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[amibroker] Re: Grapefruit was NOT mechanical systems ...



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OK, Fred, no problem.
If you donīt want replies, please do not ask 
" Let me know when any of  you  guys  who..."
because I am included in this "...any of you who..." category.
I may also never reply your messages, if you prefer...
[Since you can not define what is related and what is not, this is, 
everytime, a responsibility of the person who replies here]
Thank you also for this "no objection to post stuff like this"
[I hope we will not ask your permission in the future, sir !!]
See also the recent 
http://groups.yahoo.com/group/amibroker/message/50195 
for an integrated point of view.
It is within the scopes of this list, as described at
http://groups.yahoo.com/group/amibroker/
[It is the basis of the system I will follow by the end on Nov2003.]
Have a nice day !!
Dimitris Tsokakis

--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> As I said BEFORE you responded ... We've done this dance before.  
> 
> Please don't bother responding to my posts if you are going to 
> continue to answer questions that weren't asked.  Better ? Yes of 
> course.  I have better then useless and meaningless which is what 
14 
> months of results are worth.  I have no objection if you want to 
post 
> stuff like this, just not on the back end of my posts where your 
> response is totally unrelated to the topic.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
<TSOKAKIS@xxxx> 
> wrote:
> > Fred,
> > as far as I know, the day of the week is Tuesday [European 
> > calendar].Nice day...
> > Grapefruits are bitter, I donīt like them.
> > As for the mechanical trading systems [mechanical in *concept* 
and 
> > execution] you have, perhaps a better alternative than a +500% 
for 
> 14 
> > months.
> > This will make your grapefruits sweeter, at least I hope so.
> > Whenever you decide to become serious again [I am sure you are] 
we 
> > may talk about it.
> > Your concept re: 3 years before, 3 years after etc in not a 
unique 
> > criterion to check [and follow, perhaps] a trading system.
> > [and never was in the past].
> > You may keep this provocative style, if it makes you happy, but, 
> > there are some people who use mechanical systems and, of course, 
> > nobody is obliged to expose [with the appropriate respect] to Mr. 
> > Fred his techniques and methods, just because Fred is provocative.
> > We are here to "to help the Amibroker users to share the ideas, 
> tips 
> > and other related information" as you may read at
> > http://groups.yahoo.com/group/amibroker/
> > Well, I think System xII gives some valuable hints about the 
> rhythms 
> > of this market in an innovative approach. The results are 
> interesting 
> > and it is, perhaps, a good point to start a further research.
> > It would help the readers if we were discussing methods, codes, 
> > techniques instead of spending our time to useless comments.
> > I would appreciate your opinion for this System xII, until I find 
> the 
> > time to write and post its better version 
> > Dimitris Tsokakis 
> > 
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> wrote:
> > > DT,
> > > 
> > > Your post wasn't really a response to mine, was it ?
> > > 
> > > If it was then I'll have to remember that answers like 
> grapefruit  
> > > are valid responses to questions like what day of the week is 
it.
> > > 
> > > Your six hours are up ... Next contestant please.
> > > 
> > > Fred
> > > 
> > > > Dimitris,
> > > > 
> > > > I have always wanted the answer ... I've yet to see one
> > > > 
> > > > The question has ALWAYS been the same ...
> > > > 
> > > > Let's see the equity curve of some system you like with the 
> > > > appropriate stats from 2-3 years before to 2-3 years after 
the 
> > > > relatively recent top.  I've posted mine, several times.  I'm 
> > still 
> > > > trading the same system(s).
> > > > 
> > > > Fred
> > > 
> > > 
> > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> > <TSOKAKIS@xxxx> 
> > > wrote:
> > > > The mechanical concept:
> > > > Begin with the new year 2002.
> > > > Buy with the first significant trough [Feb22, 2002], sell 
with 
> > the 
> > > > first significant peak [March8, 2002].
> > > > Then buy every X days, Sell every Y days, X<Y
> > > > The trial period needs 5-6 trades in 5-6 months until the 
> > buy/sell 
> > > > signal occur on the same bar.
