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Let me try again. It is the most accurate system I have come across,
once the signals are validated. I don't take the small loss because,
I do not use stops on entry and I'm absolutely confident that the
signal is valid but for that day only (it is a day-trading signal
which sometimes becomes a good long-term signal, so I don't want to
miss this signal), so that there is very slim chance that the same
validated signal will occur for the next session. Yes the validated
(by OB/OS filters) intermediate and long-term signals has very little
drawdowns, but the day-trading short-term buy signal has drawdowns of
about 25% of the time and the day-trading short-term sell signal has
drawdown about 75% of the time and during these times I am forced to
use the Martingale system..
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx> wrote:
> But if they're that rare, why trade them at all? Or why not simply
cut your loss on the trade, take your small loss, and get back in
when the signal is given again. Why pour good money after bad (unless
you are implying that the signal is sooooo good that historically it
always gives a win, which is hard to believe)? One conundrum in your
message was that it has no drawdowns. I can't imagine any system
without DDs. So, I guess I'm not following your logic. Sorry.
>
> AV
> ----- Original Message -----
> From: palsanand
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Thursday, October 30, 2003 8:10 PM
> Subject: [amibroker] Re: Managing drawdowns (was % channels)
>
>
> I'm glad you asked. I have been using my system for almost 5
years
> now and the original version has been in existence for almost 40
> years. The system has 9 basic types of signals. Of these 2 of
them
> are day-trading signals (short-term trend following systems), but
> sometimes these short-term signals becomes a good long term one.
The
> problem with these short-term signlals (remember I said there is
only
> 2 out of a total of 9), is the timing. Ideally, the best entry
point
> is the MOO (previous day's close price), but sometimes it has
> drawdowns. Becuase the signal is valid and I do not want to miss
> them in case it takes off right after open near previous sessions
> close price and has no drawdowns, in such cases, either I can
exit my
> initial entry and re-enter at a better price as predicted by the
AFL
> pivot points support/resistance or retain it and re-enter at the
> predicted support/resistance and later exit the losing position
at
> break-even trade. I called it rare, because even though these
types
> (short-term) signals are numerous (occurs almost every day) when
I
> apply the filters and verify them, they get invalidated and hence
> becomes rare in practice. So, I came to the conclusion that the
> Martingale systems are ideal for day-trading where the usual
> rule "Cut your losses short and let your profits run" does not
apply
> and in fact day-trading or short-term trading forces you to do
just
> the opposite, i.e., "cut your profits short and let your losses
run
> until you can re-coup it later by doubling up" the core of the
> Martingale system...
>
> rgds, Pal
> --- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx>
wrote:
> > Yes, I did notice it. But it was still in the same paragraph
where
> it appeared as though you were endorsing martingale betting. I
guess
> I don't understand what circumstances would warrant its 'rare'
use.
> What do you mean by "...when the nature of the signal warrants
it"?
> In my opinion, one should choose a certain MM approach and stick
to
> it.
> >
> > AV
> >
> > ----- Original Message -----
> > From: palsanand
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Thursday, October 30, 2003 7:25 PM
> > Subject: [amibroker] Re: Managing drawdowns (was % channels)
> >
> >
> > I agree, that is why I said I use martingale method only very
> > rarely, i.e, only when the nature of the signal warrants
it....
> > Maybe you did not notice it or understand the significance of
> it...
> >
> > rgds, Pal
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <advenosa@xxxx>
> wrote:
> > > Pal:
> > >
> > > Martingale betting will kill you regardless of your W/L
ratio.
> You
> > mentioned trend-following systems. Such systems notoriously
have
> a
> > winning percentage less than 50%, usually around 40-45%. So,
when
> you
> > have a moderately large losing percentage (55 to 60% or
more),
> the
> > probability of your experiencing 5 or 6 or 7 losses in a row
is
> > moderately high (0.6^6 = 4.7%). It makes absolutely no
difference
> > what your W/L ratio is. It could be 10:1. But if you double
your
> bet
> > size every time you lose, you lose big time if you don't get
that
> one
> > big 10x win inbetween. Conversely, it makes eminent sense to
> increase
> > your bet size as you win. After all, you can look at it as
> betting
> > the market's money rather than your own. If you continue to
keep
> your
> > risk percentage constant but increase the percentage of
profits
> you
> > risk on each trade, your winnings will compound enormously.
In
> other
> > words, risk 1% of your capital on all bets but if your
profits
> > increase by, say, 10%, risk 5% of the profits plus your
normal 1%
> of
> > current capital. You'll make big money without increasing
your
> real
> > risk. And if you lose, you LOWER your bet size, not raise it.
