> > > you
> > > > still don't have an answer... then that is OK. Just let it
> drop.
> > > Never
> > > > mind that you defended a flawed formula to begin with.
> > > >
> > > > Phsst
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Steve Karnish"
> <kernish@xxxx>
> > > wrote:
> > > > > Gee Phsst,
> > > > >
> > > > > I don't have an answer to your question:
> > > > >
> > > > > "how do you think that this system performs relative to
the
> > > following:"
> > > > >
> > > > > If you think this indicator can anchor a mechanical
system, I
> > > > suggest that
> > > > > you backtest the general approach and report back. Every
> > > asterisk you
> > > > > listed is important and of course, these intermediate
> calculations
> > > > should
> > > > > lead to more meaning numbers (Sharpe Ratio, Ulcer Index,
> > > Expectancy,
> > > > Value
> > > > > at Risk, etc.).
> > > > >
> > > > > For the past three quarters, I've been providing 150
> institutions
> > > > with buy
> > > > > and sell signals (80+ stocks). I would be laughed "off
the
> > > street"
> > > > without
> > > > > providing specific trading values that measure up to
industry
> > > > standards. I
> > > > > think I have a working knowledge of what's required to
> justify a
> > > > mechanical
> > > > > approach. My specific approach to the markets and the
> formula
> > > that I
> > > > > provided in the email are in no way related.
> > > > >
> > > > > A couple months ago I found an old 3 1/2" floppy with
some
> > > formulas
> > > > that I
> > > > > tweaked (years ago). I slapped the SteErrOsc on DJM and
than
> the
> > > > DJU and
> > > > > was surprised that it did such a good job of identifying
> > > overbought and
> > > > > oversold territory. The formula and these "ballpark"
> triggers
> > > have been
> > > > > presented and posted at a number of technical forums
(over
> the
> > > last few
> > > > > months). People seemed to understand the spirit of what
I
> > > presented.
> > > > >
> > > > > As my first posts stated: it's un-optimized, un-tweaked,
> > > > un-manipulated, no
> > > > > filters, no stops, no trend identification, no nothing.
My
> most
> > > adamant
> > > > > statement was: "it does a decent job tracking the CBOT
Dow
> > > contract."
> > > > >
> > > > > The challenge for mean reversion, momentum traders is to
find
> a
> > > credible
> > > > > indicator (I've offered many and many folks on this forum
use
> > > them), and
> > > > > then start "cornering the rat (price)".
> > > > >
> > > > > *Only put positions on in the direction of the trend
> > > > > *Drawdown stop
> > > > > *Profit target stop
> > > > > *Time stop
> > > > > *Mechanical oscillator exit
> > > > > *Money management
> > > > >
> > > > > Building the mouse trap is the easy part. As Fred &
Chuck
> (and
> > > > others) have
> > > > > stated many times, issue selection is far more important
than
> the
> > > > approach
> > > > > you use. We all have lots of things that work on lots of
> > > issues. This
> > > > > out-of-sample...must work on a random basket is total
> nonsense.
> > > If
> > > > one's
> > > > > goal is to damper returns, then design something that
trades
> all
> > > > issues with
> > > > > profits.
> > > > >
> > > > > I've traded futures for over 25 years, and have always
had
> great
> > > > returns in
> > > > > wheat, corn, oats, silver, gold, fuel and indices. I
can't
> trade
> > > > bellies
> > > > > (well, none of the meats), interest rates, currencies,
the
> softs,
> > > > and the
> > > > > rest of the sixty or seventy futures (like canola meal).
> Which of
> > > > the above
> > > > > commodities do you think I risked money on (for me and my
> best
> > > friends)?
> > > > > Would the validity of my approch suffer if I couldn't
prove
> that I
> > > > can make
> > > > > a profit trading Orange Juice?
> > > > >
> > > > > Enough said. Well, one more thing. As forums evolve,
> > > occasionally they
> > > > > enter into the "Mark Brown Syndrome" (simple, fresh ideas
get
> > > > shouted down
> > > > > by overbearing list members). Or, as of late, tons of
finger
> > > > pointing at
> > > > > people that are offering commercial solutions (within the
> limits
> > > > imposed by
> > > > > Tomasz). It would be fun to see the forum return to the
> spirit
> > > it
> > > > > supported for so many years. In the meantime:
> > > > >
> > > > > "The woodwork squeaks and out come the freaks"...Was (Not
> Was).
