|
PureBytes Links
Trading Reference Links
|
I’m interested and will help if I
can.
Howard
-----Original Message-----
From: quanttrader714
[mailto:quanttrader714@xxxxxxxxx]
Sent: Sunday, November 02, 2003
9:40 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Robustness
Challenge
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
<font size=2
face="Courier New">Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<span
>
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx
(Web page: <a
href="">http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: <a
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of
Yahoo! Groups is subject to the Yahoo!
Terms of Service.
Yahoo! Groups Sponsor
ADVERTISEMENT
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 the Yahoo! Terms of Service.
|