|
PureBytes Links
Trading Reference Links
|
Ken wrote:
"<SPAN
>Think about it this
way---if emotion forces you to respond to a seeming flame attack rather than
calmly hitting the delete key, then what does that say about your emotional
response when you are trading real money (significant 6 figure stuff) and the
trade moves against you. Think about it."
<SPAN
>
<SPAN
>Words of wisdom. I
agree 100%.
<SPAN
>
Best regards,Tomasz Janeczkoamibroker.com
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
dingo
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, November 04, 2003 4:40
PM
Subject: RE: [amibroker] A Way to Handle
-- STOP THE FLAME WARS NOW !!!!
<FONT face=Arial color=#0000ff
size=2>Thanks Ken! I can always count on you to cover my
backside!
<FONT face=Arial color=#0000ff
size=2>
Oh,
and I didn't realize that you went insane AFTER the testing of Rx.... I was
thinking it was BEFORE! 8-)
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>d
<FONT
face=Tahoma size=2>-----Original Message-----From: Ken Close
[mailto:closeks@xxxxxxxx] Sent: Tuesday, November 04, 2003 10:22
AMTo: <A
href="">amibroker@xxxxxxxxxxxxxxxSubject:
[amibroker] A Way to Handle -- STOP THE FLAME WARS NOW
!!!!
<SPAN
>OH, No. You
don’t want <SPAN
>dingo<FONT
face=Arial color=navy size=2><SPAN
>!! Dingo and
I go way back and trust me, you don’t want him for a
referee. (Before any of you think this was a flame,
understand that Dingo and I have a special relationship. I beta tested
his Rx before I went completely insane.) <FONT
face=Wingdings color=navy size=2><SPAN
>J<FONT
face=Arial color=navy size=2><SPAN
> <big
grin> <lots of hyperbole here> <No
flame>
<SPAN
>
<SPAN
>Seriously.
DELETE KEY DELETE KEY DELETE KEY DELETE KEY DELETE KEY.
<SPAN
>
<SPAN
>Did I mention you
could and should use the DELETE KEY.
<SPAN
>
<SPAN
>Think about it this
way---if emotion forces you to respond to a seeming flame attack rather than
calmly hitting the delete key, then what does that say about your emotional
response when you are trading real money (significant 6 figure stuff) and
the trade moves against you. Think about it.
<SPAN
>
<SPAN
>Ken
<SPAN
>
<SPAN
>-----Original
Message-----From: Gary A.
Serkhoshian [mailto:serkhoshian777@xxxxxxxxx] <SPAN
>Sent: Tuesday, November 04, 2003 10:10
AMTo:
amibroker@xxxxxxxxxxxxxxx<SPAN
>Subject: Re: [amibroker] STOP THE FLAME
WARS NOW !!!!
<SPAN
>
<SPAN
>Tomasz,
<SPAN
>
<SPAN
>I appreciate your response, but I really don't think
your method is working. People have been sniping at each other for the
past weeks, and even some of the more upstanding members of our board have
been dragged in. Consequently, the quality of the board has suffered
as many have pointed out in posts, yet the only comment I've read from you
on the board was to Fred saying it wasn't his place to tell people to "go
away".
<SPAN
>
<SPAN
>We all have bad days which we bring into
posts. That's okay. I'm just asking you to step in and break it
up when it happens. Somebody gotta moderate the masses, but I don't
think "voting" members off the board a la "Survivor" is a good
idea.
<SPAN
>
<SPAN
>We're all adults. So, when asked nicely to
stop acting childish results in more bickering from the member in question,
then you should given them the axe. Simple as
that.
<SPAN
>
<SPAN
>By the way, I'm not complaining about Pal
specifically. A lot of people have been sniping at him as much as he's
been sniping them. That's why you need to step in and referee or
assign someone to do that. I nominate Dingo :
)
<SPAN
>
<SPAN
>Warmest,
<SPAN
>Gary
<SPAN
><SPAN
>Tomasz Janeczko
<amibroker@xxxxxx> wrote:
<BLOCKQUOTE
>
<SPAN
>Hello,
<SPAN
>
<SPAN
>I expressed it several times that flame wars of
any kind will not be tolerated here.