> > > > >
> > > > > Take care,
> > > > >
> > > > > Steve
> > > > >
> > > > > ----- Original Message -----
> > > > > From: "Phsst" <phsst@xxxx>
> > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > Sent: Wednesday, July 16, 2003 6:26 PM
> > > > > Subject: [amibroker] Re: Please send unmarked bills, in a
> brown
> > > > paper bag,
> > > > > to: ...
> > > > >
> > > > >
> > > > > > Steve,
> > > > > >
> > > > > > You started this thread off like it was a chip on your
> shoulder.
> > > > > >
> > > > > > Rather than 'taking my best shot at your system', I'd
> rather
> > > ask a few
> > > > > > questions. For any randomly generated basket of stocks,
how
> do
> > > you
> > > > > > think that this system performs relative to the
following:
> > > > > >
> > > > > > * Number of Trades (Long versus Short)
> > > > > > * How quickly is available capital 'over traded'
> > > > > > * % of trades that are profitable
> > > > > > * % of trades that are losers
> > > > > > * Avg profit per winner
> > > > > > * Avg loss per loser
> > > > > > * Avg days held for winning trades
> > > > > > * Avg days held for losing trades
> > > > > > * RAR on Long trades
> > > > > > * RAR on Short trades
> > > > > > * Max % drawdown of account value for both Longs and
Shorts
> > > > > >
> > > > > > What kind of metrics were available to you that made
you
> think
> > > this
> > > > > > system was worth publishing?
> > > > > >
> > > > > > Regards,
> > > > > >
> > > > > > Phsst
> > > > > >
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS"
> > > <TSOKAKIS@xxxx>
> > > > > > wrote:
> > > > > > > Steve,
> > > > > > > as you see, nobody likes this wonderful system *as
is*.
> > > > > > > I am still surprised, nobody wants to buy at $10 and
sell
> at
> > > $90 ???
> > > > > > > But, it is a net +800% !!!
> > > > > > > Anyway, perhaps the best typo ever written.
> > > > > > > Thanks for the surprise,
> > > > > > > Dimitris Tsokakis
> > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading"
> > > <kernish@xxxx>
> > > > > > > wrote:
> > > > > > > > Group,
> > > > > > > >
> > > > > > > > I've stayed on the sidelines for the most
recent "shit-
> > > slinging".
> > > > > > > I thought I'd post an elementary approach to
> the "Dow"...just
> > > so
> > > > > > > people could find another member to attach. Take
your
> best
> > > shots at
> > > > > > > the systems (I've been called all kinds of
unflattening
> names
> > > and I
> > > > > > > even like some of the "tags").
> > > > > > > >
> > > > > > > > The system hasn't been optimized, tweaked, or
> manipulated.
> > > All
> > > > > > > types of rules and filters could be super-imposed
(over,
> > > under or
> > > > > > > around the basics...simple is always better). As it
> stands,
> > > it does
> > > > > > > a decent job tracking the CBOT Dow contract.
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > > Thanks to HB for providing the code translation:
> > > > > > > > // Standard Error Oscillator (Steve Karnish)
> > > > > > > >
> > > > > > > > StdErrOsc = (C+2*StdErr(C,8)-MA(C,3))/(4*StdErr
(C,8))
> *100;
> > > > > > > >
> > > > > > > > Plot(StdErrOsc, "StdErrOsc", colorBlack, styleLine);
> > > > > > > >
> > > > > > > > Plot(10,"",colorRed); Plot(90,"",colorRed);
> > > > > > > >
> > > > > > > > Buy = Cross (10, C);
> > > > > > > >
> > > > > > > > Sell = Cross (C, 90);
> > > > > > > >
> > > > > > > > Take care,
> > > > > > > >
> > > > > > > > Steve
> > > > > >
> > > > > >
> > > > > >
> > > > > > Send BUG REPORTS to bugs@xxxx
> > > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > > -----------------------------------------
> > > > > > Post AmiQuote-related messages ONLY to:
> amiquote@xxxxxxxxxxxxxxx
> > > > > > (Web page:
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> > > > >
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> > > > > >
> > > > > > Your use of Yahoo! Groups is subject to
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> > > > > >
> > > > > >
>
>
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