> > > > This is the end of the trial period and , if the results are 
> > good, 
> > > > you may begin the real trades.
> > > > Select the top5 and trade them up to the next buy/sell 
> > coincidence 
> > > > [12 to 18 months]
> > > > The application:
> > > > X=26, Y=24 filled the above requirements.
> > > > The first buy/sell coincidence [trial cycle] occurred on 
Aug28, 
> > > 2002.
> > > > The top5 was ERICY, MNST, NVDA, SANM and VRSN.
> > > > The system will come to an end at the next [13th] Buy signal 
> [25 
> > > bars 
> > > > later]
> > > > The real trading cycle is 286 bars, if it is to be repeated.
> > > > [In the mean time, the system xIII has began from Jan2, 2003 
> and 
> > so 
> > > > on...] 
> > > > As for the results, backtest the above database from 
29/8/2002 
> up 
> > > to 
> > > > now ans see...
> > > > The code is simple
> > > > // System xII 
> > > > STARTBUY=DateNum()==1020222;
> > > > STARTSELL=DateNum()==1020308;
> > > > X=26;Y=24;
> > > > Buy=BarsSince(STARTBuy)%X==0;
> > > > Sell=BarsSince(STARTSell)%Y==0;
> > > > Short=Sell;Cover=Buy;
> > > > Settings:buy/sell/short/cover at +1 open, commission 0.25% 
[of 
> > > course 
> > > > you may use delay0, since you know in advance the buy/sell 
> dates]
> > > > For the described period the performance exceeded the +500%
> > > > [If I was following without any hesitation from the 
beginning, 
> I 
> > > > would see 4digits, but the trial period was necessary]
> > > > [The next system xIII will use the Inspection Points theory 
> for, 
> > > > hopefully, even better results]
> > > > Dimitris Tsokakis
> > > >   
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> > > <TSOKAKIS@xxxx> 
> > > > wrote:
> > > > > What is this ?
> > > > > Except the mechanical character of the system, will you 
tell 
> us 
> > > now 
> > > > > the appropriate statistics before and after and whatever 
> comes 
> > in 
> > > > > your mind to fit your narrow point of view ?
> > > > > You may apply these rules to your systems but it doesnīt 
mean 
> > you 
> > > > > express a universal must for mechanical systems.
> > > > > Anyway, you will have my examples in 6h...
> > > > > Dimitris Tsokakis
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx> 
> wrote:
> > > > > > Dimitris,
> > > > > > 
> > > > > > I have always wanted the answer ... I've yet to see one
> > > > > > 
> > > > > > The question has ALWAYS been the same ...
> > > > > > 
> > > > > > Let's see the equity curve of some system you like with 
the 
> > > > > > appropriate stats from 2-3 years before to 2-3 years 
after 
> > the 
> > > > > > relatively recent top.  I've posted mine, several times.  
> I'm 
> > > > still 
> > > > > > trading the same system(s).
> > > > > > 
> > > > > > Fred
> > > > > > 
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> > > > > <TSOKAKIS@xxxx> 
> > > > > > wrote:
> > > > > > > Fred,
> > > > > > > It is the hard way to avoid any other opinion except 
> > yours !!
> > > > > > > Full examples are already available at request.
> > > > > > > Except if you want to keep this sterile and 
unproductive 
> > > > thought.
> > > > > > > You may avoid to change your position, [I will agree it 
> is 
> > > > > > > convenient] but I really wonder why do you 
provocatively 
> > ask 
> > > > the 
> > > > > > same 
> > > > > > > question if you donīt want any answer...
> > > > > > > As for the dance, I think it takes 2 to tango...
> > > > > > > Dimitris Tsokakis 
> > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" 
<fctonetti@xxxx> 
> > > wrote:
> > > > > > > > DT,
> > > > > > > > 
> > > > > > > > Nonsense ...
> > > > > > > > 
> > > > > > > > We've been here before.  Let's not do the same dance 
> > again, 
> > > > > okay ?
