|
PureBytes Links
Trading Reference Links
|
<FONT face=Arial color=#0000ff
size=2>Fred,
<FONT face=Arial color=#0000ff
size=2>
You
and PT certainly did not waste anyone's time. I also think that many of
your ideas crept into TJ's implementation of the portfolio
backtester. You and Dingo provided those of us who were brave
enough to try new things with an edge once AB included portfolio
functions.
<FONT face=Arial color=#0000ff
size=2>
I'm
still using PT and will continue to do so until TJ has fully implemented all of
the logic for stops.
<FONT face=Arial color=#0000ff
size=2>
Thanks
again to you and Dingo and the users who contributed to your development
ideas.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: Fred
[mailto:fctonetti@xxxxxxxxx]Sent: Friday, November 14, 2003 4:54
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Portfolio Trading PresentationLet me also state that
for the most part I am pretty much exclusively using AB as opposed to
PT.The reasons for this are very simple:- AB does an adaquete
job for what I need which is probably more than most users need in this
area.- AB is where future development is going to for the most part take
place. - I am a trader and I would rather spend my time developing
systems and trading those systems then developing and supporting
tools.If I have helped in some small way to contribute ideas about the
implementation of portfolio trading in AB that's a good thing. If
not then forgive me for wasting everyones time.FredPS For
any of you who are still using PT or for some reason are interested in
using PT, PLEASE direct any and all questions either to <A
href="">http://groups.yahoo.com/group/PortfolioTrader/
or to me directly at ftonetti AT optonline.net, not to TJ as he has more
than enough things to do.--- In amibroker@xxxxxxxxxxxxxxx, "Fred"
<fctonetti@xxxx> wrote:> As I stated earlier or in the beta
forum, PT rests somewhere between > AB's rotational and non
rotational modes. It can do some things > AB/PT can't or at least
can't easily depending on the creativity of > the user and AB/PT can do
some things that PT can't. > > I personally prefer the all
in one GUI interface of PT where from an > AFL perspective I only
really need to be concerned about writing AFL > for scoring but
that's a personal preference. There is certainly no > need
for one to use PT. It was developed to fill what was a void in
> AB at the time and I think it accomplished that goal and it could
be > continued to be used or not depending on ones needs,
preferences etc.> > --- In amibroker@xxxxxxxxxxxxxxx, "Al
Venosa" <advenosa@xxxx> wrote:> > Hi, Gary:> >
> > I thoroughly enjoyed your presentation. I have a question: Can
> Amibroker do most of the stuff you referred to that PT can do? I
hate > the thought of having to learn yet another software package.
There > simply are not enough hours in the day (at least until I
retire!!). > > > > Al Venosa> >
----- Original Message ----- > > From: Gary A.
Serkhoshian > > To: amibroker@xxxxxxxxxxxxxxx >
> Sent: Friday, November 14, 2003 11:47 AM>
> Subject: Re: [amibroker] Portfolio Trading
Presentation> > > > > > Hi
John,> > > > Thanks for the kind
comments. The idea behind the presentation > is that timing and
selection should be viewed separately so that the > results of one
don't cloud the other, and then bring the two together > in a
synergistic fashion. More importantly, selection is value-added
> to a solid timing methodology.> > > >
In other words, we want a selection method that matches our > timing
signal. When we are trading short-term, swing-trading systems
> for example, we would want as much beta as we can stand to maximize
> returns over the period. Clearly there are other selection
methods > for short-term systems.> > >
> An example in the mutual fund world is the RUTVOL signal
which is > an intermediate term signal. Consequently, we'd want a
selection > method that matches that holding period. A good
example is Werner > Gansz' ncAlpha which essentially is telling you how
well-behaved the > price action is over a given period. UPI
is another interesting > selection method for int-term systems.>
> > > If this isn't too much info, then you could
blend the two where > you have a short term selection method on day of
entry, but change > your ranking method as the trade develops.>
> > > As many have written on this board, AmiBroker
is limited only by > what your imagination can produce. All
of the above discoveries have > only come about since my use of
AB.> > > > Hope this helps,>
> Gary> > > > > >
john gibb <jgibb1@xxxx> wrote:> > nice
presentation, Gary!> > > > Can you
clarify or elaborate on the beta-volatility > relationship you imply
here (i hope I have quoted you accurately)?> > >
> "...beta (for selection)
is more of a swing-term-selection > methodology (where you are just
trading pure volatility off of > biotech)..."> > >
> thanks,> > >
> john>
> ----- Original Message ----- >
> From: Gary A. Serkhoshian >
> To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Thursday, November 13,
2003 7:32 AM> > Subject:
[amibroker] Portfolio Trading Presentation> > > > >
> Hi all,> > >
> > > >
> I gave a presentation on Portfolio
Trading up in scenic > Buffalo, Texas a few weeks ago, and Bruce
Robinson was kind enough to > capture it as a screen cam.
Should be helpful for those still > confused about portfolio trading,
and for those more experienced > it'll provide a new perspective.
Give it a look.> > >
> > > >
> The presentation I'll give at the
February AmiBroker > conference in Clearwater will go into much more
depth with plenty of > examples and practical application.
The talk in Buffalo was only > slotted for an hour, and fortunately I
will have substantially more > time in Clearwater in order to really
dig in to portfolio trading.> > >
> > > >
> Should be good fun and great
learning. As if you needed > another reason to be in Florida
during the Winter (not to forget our > friends down-under who'll be
sweltering in the Summer heat : ) .> > >
> > > >
> Here's the link to the site:>
> > > > >
> >
www.omniphase.com/gary> > >
> > > >
> username: guest> >
> > password:
hollywood> > > >
> > > > The file is
not small (67MB), and is a camtasia screen cam > movie packaged with a
player. Just double-click, it'll unpack, and > play. I know
your Mother told you to never click on .exe files off > the web, but I
can assure you it is safe !! : ) Dingo will club me > over the
head if it isn't : )> > >
> > > >
> Hope it helps, and thanks to all the
contributors who make > this board a constant source of new
learning.> > > >
> > > > Kind
Regards,> > > >
Gary> > > > > > > > > >
> >
-------------------------------------------------------------------->
------> > Do you Yahoo!?>
> Protect your identity with Yahoo!
Mail AddressGuard > > >
> Send BUG REPORTS to bugs@xxxx>
> Send SUGGESTIONS to
suggest@xxxx> >
----------------------------------------->
> 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. >
> > > > > > > Send
BUG REPORTS to bugs@xxxx> > Send SUGGESTIONS
to suggest@xxxx> >
-----------------------------------------> >
Post AmiQuote-related m! essages 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. > > >
> > > > >
-------------------------------------------------------------------->
----------> > Do you Yahoo!?> >
Protect your identity with Yahoo! Mail AddressGuard >
> Yahoo! Groups Sponsor
>
>
ADVERTISEMENT>
>
> > >
> > > > >
> > Send BUG REPORTS to bugs@xxxx>
> Send SUGGESTIONS to suggest@xxxx> >
-----------------------------------------> > 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. > > > > >
> ---> > Outgoing mail is certified Virus
Free.> > Checked by AVG anti-virus system (<A
href="">http://www.grisoft.com).>
> Version: 6.0.537 / Virus Database: 332 - Release Date:
11/6/2003Send
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
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.
|