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Fred: you got your message "reply to" mixed up it seems.
I read the FAQ line by line. No help for the question I asked. What
would be the AB outputs.
Profit per trade is obvious.
Volatility could be ATR (but of course that does not show up in the
trade report but can be generated)
What about Stops? What number is that from AB?
Ken
-----Original Message-----
From: Fred [mailto:fctonetti@xxxxxxxxx]
Sent: Thursday, November 06, 2003 8:51 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Robustness Challenge Update
He explains a little more in the FAQ ...
http://unicorn.us.com/trading/prosizerfaq.html
--- In amibroker@xxxxxxxxxxxxxxx, "E Winters" <e.winters1@xxxx> wrote:
> Fred,
> A while back you posted a system for the QQQ. Might this be
a "system" to
> start with?
> Regards,
> Ed
> ----- Original Message -----
> From: "Fred" <fctonetti@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Wednesday, November 05, 2003 3:29 PM
> Subject: [amibroker] Re: Robustness Challenge Update
>
>
> | Mark,
> |
> | I seem to be participating more than most which I at least find
to be
> | a little strange. One of the probs for some will be the need to
find
> | and install a decent MCS product. Some won't want to spend the $,
> | some won't want to spend the time etc. By the way Alex Matulich
has
> | a product in this area for I think about $37 that midgt fill the
bill
> | for those who are interested but don't want to go for a more in
depth
> | product.
> |
> | Beyond that though as I stated at the beginning, I have no
particular
> | interest in the last couple of steps you outlined i.e. publication
> | and real account trading.
> |
> | In my case I can't even say that I have a great data vendor for
> | stocks because as I've stated previously I don't really trade
stocks.
> |
> | That aside for a minute, I have suggestion which may be a little
off
> | the wall but I'll put it out there any way. Since you've
obviously
> | been doing this for some time, how 'bout starting the group off
with
> | a little system that although you might consider to be robust
even if
> | only marginally is also something that you don't actually use for
> | trading any more. This would at least allow some to go through
the
> | process with something that at least sort of works so they can
> | proceed from there.
> |
> | Just an idea ...
> |
> | Fred
> |
> | --- In amibroker@xxxxxxxxxxxxxxx, "quanttrader714"
> | <quanttrader714@xxxx> wrote:
> | > Now that I've posted the criteria, I feel we've had some good
> | > discussions but frankly don't see enough interest out there to
> | provide
> | > the effort it would take to refine the criteria or even use as
is,
> | > develop some robust systems, write a trading plan, iron the
bugs out
> | > in simulated trading and then trade in real time with real
money.
> | I'm
> | > actually surprised there's not more interest in participating
in the
> | > trading process from soup to nuts as I've outlined, especially
> | since I
> | > offered to put up the $. Would be quite an education for
anyone, no
> | > matter how much experience they have, but particularly for
newbies.
> | > Not to mention fun. Which is why I offered to lead such an
effort
> | in
> | > the first place. No hidden agendas here.
> | >
> | > Anyway, if I've misread things and you are interested, *please
email
> | > me privately* and let me know the extent to which you personally
> | would
> | > like to participate. If I get enough emails indicating there is
> | > critical mass, I'll either start this in Amibroker-ts or in a
new
> | > group that everyone here would be welcome to join. If not then
I'll
> | > still be around, in drips and drabs, as I have in the past.
Thanks
> | > for the interesting and civil discussions.
> | >
> | > Regards,
> | >
> | > Mark
> |
> |
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