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Thanks for your comments. I was actually looking for a discussion
along similar lines. I'll check out the site you mentioned.
Point taken re. income particulars. What're "bungling trades" btw?
Jitu
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> 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@x...]
> 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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