<SPAN
>As written in Group FAQ: <A
href="">http://www.egroups.com/files/amibroker/groupfaq.html
<SPAN
>
<SPAN
>What are the guidelines for
posting?
<FONT face="Times New Roman" color=red
size=2>Subscribers that do not
use standard list etiquette may be removed from the list if a subscriber
vote indicates that this is what the list
wants
<SPAN
>
<SPAN
>So if I receive 5 more complaints about Pal or
anyone else I may be forced to remove given person,
or
<SPAN
>switch him/her into "moderated"
status.
<SPAN
>
<SPAN
>Best regards,Tomasz
Janeczkoamibroker.com
<BLOCKQUOTE
>
<SPAN
>----- Original Message -----
<FONT face=Arial
size=2><SPAN
>From:<FONT
face=Arial size=2> <A
title=serkhoshian777@xxxxxxxxx
href="">Gary A. Serkhoshian
<SPAN
>To:<FONT
face=Arial size=2> <A
title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
<SPAN
>Sent:<FONT
face=Arial size=2>
Tuesday, November 04, 2003 2:53 PM
<SPAN
>Subject:<FONT
face=Arial size=2>
[amibroker] STOP THE FLAME WARS NOW !!!!
<SPAN
>
<SPAN
>The e-mail below is nothing more than
inflamatory, and Pal you are smart enough to know
that.
<SPAN
>
<SPAN
>TJ, you have got to step in or assign someone
this duty NOW or else this board will degenerate into the patheticly
useless TradeStation list.
<SPAN
>
<SPAN
>Respectfully,
<SPAN
>Gary<SPAN
>palsanand <<A
href="">palsanand@xxxxxxxxx>
wrote:
<BLOCKQUOTE
>
<SPAN
>Hi Mark,<FONT
face="Courier New" size=2><SPAN
><FONT
face="Courier New">You are magnanimous and indomitable. You are
like my big brother, so <FONT
face="Courier New">is Steve. You both have superegos and it is
unfortunate that you both
could not reconcile your differences yet. I am the loser and I
suspect so are
others. You must measure what you might gain by what
you might
lose...rgds,
Pal--- In
amibroker@xxxxxxxxxxxxxxx, "quanttrader714" <FONT
face="Courier New"><quanttrader714@xxxx>
wrote:> It's late and
I've had too much scotch, so one very quick
example> which I'll
explain the basics of but would like to have someone
else> please take a
stab at interpreting.>
> To recap the
Robustness Criteria, Condensed Version 1-5:<FONT
face="Courier New">> <FONT
face="Courier New">> 1. Test on small, mid & large cap stocks
in bull, bear & sideways<FONT
face="Courier New">> markets. <FONT
face="Courier New">> 2. Evaluate performance on top 20% most
actively traded small, mid &<FONT
face="Courier New">> large cap stocks.<FONT
face="Courier New">> 3. Graph and evaluate system performance
consistency (%profit/trade<FONT
face="Courier New">> and % profit/bar) on select
stocks.> 4. Perform
simulation to estimate probability of profit in 10
trades> (for select
stocks).> 5. Perform
simulation to estimate future drawdown (for select
<FONT
face="Courier New">stocks).<FONT
face="Courier New">> <FONT
face="Courier New">> For this example I picked a stock, any
stock. I think everyone gets<FONT
face="Courier New">> what I mean by criteria 1 and 2 (whether they
agree or not), correct<FONT
face="Courier New">> me if I'm wrong. I've posted the output
of criteria 3-5 in the<FONT
face="Courier New">> example folder in the photos section.
