|
PureBytes Links
Trading Reference Links
|
Mark,
This is a long and in some regards rather ambitious plan to undertake
as a group. Don't take that as an objection, it's not. I would
however suggest that if I/you/we are going to proceed in some fashion
that before the group pushes on to funding an account or publishing
the results that the group ...
- Gets through your #1 - #9
- Sees if it can agree on which criteria to use (this will be tougher
than most think, and I'll do MY best to defer to others. Having
worked in small groups to develop profitable systems in the past I am
of the opinion that it is tough enough to get more than two or three
people to agree what yardstick to use to decide how to measure how
good some particular system is let alone how robust it is)
See who's left that can and is willing to contribute something that
meets the criteria.
For myself I have no particular interest in setting up an account to
actually trade whatever the group comes up with nor have I any
particular interest in publication, but again that's just my own
slant.
Fred
--- In amibroker@xxxxxxxxxxxxxxx, "quanttrader714"
<quanttrader714@xxxx> wrote:
> We all know this is a great group. If we put our heads together in
a
> cooperative manner, I believe we can accomplish anything within
> reason, to include trading profitably. Especially if the systems
are
> robust. A few posts have mentioned brokerage statements and
frankly,
> that is the bottom line. So how about...
>
> 1) We cover the 9 robustness criteria and come to a *group*
> consensus on which to use and what parameters for a *group*
robustness
> standard (I think it was DT who first suggested a group baseline).
>
> 2) We have a *group* competition to develop simple systems that
trade
> often and meet the criteria.
>
> 3) We prepare a *group* trading plan to trade one or more of those
> systems.
>
> 4) We iron out the bugs in simulated trading.
>
> 5) If *everyone* puts their best effort into this *and* I buy into
the
> final products of 1-4, I will fund a small account (but large enough
> to adequately trade what we come up with) and trade it according to
> the plan, publicly on the board, *and post the results and
> statements*. Of course, I'd have veto power over taking any/all
> trades but would justify (e.g., earnings coming out, I'm sick or
> drunk, etc.).
>
> 6) The *group* writes up its successful experiment in S&C keeping
all
> names out except Amibroker which is, afterall, what brought us
> together in the first place and what would make this possible
(unless
> Tomasz objects).
>
> There are a lot of "ifs" here but is this a good idea and if so,
> should we use this board, amibroker-ts, a new amibroker board or
> other? Obviously this would be a long term project. Who's
> interested and willing to see it through?
>
> Regards,
>
> Mark
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Rent DVDs Online - Over 14,500 titles.
No Late Fees & Free Shipping.
Try Netflix for FREE!
http://us.click.yahoo.com/xlw.sC/XP.FAA/3jkFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|