> That
> > way, you stay in the game in case you experience a run of
losses.
> > >
> > > Al Venosa
> > > ----- Original Message -----
> > > From: palsanand
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Sent: Thursday, October 30, 2003 6:35 PM
> > > Subject: [amibroker] Re: Managing drawdowns (was %
channels)
> > >
> > >
> > > Thanks for link. Something interesting mentioned there:
> > >
> > > All the multitude of money management algorithms may be
> divided
> > in
> > > two principal classes: martingale and antimartingale.
> > >
> > > Martingale methods state that the risk should increase as
the
> > capital
> > > decreases. These methods are popular with traders trying
to
> > extract
> > > profit from a series of losses or break-even trades.
> > >
> > > Let us review an application of martingale in roulette.
We
> bet 1$
> > on
> > > a color and every time we lose, we double the bet. Next
time
> > after we
> > > win, we start at 1$ again. If we lose 10 times in a row,
> which
> > may
> > > happen with a probability of (19/37)^10 or 0,13%, we'll
have
> to
> > bet
> > > $1024 to win $1. Since in such a case the expected
> profit/risk
> > ratio
> > > is disastrously low, it is often supposed that martingale
> methods
> > may
> > > not be used in trading. But, one should keep in mind that
in
> > popular
> > > trend-following methods:
> > >
> > > 1) profits are usually 2-3 times larger than losses
> > >
> > > 2) series of small losses or break-even trades are
typically
> > > interspersed with large profits
> > >
> > > So martingale methods in our opinion deserve a serious
study.
> > >
> > > I found this to be very true. Typically my trades have
> either a
> > > series of small losses or more commonly break-even trades
> > > interspersed with hugh gains which dwarfs these series of
> small
> > > losses or break-even trades, but I use martingale method
only
> > very
> > > rarely, i.e, only when the nature of the signal warrants
> it....
> > >
> > > rgds, Pal
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <fctonetti@xxxx>
> wrote:
> > > > For those who have an interest in a variety of MM
> techniques
> > here's
> > > a
> > > > short course in a lot of what's out there ...
> > > >
> > > >
> > >
> >
>
http://www.tsresearchgroup.com/en/articles/public_20020402010706.php
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred"
<fctonetti@xxxx>
> wrote:
> > > > > Nice try ... As far as what trading system he used
and
> > whether or
> > > > not
> > > > > it was viable, how would I know. As far as what MM
> > techniques he
> > > > > used, again how would I know except for the fact that
it
> > seems to
> > > > say
> > > > > one of two things, either his stuff doesn't work as
> > demonstrated
> > > in
> > > > > his book or he didn't think well enough of it to use
it
> as
> > > opposed
> > > > to
> > > > > using something else. As far as your other reference
> goes,
> > your
> > > > > either part of that group in which case you should
have
> > > understood
> > > > > the reply I made and it should have made some sense
or
> you
> > aren't
> > > > in
> > > > > which case you don't have a clue as to what you are
> referring
> > to.
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "MarkF2"
> <feierstein@xxxx>
> > > wrote:
> > > > > > "LOL, right ..."? What simulation software did you
> use?
> > No
> > > > > answer?
> > > > > > I didn't think I'd get one. You don't know what
you're
> > talking
> > > > > about
> > > > > > unless you've run extensive MCS on these methods
with
> > numerous
> > > > > systems
> > > > > > and compared them side by side. I've tested Van
> Tharp's
> > stuff
> > > and
> > > > > > would agree that it works. But there's stuff in
Jones'
> > book
> > > that
> > > > > > produces better risk/reward curves. BTW, what he
did
> with
> > his
> > > own
> > > > > > account (assuming what you say is true) is
irrelevant.
> How
> > do
> > > you
> > > > > > *know* that he did it "using his own methods?" Did
he
> have
> > a
> > > > viable
> > > > > > trading system to begin with? Did he follow it? If
so,
> > which
> > > > money
> > > > > > management method from his book did he use and did
he
> > follow
> > > > that?
> > > > > > Your humble opinion, lol? This from the guy who
banned
> > Tomasz
> > > > from
> > > > > > his group, lol! Look Fred, if you've got nothing
> better to
> > do
> > > > than
> > > > > > sit there and try to start a flame war, please do
it
> with
> > > someone
> > > > > > else. Because you simply don't know what you're
> talking
> > about
> > > on
> > > > > > this. Have a great day.