> > > > > > > > 
> > > > > > > > Fred
> > > > > > > > 
> > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" 
> > > > > > > <TSOKAKIS@xxxx> 
> > > > > > > > wrote:
> > > > > > > > > Fred,
> > > > > > > > > Although it is hard to understand your request, 
yes, 
> I 
> > > did 
> > > > it 
> > > > > > > [and 
> > > > > > > > I 
> > > > > > > > > will do it again...]
> > > > > > > > > And when I say mechanical, I mean it.
> > > > > > > > > Mechanical in logic, execution, starting date and 
> > ending 
> > > > date 
> > > > > > > > > [cycles].
> > > > > > > > > I have already posted some hint, I may post more, 
if 
> > you 
> > > > find 
> > > > > > it 
> > > > > > > > > interesting...
> > > > > > > > > Dimitris Tsokakis
> > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" 
> > <fctonetti@xxxx> 
> > > > > wrote:
> > > > > > > > > > LOL ... Okay, if you say so ... Let me know when 
> any 
> > of 
> > > > you 
> > > > > > > guys 
> > > > > > > > > who 
> > > > > > > > > > believe this START trading mechanical systems 
with 
> > REAL 
> > > > > > money, 
> > > > > > > > I'll 
> > > > > > > > > > be very interested in your real time results.
> > > > > > > > > > 
> > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" 
> > > > <jcasavant@xxxx> 
> > > > > > > wrote:
> > > > > > > > > > > Fred,
> > > > > > > > > > > I think market behavior does change because the 
> > > market 
> > > > > > itself 
> > > > > > > > has 
> > > > > > > > > > changed.
> > > > > > > > > > > 10 years ago your broker told you "Buy GE, put 
it 
> > > under 
> > > > > the 
> > > > > > > > > > mattress, you
> > > > > > > > > > > will make money". If you took his advice and 
> bought 
> > > it 
> > > > on 
> > > > > > > > Monday 
> > > > > > > > > > only to
> > > > > > > > > > > watch it fall all week then called him up he 
> would 
> > > tell 
> > > > > > > you "We 
> > > > > > > > > are 
> > > > > > > > > > in this
> > > > > > > > > > > for the long haul, relax" ...... and you 
probably 
> > > did, 
> > > > > > > > especially 
> > > > > > > > > > since your
> > > > > > > > > > > trade probably cost you over $100 round trip. 
10 
> > > years 
> > > > > ago 
> > > > > > a 
> > > > > > > > one 
> > > > > > > > > > year or 6
> > > > > > > > > > > month hold was considered "Short Term" today 
that 
> > is 
> > > no 
> > > > > > > longer 
> > > > > > > > > the 
> > > > > > > > > > case.
> > > > > > > > > > > With online brokerage accounts you can now buy 
> and 
> > > sell 
> > > > > > that 
> > > > > > > > same 
> > > > > > > > > > chunk of
> > > > > > > > > > > stock for $10 per side. Your broker isn't 
selling 
> > the 
> > > > > stock 
> > > > > > > de 
> > > > > > > > > > jour, instead
> > > > > > > > > > > you are picking it your self. You have access 
to 
> > > > hundreds 
> > > > > > of 
> > > > > > > > > > websites,
> > > > > > > > > > > dozens of data providers and have computer 
power 
> on 
> > > > your 
> > > > > > desk 
> > > > > > > > > that 
> > > > > > > > > > could
> > > > > > > > > > > have launched a rocket a half a generation ago. 
> And 
> > > > more 
> > > > > > > > > > importantly so do
> > > > > > > > > > > millions of other "Small investors". Day 
traders 
> > > didn't 
> > > > > > even 
> > > > > > > > > exist. 
> > > > > > > > > > This
> > > > > > > > > > > isn't your fathers market,  IMO to back test 
data 
> > > from 
> > > > 10 
> > > > > > or 
> > > > > > > 20 
> > > > > > > > > > years ago
> > > > > > > > > > > and think that optimizing on that data to trade 
> > today 
> > > > > holds 
> > > > > > > > > little 
> > > > > > > > > > value.
