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Still the grapefruit ... go back and reread what you responded to and
chose to ignore ... don't go away mad, just go away.
--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> 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
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> > > > > > > > > > > >
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