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--- In amibroker@xxxxxxxxxxxxxxx, "Ken Close" <closeks@xxxx> wrote:
> 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@x...]
> 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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>
>
>
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