> > > > > > > > > > > The markets turn on a dime and there is a whole 
> new 
> > > > breed 
> > > > > > of 
> > > > > > > > more 
> > > > > > > > > > nimble
> > > > > > > > > > > traders taking part in the action. The dynamics 
> and 
> > > > > > > psychology 
> > > > > > > > of 
> > > > > > > > > > the market
> > > > > > > > > > > is completely different. It is no longer ruled 
by 
> > the 
> > > > > few. 
> > > > > > > > Watch 
> > > > > > > > > the
> > > > > > > > > > > buy/sells go through and you see trade after 
> trade 
> > of 
> > > > 100-
> > > > > > 200 
> > > > > > > > or 
> > > > > > > > > > 500 shares.
> > > > > > > > > > > This is not Dean Whiter placing trades but Joe 
> and 
> > > Jill 
> > > > > six 
> > > > > > > > pack. 
> > > > > > > > > 5 
> > > > > > > > > > years
> > > > > > > > > > > ago I used to always wait until the first have 
> hour 
> > > of 
> > > > > > > trading 
> > > > > > > > > had 
> > > > > > > > > > passed
> > > > > > > > > > > before placing a trade to avoid the built up 
> demand 
> > > > > already 
> > > > > > > in 
> > > > > > > > > the 
> > > > > > > > > > pipe. Now
> > > > > > > > > > > if I wait more than 10 minutes the train is out 
> of 
> > > the 
> > > > > > > station. 
> > > > > > > > > > Perhaps it
> > > > > > > > > > > is just a forest/trees scenario but I think 
there 
> > are 
> > > > > > > > fundamental
> > > > > > > > > > > differences in the way the markets react today 
> > versus 
> > > > the 
> > > > > > > > recent 
> > > > > > > > > > past......
> > > > > > > > > > > 
> > > > > > > > > > > 
> > > > > > > > > > > Regards,
> > > > > > > > > > > Jayson
> > > > > > > > > > > -----Original Message-----
> > > > > > > > > > > From: Fred [mailto:fctonetti@x...]
> > > > > > > > > > > Sent: Sunday, October 19, 2003 5:38 PM
> > > > > > > > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > > > > > > > Subject: Objective functions (was RE: 
[amibroker] 
> > Re: 
> > > > > > > > > Optimization -
> > > > > > > > > > - again)
> > > > > > > > > > > 
> > > > > > > > > > > 
> > > > > > > > > > > There are a lot of questions and provacative 
> > > statements 
> > > > > in 
> > > > > > > your 
> > > > > > > > > > post,
> > > > > > > > > > > only one of which from my perspective needs an 
> > > > > > > answer/response.
> > > > > > > > > > > 
> > > > > > > > > > > Market behavior will continually change after 
> > that ...
> > > > > > > > > > > 
> > > > > > > > > > > Change ? from what ? into what ? I guess this 
is 
> > the 
> > > > part 
> > > > > I 
> > > > > > > > don't
> > > > > > > > > > > follow.  To me there is nothing new in market 
> > > behavior 
> > > > > now 
> > > > > > > that
> > > > > > > > > > > didn't exist last month, last year, last 
decade, 
> > last 
> > > > > > > century, 
> > > > > > > > but
> > > > > > > > > > > clearly those that take a short sighted view of 
> > > history 
> > > > > and 
> > > > > > > the
> > > > > > > > > > > market action that made up that history will 
> > clearly 
> > > > > never 
> > > > > > > see 
> > > > > > > > it.
> > > > > > > > > > > It's a forest and trees thing ...
> > > > > > > > > > > 
> > > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Dave 
Merrill" 
> > > > > > > <dmerrill@xxxx>
> > > > > > > > > > > wrote:
> > > > > > > > > > > > I'm not trying to be argumentative, honest (:-
> > )... 