Criterion 3 output is photos <FONT
face="Courier New">1>
and 2, criterion 4 output is photos 3 and 4, and criterion 5 output
<FONT
face="Courier New">is>
photos 5 and 6. I think the criterion 3 graphs are self
<FONT
face="Courier New">explanatory.<FONT
face="Courier New">> On criterion 4, forget how it's
calculated for now. It estimates <FONT
face="Courier New">the<FONT
face="Courier New">> probability of profit (and how much) at the
end of 10 trades. Unit <FONT
face="Courier New">of>
measure is % of starting equity. Looking at the histogram,
the> highest bin (the
mode of the distribution) is 19.16 -- 29.63
which> means approx
15.5% of the time (y axis) the profit at the end of
10> trades fell in
this bin, between 19.16% and 29.63% of initial
<FONT
face="Courier New">equity.<FONT
face="Courier New">> The cumulative distribution graph is the
histogram in cumulative <FONT
face="Courier New">> form and shows the likelihood that a result
falls below the value on<FONT
face="Courier New">> the x axis. For example, 20% of the
simulations (of the sum of 10<FONT
face="Courier New">> trades) lost money so you can *estimate*
there's an 80% chance <FONT
face="Courier New">you'll<FONT
face="Courier New">> be profitable after 10 trades with this.
Same unit of measure for <FONT
face="Courier New">max<FONT
face="Courier New">> dd and those graphs are read the same
way. P.S. Each simulation was<FONT
face="Courier New">> 1000 runs, so the graphs of criterion 3 show
one actual pass through<FONT
face="Courier New">> the data by AB, while the others depict the
collective results of <FONT
face="Courier New">1000<FONT
face="Courier New">> simulated runs (and include my adjustment
factor).<FONT
face="Courier New" size=2>Send BUG
REPORTS to bugs@xxxxxxxxxxxxx<FONT
face="Courier New" size=2><SPAN
><FONT
face="Courier New">Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx<FONT
face="Courier New">-----------------------------------------<FONT
face="Courier New">Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx <FONT
face="Courier New">(Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)<FONT
face="Courier New">--------------------------------------------<FONT
face="Courier New">Check group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
<SPAN
>Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service.
<FONT
face="Times New Roman" size=3>
<SPAN
>Do you Yahoo!?<A
href="">Protect your identity with
Yahoo! Mail AddressGuard <FONT
face="Courier New" size=2>Send BUG REPORTS
to bugs@xxxxxxxxxxxxx<FONT face="Courier New"
size=2><SPAN
><FONT
face="Courier New">Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx<FONT
face="Courier New">-----------------------------------------<FONT
face="Courier New">Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx <FONT
face="Courier New">(Web page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)<FONT
face="Courier New">--------------------------------------------<FONT
face="Courier New">Check group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
<SPAN
>Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service.
<SPAN
><FONT face="Courier New"
size=2>Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<SPAN
><FONT
face="Courier New">Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx<FONT
face="Courier New">-----------------------------------------<FONT
face="Courier New">Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx (Web
page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)<FONT
face="Courier New">--------------------------------------------<FONT
face="Courier New">Check group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
<SPAN
>Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service.
<FONT
face="Times New Roman" size=3>
<SPAN
>Do you Yahoo!?<A
href="">Protect your identity with
Yahoo! Mail AddressGuard
<FONT face="Courier New"
size=2>Send BUG REPORTS to
bugs@xxxxxxxxxxxxx<SPAN
><FONT
face="Courier New">Send SUGGESTIONS to
suggest@xxxxxxxxxxxxx<FONT
face="Courier New">-----------------------------------------<FONT
face="Courier New">Post AmiQuote-related messages ONLY to:
amiquote@xxxxxxxxxxxxxxx (Web
page: <A
href="">http://groups.yahoo.com/group/amiquote/messages/)<FONT
face="Courier New">--------------------------------------------<FONT
face="Courier New">Check group FAQ at: <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html
<SPAN
>Your use of Yahoo! Groups is subject to the <A
href="">Yahoo! Terms of
Service.
Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend
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 <A
href="">Yahoo! Terms of Service.
Send
BUG REPORTS to bugs@xxxxxxxxxxxxxSend 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 <A
href="">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.
|