> > > > > >
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred"
> <fctonetti@xxxx>
> > wrote:
> > > > > > > LOL, right ...
> > > > > > >
> > > > > > > IMHO Van K. Tharp's writings on this topic are
more
> on
> > target.
> > > > > > >
> > > > > > > And in all honesty I'm not surprised that Jones
> traded
> > his own
> > > > > > account
> > > > > > > (s) into 90+% DD's using his own mehtods.
> > > > > > >
> > > > > > >
> > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "MarkF2"
> > <feierstein@xxxx>
> > > > > wrote:
> > > > > > > > Well you didn't do it correctly. What
simulation
> > software
> > > did
> > > > > > you
> > > > > > > use?
> > > > > > > >
> > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred"
> > <fctonetti@xxxx>
> > > > wrote:
> > > > > > > > > Yes I have which is why I said I must be one
of
> the
> > > ignorant
> > > > > > ones.
> > > > > > > > >
> > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "MarkF2"
> > > > <feierstein@xxxx>
> > > > > > > wrote:
> > > > > > > > > > Have you read and tested the stuff in his
book,
> or
> > are
> > > you
> > > > > > just
> > > > > > > > > making
> > > > > > > > > > a typically provocative comment?
> > > > > > > > > >
> > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Fred"
> > > <fctonetti@xxxx>
> > > > > > wrote:
> > > > > > > > > > > Ryan Jones ? OMG ... I must be one of the
> > ignorant
> > > ones.
> > > > > > > > > > >
> > > > > > > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "MarkF2"
> > > > > > <feierstein@xxxx>
> > > > > > > > > wrote:
> > > > > > > > > > > > Hi Leo!
> > > > > > > > > > > >
> > > > > > > > > > > > Let me elaborate. Although I wouldn't
put
> $.02
> > on
> > > a
> > > > > > > *simple*
> > > > > > > > > > > > Martingale or anti-Martingale method of
> money
> > > > > management,
> > > > > > I
> > > > > > > do
> > > > > > > > > think
> > > > > > > > > > > > that the latter is certainly viable
while
> the
> > > former
> > > > is
> > > > > > > not.
> > > > > > > > > How to
> > > > > > > > > > > do
> > > > > > > > > > > > better? I'd recommend reading The
Trading
> Game
> > by
> > > > Ryan
> > > > > > > Jones
> > > > > > > > > *and
> > > > > > > > > > > > then running simulations* of the
tradeoff
> > between
> > > > > equity
> > > > > > > growth
> > > > > > > > > and
> > > > > > > > > > > > drawdown for the various methods *for
your
> > trading
> > > > > > > systems*. I
> > > > > > > > > > > > developed my personal favorites after
> reading
> > this
> > > > book
> > > > > > but
> > > > > > > > > everyone
> > > > > > > > > > > > needs to look at their own curves from
> their
> > own
> > > > > > > simulations for
> > > > > > > > > > > > themselves to see what suits them
best.
> This
> > is a
> > > > > > tedious
> > > > > > > > > project
> > > > > > > > > > > and
> > > > > > > > > > > > not much fun, but well worth the effort
in
> my
> > > > opinion.
> > > > > > > BTW, if
> > > > > > > > > you
> > > > > > > > > > > > look at the reviews of this book on
amazon,
> > there
> > > are
> > > > > > some
> > > > > > > > > > > *incredibly
> > > > > > > > > > > > ignorant* ones by people who obviously
> didn't
> > take
> > > the
> > > > > > time
> > > > > > > to
> > > > > > > > > dig
> > > > > > > > > > > in
> > > > > > > > > > > > to the material and do their homework
which
> to
> > me,
> > > is
> > > > > > > running
> > > > > > > > > > > > simulations on all of the methods. I
have
> and
> > > trust
> > > > > me,
> > > > > > > lol,
> > > > > > > > > > > there's
> > > > > > > > > > > > good stuff in this book.
> > > > > > > > > > > >
> > > > > > > > > > > > Best Regards,
> > > > > > > > > > > >
> > > > > > > > > > > > Mark
> > > > > > > > > > > >
> > > > > > > > > > > > --- In
> amibroker@xxxxxxxxxxxxxxx, "leonardot19"
> > > > > > > > > > > <leo.timmermans@xxxx>
> > > > > > > > > > > > wrote:
> > > > > > > > > > > > > Hi Mark,
> > > > > > > > > > > > >
> > > > > > > > > > > > > Which MM technique would you use
than,
> can
> > you
> > > give
> > > > > an
> > > > > > > example
> > > > > > > > > > > > > please ?
