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Sure thing, WE CRY THEY LAUGH!
Herbert
----- Original Message -----
From: "Herman van den Bergen" <psytek@xxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Wednesday, October 08, 2003 5:28 PM
Subject: [amibroker] Re: Profit Potential of Mech. Systems
> Bungling trades: A highly technical, very difficult to learn, trading
> technique, typical moves:
>
> 1) Go Long when you want to go Short.
> 2) Set a Stop that kicks you out of the position the very same second that
> you entered and makes you miss the cap.
> 3) Buy the wrong stock.
> 4) Unknowingly get orders executed in pre-hour trading to find out later
in
> the day you have a nice portfolio.
> 5) Chase a stock thinking you can still "get it"
> 6) Let a loser run and kill a winner
> 7) set the limit at the wrong side
> 8) ....
>
> ...I am real good at this stuff :-))))
>
> It would be interesting to hear about funny/costly mistakes some others
have
> made, these are things we can laugh and cry about at the same time. I like
> to see the humor in everything!
>
> h
>
>
>
> -----Original Message-----
> From: jtelang [mailto:jtelang@xxxxxxxxx]
> Sent: Wednesday, October 08, 2003 10:01 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Profit Potential of Mech. Systems - was:
> partial results...
>
>
> 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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