> > > > I'm 
> > > > > > more 
> > > > > > > > > than a
> > > > > > > > > > > little
> > > > > > > > > > > > sick of saying the same thing over and over, 
> but 
> > I  
> > > j 
> > > > u 
> > > > > s 
> > > > > > > t   
> > > > > > > > d 
> > > > > > > > > o
> > > > > > > > > > > n ' t   g
> > > > > > > > > > > > e t   i t .
> > > > > > > > > > > >
> > > > > > > > > > > > ------------------------------
> > > > > > > > > > > >
> > > > > > > > > > > > I fail to see the huge difference in 
principle 
> > > > between 
> > > > > > > equity
> > > > > > > > > > > feedback and
> > > > > > > > > > > > backtesting.
> > > > > > > > > > > >
> > > > > > > > > > > > let's start by assuming that backtesting 
> > > performance 
> > > > of 
> > > > > a 
> > > > > > > > system
> > > > > > > > > > > and its
> > > > > > > > > > > > parameters over some period of past data 
tells 
> > you 
> > > > > > > something 
> > > > > > > > > about
> > > > > > > > > > > its
> > > > > > > > > > > > future performance. it's not a perfect 
> predictor, 
> > > but 
> > > > > > it's 
> > > > > > > > the 
> > > > > > > > > > best
> > > > > > > > > > > evidence
> > > > > > > > > > > > we have. does this seem like a reasonable 
> > starting 
> > > > > point? 
> > > > > > > what
> > > > > > > > > > > alternative
> > > > > > > > > > > > is there?
> > > > > > > > > > > >
> > > > > > > > > > > > if that's true, why is it better to do it 
only 
> > > once? 
> > > > > what
> > > > > > > > > > > justification is
> > > > > > > > > > > > there for picking one examination period over 
> > > > another? 
> > > > > > > clearly
> > > > > > > > > > > market
> > > > > > > > > > > > behavior will change continually after that. 
> > don't 
> > > we 
> > > > > > need 
> > > > > > > a 
> > > > > > > > > way 
> > > > > > > > > > of
> > > > > > > > > > > working
> > > > > > > > > > > > that looks at what's been happening and 
evolves 
> > our 
> > > > > > > response?
> > > > > > > > > > > >
> > > > > > > > > > > > sounds like we examine performance up to some 
> > point 
> > > > and 
> > > > > > > > adjust,
> > > > > > > > > > > trade with
> > > > > > > > > > > > the best-choice system and parameters for a 
> > while, 
> > > > then 
> > > > > > > > examine 
> > > > > > > > > > and
> > > > > > > > > > > adjust
> > > > > > > > > > > > again later. make sense? what alternative is 
> > there?
> > > > > > > > > > > >
> > > > > > > > > > > > so then, how often do we re-examine 
performance 
> > > > > history? 
> > > > > > to 
> > > > > > > > put 
> > > > > > > > > it
> > > > > > > > > > > > differently, how long do we ignore any 
changes 
> in 
> > > > > market 
> > > > > > > > > dynamics
> > > > > > > > > > > that may
> > > > > > > > > > > > or may not have occurred? why would 
> > intermittently 
> > > > > > refusing 
> > > > > > > > to 
> > > > > > > > > > look
> > > > > > > > > > > and
> > > > > > > > > > > > respond improve system performance or 
> reliability?
> > > > > > > > > > > >
> > > > > > > > > > > > if that needs to be done, why not have the 
> system 
> > > > > itself 
> > > > > > do 
> > > > > > > > it, 
> > > > > > > > > as
> > > > > > > > > > > part of
> > > > > > > > > > > > its inherent operation? why is it better for 
us 
> > as 
> > > an 
> > > > > > > outside 
> > > > > > > > > > agent
> > > > > > > > > > > to
> > > > > > > > > > > > periodically run some separate tests, reach 
> into 
> > > the 
> > > > > > > > internals 
> > > > > > > > > of
> > > > > > > > > > > the
> > > > > > > > > > > > system, and change stuff?
