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I'm quite familiar with the math, the metrics and the terms thanks.
Assuming for a minute that you can get 100:1 leverage with futures,
which for most contracts you can't, but for the moment assuming you
can, let's see then, a 1% DD and you're toast, a 2% DD and you're
house is toast as well.
I wish you the best of luck in your adventures.
--- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx> wrote:
> Hi,
>
> I don't have results for 5 or 6 years. I can produce results for
> only 1 month when the simulated account expires and I need to open
a
> new simulated account every month.
>
> These results occur because of holding massive margined positions
> under leverages of 100:1 (FOREX and Futures) and solid money-
> management techniques.... certainly not for the faint-hearted...
> Fortune favors the brave...
>
> By keeping one's funds 100% invested at all times, it is very
> possible to achieve returns of 5000% or higher. If a $25 stock
moves
> $1, that's a gain of about 4%. 5 stocks, that is a gain of 20%.
It
> doesn't matter which direction it moves as long you are willing to
go
> long as well as go short...
>
> Let me interject a quick comment on leverage. If you are trading
on
> Margin with your broker, you can trade twice your account balance.
> That is, if you have $100,000 in your account you can actually take
> $200,000 in positions in the market. So, a 10% gain in a fully
> margined account is like 20% in a non-margined account.
>
> The trick is to stay invested at all times and make CONSISTENT
> gains. We need to clear only 10% if we are trading on margin.
Every
> day a host of stocks make moves of 5%, 10% or more. 1 and 2%
movers
> are everywhere...
>
> I would be happy to post the results at the end of this month....
>
> Regards,
>
> Pal
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > I'd like to see the equity curve and statistics for the past 5 or
6
> > years from an automated system where you're getting 20% per day.
> If
> > you could generate those kind of returns people would be coming
out
> > of the woodwork to bankroll your trading. After all beginning
with
> a
> > balance of $100k you'd have close to $10b after 3 months. Then
of
> > course you'd need to ante up some fairly fat estimated tax
payment
> > for uncle.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx>
> wrote:
> > > Hi,
> > >
> > > To make a trading system profitable, we need a good money
> mangement
> > > system in-addition to a good signal detection, verification and
> > > interpretation system.
> > >
> > > I find it very difficult to automate good money management
> > > strategies. Sometimes, you have to enter the market at MOO
> > (previous
> > > session's close price), sometimes at High Of Day/Low Of Day
> etc.,
> > > Sometimes you have to Pyramid/Pillar your losing positions and
> then
> > > close out your losing positions at break even price. Sometimes
> you
> > > have to have wide stops, sometimes narrow stops, sometimes no
> stops
> > > (combine options with the straight underlying instrument).
> > Sometimes
> > > the data is not accurate and so your back-testing results are
> > bogus.
> > > It is just too complex to automate all of them. The best I can
> do
> > is
> > > to record my trades and co-relate with my trading report from
my
> > > account.
> > >
> > > I do not believe the back-testing report created by the
> software.
> > I
> > > don't think it is prudent to base your trading just on these
back-
> > > testing results. You have to test it in the real-world for
about
> 1
> > > year with real-world money-management strategies or atleast a
> > > simulation account. It is a very slow process... one needs a
> hell
> > > of a lot of patience, especially when you see your simulation
> > account
> > > grossing returns of over 20% a day...
> > >
> > > Maybe the new portfolio tester...
> > >
> > > Regards,
> > >
> > > Pal
> > >
> > >
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "jtelang" <jtelang@xxxx>
wrote:
> > > > > After all, the bottom line is to make money! And not to
> second
> > > > guess
> > > > > what you think might occur next. The market is always right!
> > > >
> > > > Amen!
> > > >
> > > > I have a random question. Speaking of making money, how/what
> kind
> > > of
> > > > profitable systems have people in this group developed using
> AB?
> > Do
> > > > we have any heavy hitters who've written systems showing
> > > _consistent_
> > > > 100+% return systems using AB? Anyone interested in results
of
> > such
> > > a
> > > > quick survey?
> > > >
> > > > I myself am currently testing a system which shows following,
> > which
> > > > I'm in the process of confirming as I keep finding bugs in
it :-
> > ) -
> > > >
> > > > Trading type: Stocks (only long plays)
> > > > Period: Short term, 2-5 days in a trade.
> > > > Avg annual return over last 5 years of data: Around 30%
> > > > Max system % drawdown: 20%
> > > >
> > > > I know its certainly not a high flying system by any means,
but
> > at
> > > > the same time I also read everywhere that most traders end up
> > > losing
> > > > money, so at least by that standard it sounds like a good one
> to
> > > > start with. :-)
> > > >
> > > > Would love to hear statistics from other experts here. I'm
sure
> > > > there're lots of them...
> > > >
> > > > Jitu
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Joe"
> > > <run_for_your_life2003@xxxx>
> > > > wrote:
> > > > > Yeah, trust you signals because if they give you the wrong
> > signal
> > > > > you can only blame yourself for your mistakes.
> > > > > At the moment a lot of investors thinks this market will
tank
> > in
> > > > > October! I still buy according to the signals on my graph!
> > > > >
> > > > > Will the majority be fooled this month thinking a downmove
in
> > > > stocks
> > > > > and in reality happens in November. I buy my stocks
according
> > to
> > > my
> > > > > signals! Very rarely listen to news on television or the
> > > newspaper
> > > > > and do a much better job on investing now.
> > > > >
> > > > > After all, the bottom line is to make money! And not to
> second
> > > > guess
> > > > > what you think might occur next. The market is always right!
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "palsanand"
> <palsanand@xxxx>
> > > > wrote:
> > > > > > Hi,
> > > > > >
> > > > > > READ NOTHING, LISTEN TO NO ONE, EXCEPT YOUR SIGNALS...
> > SIGNALS
> > > > > TALK
> > > > > > TO YOU, SOMETIMES THEY SCREAM...
> > > > > >
> > > > > > LEARN TO BUY ON BEARISH NEWS AND SELL ON BULLISH NEWS
> > > > > >
> > > > > > Regards,
> > > > > >
> > > > > > Pal
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "palsanand"
> > <palsanand@xxxx>
> > > > > wrote:
> > > > > > > Hi,
> > > > > > >
> > > > > > > THE TREND IS YOUR FRIEND BUT NOT WHEN IT IS GOING TO
> END....
> > > > > > > CUT YOUR LOSSES SHORT & LET YOUR PROFITS RUN....
> > > > > > > THERE IS A TIME TO GO SHORT, A TIME TO GO LONG, AND A
> TIME
> > TO
> > > > GO
> > > > > > > FISHING....
> > > > > > > BUY LOW, SELL HIGH....
> > > > > > > BUY EAGERLY, SELL RELUCTANTLY....
> > > > > > > YOU CAN'T CHERRY PICK SIGNALS, YOU HAVE TO TRADE EVERY
> DAMN
> > > ONE
> > > > > OF
> > > > > > > THEM....
> > > > > > >
> > > > > > > Regards,
> > > > > > >
> > > > > > > Pal
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