> > > > > > > > > > > > >
> > > > > > > > > > > > > Kind regards
> > > > > > > > > > > > > Leo
> > > > > > > > > > > > >
> > > > > > > > > > > > >
> > > > > > > > > > > > > --- In
> amibroker@xxxxxxxxxxxxxxx, "MarkF2"
> > > > > > > <feierstein@xxxx>
> > > > > > > > > > > wrote:
> > > > > > > > > > > > > > Neither of these is a technique I'd
put
> > $.02 on,
> > > > > > quite
> > > > > > > > > easily
> > > > > > > > > > > > > > demonstrated by bootstrapping
> > representative
> > > > trades
> > > > > > > while
> > > > > > > > > > > applying
> > > > > > > > > > > > > > them. Every time I mention
simulation
> > > everyones'
> > > > > > eyes
> > > > > > > glaze
> > > > > > > > > > > > over,
> > > > > > > > > > > > > but
> > > > > > > > > > > > > > if you're not using it for position
> sizing
> > or
> > > > money
> > > > > > > > > management
> > > > > > > > > > > or
> > > > > > > > > > > > > > whatever you want to call it,
you're
> flying
> > > blind.
> > > > > > > > > > > > > >
> > > > > > > > > > > > > > --- In
> > amibroker@xxxxxxxxxxxxxxx, "palsanand"
> > > > > > > > > <palsanand@xxxx>
> > > > > > > > > > > > > wrote:
> > > > > > > > > > > > > > > Dave,
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > There is a good link I came
across:
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > >
> > http://www.arbtrading.com/moneymanagement.htm
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > I like the Anti-Martingale and
> Martingale
> > > > > (doubling
> > > > > > > up)
> > > > > > > > > > > systems
> > > > > > > > > > > > > to
> > > > > > > > > > > > > > > manage drawdowns. I would use a
> > combination
> > > of
> > > > > > these
> > > > > > > > > systems,
> > > > > > > > > > > > so
> > > > > > > > > > > > > > > that when I'm losing money I
would
> use
> > > > Martingale
> > > > > > > system
> > > > > > > > > and
> > > > > > > > > > > > when
> > > > > > > > > > > > > > I'm
> > > > > > > > > > > > > > > finally making money with the
final
> > position,
> > > I
> > > > > > would
> > > > > > > be
> > > > > > > > > > > > > > > automatically switched over to
Anti-
> > > Martingale
> > > > > > > system,
> > > > > > > > > but
> > > > > > > > > > > may
> > > > > > > > > > > > > most
> > > > > > > > > > > > > > > likely exit losing positions at
break-
> > even
> > > > price.
> > > > > > I
> > > > > > > would
> > > > > > > > > > > > double
> > > > > > > > > > > > > > up
> > > > > > > > > > > > > > > only when I get stronger signals
> verfied
> > by
> > > > OB/OS
> > > > > > > > > conditions
> > > > > > > > > > > in
> > > > > > > > > > > > > the
> > > > > > > > > > > > > > > subsequent session, so that my
system
> of
> > using
> > > > > > 3BSMA
> > > > > > > for
> > > > > > > > > the
> > > > > > > > > > > > next
> > > > > > > > > > > > > > > session is temporarily
suspended. It
> > does
> > > take
> > > > > > > usually
> > > > > > > > > about
> > > > > > > > > > > 3
> > > > > > > > > > > > > > days
> > > > > > > > > > > > > > > for a trend-change to fully
develop.
> I
> > would
> > > > not
> > > > > > > double
> > > > > > > > > up
> > > > > > > > > > > > beyond
> > > > > > > > > > > > > > 3
> > > > > > > > > > > > > > > consecutive days, because if you
are
> > wrong 4
> > > > times
> > > > > > in
> > > > > > > a
> > > > > > > > > row,
> > > > > > > > > > > > most
> > > > > > > > > > > > > > > likely the market is starting a
new
> trend
> > in
> > > > the
> > > > > > > opposite
> > > > > > > > > > > > > direction
> > > > > > > > > > > > > > > and will go against you and so
better
> to
> > > exit.
> > > > I
> > > > > > > have
> > > > > > > > > done
> > > > > > > > > > > this
> > > > > > > > > > > > > > many
> > > > > > > > > > > > > > > times, as I find it impossible to
> > optimize my
> > > > > entry
> > > > > > > > > points.