> > > > > > > > > > > >
> > > > > > > > > > > > or should we just continue with the system 
and 
> > > > > parameters 
> > > > > > > we 
> > > > > > > > > > choose
> > > > > > > > > > > at the
> > > > > > > > > > > > beginning? are they somehow more valid than 
> what 
> > > we'd 
> > > > > > > choose 
> > > > > > > > > > later,
> > > > > > > > > > > using
> > > > > > > > > > > > the same backtesting methods, but on a 
> different 
> > > date 
> > > > > > range 
> > > > > > > > of 
> > > > > > > > > > data?
> > > > > > > > > > > >
> > > > > > > > > > > > ------------------------------
> > > > > > > > > > > >
> > > > > > > > > > > > I realize that even if it seems to make sense 
> > > > > logically, 
> > > > > > > this 
> > > > > > > > > all 
> > > > > > > > > > a
> > > > > > > > > > > complete
> > > > > > > > > > > > crock if no systems put together like this 
even 
> > > > > backtest 
> > > > > > > well,
> > > > > > > > > > > never mind
> > > > > > > > > > > > forward testing.
> > > > > > > > > > > >
> > > > > > > > > > > > but every time I think about abandoning this 
> line 
> > > of 
> > > > > > > > research, 
> > > > > > > > > it
> > > > > > > > > > > seems like
> > > > > > > > > > > > the first thing I'd want to do with a new 
> system 
> > > > would 
> > > > > be 
> > > > > > > > (let 
> > > > > > > > > me
> > > > > > > > > > > guess),
> > > > > > > > > > > > test and possibly adjust it using data up to 
> some 
> > > > date, 
> > > > > > > then 
> > > > > > > > run
> > > > > > > > > > > with it for
> > > > > > > > > > > > a while after that and see if equity growth 
is 
> > > good. 
> > > > if 
> > > > > > it 
> > > > > > > > is, 
> > > > > > > > > I'd
> > > > > > > > > > > want to
> > > > > > > > > > > > lather, rinse and repeat with other in and 
out 
> of 
> > > > > sample 
> > > > > > > > data, 
> > > > > > > > > to
> > > > > > > > > > > make sure
> > > > > > > > > > > > that wasn't coincidence.
> > > > > > > > > > > >
> > > > > > > > > > > > sounds way too familiar to be a completely 
> > > different 
> > > > > > animal.
> > > > > > > > > > > >
> > > > > > > > > > > > dave
> > > > > > > > > > > >   From: Fred [mailto:fctonetti@x...]
> > > > > > > > > > > >
> > > > > > > > > > > >   That IS what I was trying to say.  I 
suspect 
> > > > because 
> > > > > > > equity 
> > > > > > > > > feed
> > > > > > > > > > > back
> > > > > > > > > > > >   is like looking in a rear view mirror, 
great 
> > for 
> > > > > > letting 
> > > > > > > us 
> > > > > > > > > know
> > > > > > > > > > > >   where we were and how we could have 
adjusted 
> > the 
> > > > past 
> > > > > > to 
> > > > > > > > make 
> > > > > > > > > it
> > > > > > > > > > > >   better, but that's about it.
> > > > > > > > > > > 
> > > > > > > > > > > 
> > > > > > > > > > >       Yahoo! Groups Sponsor
> > > > > > > > > > >             ADVERTISEMENT
> > > > > > > > > > > 
> > > > > > > > > > > 
> > > > > > > > > > > 
> > > > > > > > > > > 
> > > > > > > > > > > Send BUG REPORTS to bugs@xxxx
> > > > > > > > > > > Send SUGGESTIONS to suggest@xxxx
> > > > > > > > > > > -----------------------------------------
> > > > > > > > > > > Post AmiQuote-related messages ONLY to: 
> > > > > > > amiquote@xxxxxxxxxxxxxxx
> > > > > > > > > > > (Web page: 
> > > > > http://groups.yahoo.com/group/amiquote/messages/)
> > > > > > > > > > > --------------------------------------------
> > > > > > > > > > > Check group FAQ at:
> > > > > > > > > > > 
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