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Jitu,
I am a firm believer in mechanical trading however I do not trade for a
living and I cannot give you practical results. Some others have done that
extensively and make a successful living trading mechanically. Do a search
for posts by Steve Karnish, he is about the only one who regularly publishes
signals before the trade is made, right or wrong, for the world to see. One
of his sites is http://www.cedarcreektrading.com/
Regarding 100% returns... personally I do not consider any system that, in
Backtesting, that gives me less return than that. The simple reason is that
after you add in slippage, bungling trades (oh yeah!), and commissions, one
should be happy to walk away with net 30%. imho 3-digit returns are quite
possible - it depends how well you are able to trade through the DDs. For me
a totally Automated Trading system is the answer: no human intervention,
just put some money into a dedicated account and let her run. I am too
trigger-happy :-( the only way for me to make money is to put it in a system
and forget about it, i.e. don't look at it until a year later. I am waiting
for this to happen, hopefully within the year.
Regarding your proposed survey, I don't think many people like to reveal
income particulars.
take care,
herman.
-----Original Message-----
From: Jitu Telang [mailto:jtelang@xxxxxxxxx]
Sent: Wednesday, October 08, 2003 7:49 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: partial results - full results gets truncated
Herman,
My original question, buried deep down in that thread Pal pointed to, was
this -
Do we have any heavy hitters on this list who've written systems showing
_consistent_ 100+%
return systems using AB? Anyone interested in results of such a quick
survey?
And no, not expecting code. Just curious to know what kind of systems have
people written, what
they trade, etc., and more especially do the systems work in real life?
Jitu
PS: Since my last post, I was able to come up with a decent short strategy
that flows well with my
long strategy. Results are attached. Couple of dips in my equity plot that I
don't seem to be able
to shake off successfully (without sacrifising the performance elsewhere).
Results are from
1/1/2000 to 9/30/2003, trading stocks only, both long and short.
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen" <psytek@xxxx>
wrote:
> Thank you, read your post... have you looked at e-Minis?
>
> herman
>
> -----Original Message-----
> From: palsanand [mailto:palsanand@x...]
> Sent: Tuesday, October 07, 2003 9:49 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: partial results - full results gets truncated
>
>
> Hi,
>
> I did not post the code because, it is proprietary. I can only
> discuss the strategy and publish results.
>
> It is related with this:
>
> http://groups.yahoo.com/group/amibroker/message/49277
>
> Regards,
>
> Pal
> --- In amibroker@xxxxxxxxxxxxxxx, "John" <jea55129@xxxx> wrote:
> > Herman,
> >
> > The code was never posted. Here is where it all begins.
> > < http://groups.yahoo.com/group/amibroker/message/49226 >
> >
> > John
> > --- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
> > <psytek@xxxx> wrote:
> > > Congratulations, but what is this all about?
> > >
> > > Was a system description or the system code posted before... i
> must
> > have
> > > missed it, could somebody repost it?
> > >
> > > many thanks,
> > >
> > > herman.
> > > -----Original Message-----
> > > From: Pal Anand [mailto:palsanand@x...]
> > > Sent: Monday, October 06, 2003 10:57 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] partial results - full results gets
> truncated
> > >
> > >
> > > 03/14/2003, 02:30
> > > PnL
> > > Profit/loss of trade
> > > 00639262
> > > 1,241.85
> > > 7,131.42
> > >
> > > 03/14/2003, 03:31
> > > PnL
> > > Profit/loss of trade
> > > 00649935
> > > 0.00
> > > 7,131.42
> > >
> > > 03/14/2003, 03:31
> > > PnL
> > > Profit/loss of trade
> > > 00649928
> > > -21.00
> > > 7,110.42
> > >
> > > 03/14/2003, 03:57
> > > PnL
> > > Profit/loss of trade
> > > 00649938
> > > 0.00
> > > 7,110.42
> > >
> > > 03/14/2003, 11:03
> > > PnL
> > > Profit/loss of trade
> > > 00649956
> > > -576.08
> > > 6,534.34
> > >
> > > 03/14/2003, 11:03
> > > PnL
> > > Profit/loss of trade
> > > 00644549
> > > 232.95
> > > 6,767.29
> > >
> > > 03/14/2003, 11:03
> > > PnL
> > > Profit/loss of trade
> > > 00650251
> > > 525.00
> > > 7,292.29
> > >
> > > 03/14/2003, 11:03
> > > PnL
> > > Profit/loss of trade
> > > 00650345
> > > 20.21
> > > 7,312.50
> > >
> > > 03/17/2003, 17:02
> > > Intr
> > > Interest fee
> > > 00654274
> > > -30.00
> > > 7,282.50
> > >
> > > 03/17/2003, 17:02
> > > Intr
> > > Interest fee
> > > 00654273
> > > -30.00
> > > 7,252.50
> > >
> > > 03/18/2003, 17:04
> > > Intr
> > > Interest fee
> > > 00654274
> > > -30.00
> > > 7,222.50
> > >
> > > 03/18/2003, 17:04
> > > Intr
> > > Interest fee
> > > 00654273
> > > -30.00
> > > 7,192.50
> > >
> > > 03/19/2003, 01:06
> > > PnL
> > > Profit/loss of trade
> > > 00654273
> > > 6,900.00
> > > 14,092.50
> > >
> > > 03/19/2003, 01:07
> > > PnL
> > > Profit/loss of trade
> > > 00654274
> > > 3,588.73
> > > 17,681.23
> > >
> > > Total
> > > 17,681.23
> > >
> > >
> > >
> > >
> > >
> > > A C C O U N T S U M M A R Y
> > >
> > >
> > > Beginning Balance
> > > 0.00
> > >
> > > Comm
> > > Trading commission
> > > 0.00
> > >
> > > Intr
> > > Interest fee
> > > -265.00
> > >
> > > PnL
> > > Profit/loss of trade
> > > 12,946.23
> > >
> > > Depos
> > > Deposit
> > > 5,000.00
> > >
> > > Withd
> > > Withdrawal
> > > 0.00
> > >
> > >
> > > Ending Balance
> > > 17,681.23
> > >
> > >
> > > Floating Profit/Loss
> > > 0.00
> > >
> > >
> > > Equity
> > > 17,681.23
> > >
> > >
> > > Necessary margin
> > > 0.00
> > >
> > >
> > > Usable margin
> > > 17,681.23
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
> > >
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