> > > > > > > > > > > But
> > > > > > > > > > > > > > the
> > > > > > > > > > > > > > > safest course is to wait for the
> actual
> > > > > > Trend-change
> > > > > > > > > signal
> > > > > > > > > > > > > > verified
> > > > > > > > > > > > > > > by OB/OS conditions, then you may
> never
> > have
> > > to
> > > > > > > double up
> > > > > > > > > but
> > > > > > > > > > > > you
> > > > > > > > > > > > > > may
> > > > > > > > > > > > > > > miss some signals. This may
sound
> crazy
> > for
> > > > some
> > > > > > but
> > > > > > > it
> > > > > > > > > does
> > > > > > > > > > > > seem
> > > > > > > > > > > > > > to
> > > > > > > > > > > > > > > work for me especially with the
AFL
> pivot
> > > > points
> > > > > to
> > > > > > > > > predict
> > > > > > > > > > > the
> > > > > > > > > > > > > > Next
> > > > > > > > > > > > > > > bar approximate High/Low of Day
and
> > > appropriate
> > > > > > > position
> > > > > > > > > > > sizing.
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > Regarding whether your system has
> stopped
> > > > working
> > > > > > or
> > > > > > > not,
> > > > > > > > > it
> > > > > > > > > > > is
> > > > > > > > > > > > > > hard
> > > > > > > > > > > > > > > to say. I would try to improve
the
> > system
> > > > > > > performance
> > > > > > > > > using a
> > > > > > > > > > > > > > system
> > > > > > > > > > > > > > > of filters, stops and walkforward
> > testing.
> > > > > Easier
> > > > > > > said
> > > > > > > > > than
> > > > > > > > > > > > > done...
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > Regards,
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > Pal
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > --- In
> amibroker@xxxxxxxxxxxxxxx, "Dave
> > > Merrill"
> > > > > > > > > > > > <dmerrill@xxxx>
> > > > > > > > > > > > > > > wrote:
> > > > > > > > > > > > > > > > I've been wondering, could I
trade
> a
> > system
> > > > > with
> > > > > > > 50%
> > > > > > > > > > > average
> > > > > > > > > > > > > gain
> > > > > > > > > > > > > > > per year
> > > > > > > > > > > > > > > > since '95, and max system
drawdown
> of
> > 40-
> > > 50%.
> > > > > > even
> > > > > > > if
> > > > > > > > > I've
> > > > > > > > > > > > seen
> > > > > > > > > > > > > > > that in
> > > > > > > > > > > > > > > > backtests beforehand, could I
> really
> > look
> > > at
> > > > > that
> > > > > > > kind
> > > > > > > > > of
> > > > > > > > > > > > drop
> > > > > > > > > > > > > in
> > > > > > > > > > > > > > > my account
> > > > > > > > > > > > > > > > and still believe I was doing
the
> right
> > > > thing?
> > > > > or
> > > > > > > would
> > > > > > > > > I
> > > > > > > > > > > > think
> > > > > > > > > > > > > > > it'd finally
> > > > > > > > > > > > > > > > just stopped working? and if I
am
> able
> > to
> > > > > ignore
> > > > > > > that
> > > > > > > > > much
> > > > > > > > > > > > > > > drawdown, how
> > > > > > > > > > > > > > > > would I know if it really *had*
> stopped
> > > > working?
> > > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > > by the half-the-gain-twice-the-
> drawdown
> > > > > > > tolerability
> > > > > > > > > rule,
> > > > > > > > > > > > this
> > > > > > > > > > > > > > is a
> > > > > > > > > > > > > > > > non-starter.
> > > > > > > > > > > > > > > >
> > > > > > > > > > > > > > > > dave
> > > > > > > > > > > > > > > > Defense ... Yep or as I've
said
> it's
> > not
> > > > what
> > > > > > you
> > > > > > > > > make,
> > > > > > > > > > > it's
> > > > > > > > > > > > > > what
> > > > > > > > > > > > > > > you
> > > > > > > > > > > > > > > > keep. DD's are killers from
lots
> of
> > > aspects
> > > > > > not
> > > > > > > just
> > > > > > > > > in
> > > > > > > > > > > > terms
> > > > > > > > > > > > > > of
> > > > > > > > > > > > > > > > what they do to your account
> balance
> > but
> > > > also
> > > > > > > what
> > > > > > > > > they do
> > > > > > > > > > > > to
> > > > > > > > > > > > > > ones
> > > > > > > > > > > > > > > > ability psycologically to
trade
> and
> > stay
> > > > with
> > > > > > > systems
> > > > > > > > > that
> > > > > > > > > > > > do
> > > > > > > > > > > > > > > work.
> > >
> > >
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