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Glad that you found it helpful. I hope that everybody will start throwing system ideas on to the board.
GOOD, BAD, or UGLY WE'LL TAKE' EM AND I BET MAKE THEM BETTER.
BUILD GOOD KARMA FOR YOURSELF AND SHARE : )
NO IDEA IS A BAD ONE.
Have a great weekend,
Garyjtelang <jtelang@xxxxxxxxx> wrote:
Hi Mark,I can confirm these with QP3, except -> 8/29/03 BUYI see this on 8/27/03.BTW, Gary, I also want to chime in my thanks. If the parametershaven't really been optimized since 1998 (am I right in thatunderstanding?), this signal sure has done very well since then...Jitu--- In amibroker@xxxxxxxxxxxxxxx, Mark H <mdhuang@xxxx> wrote:> Hi Gary:> > Thanks for your presentation and AFL code! That really> helped me get a grasp of> the PT concept.> > I use TC2000 data, and here are my changes to the AFL:> > RUT = Foreign("RUT-X","C"); //Foreign("!RUT","C");> TVOLQ = Foreign("COMPQX","V"); //Foreign("!NQ-V","C");> UVOLQ = Foreign("QUVOL","C"); //Foreign("!NQ-AV","C");> DVOLQ = Foreign("QDVOL","C"); //Foreign("!NQ-DV","C");> >
Could you confirm that the following signal days are> accurate or close for> RUTVOL? I am trying to prove the data I have is good> enough.> > 3/21/03 BUY> 7/29/03 CASH> 8/29/03 BUY> 9/26/03 CASH> 10/13/03 BUY> 10/24/03 CASH> 11/04/03 BUY> 11/18/03 CASH> > Thanks!> > - Mark> > john gibb wrote:> > > Hi Gary,> >> > Thanks for the step-by-step instructions!> >> > Questions:> >> > 1) In place of your !NQ-V, !NQ-AV, and !NQ-DV, I> plan on using these> > Esignal counterparts; do they look OK?:> >> > $TVOLQ NASDAQ TOTAL VOLUME> > $UVOLQ NASDAQ UP VOLUME> > $DVOLQ NASDAQ DOWN VOLUME> >> > 2) Could you clarify, in 5.b., '...you may want to> tailor the prices to> > open for testing stocks.' (Does that
mean you have> coded using the Close> > somehow and I need to comment it out?)> > 4) When you say, in 5.f., '...check "add artificial> future bar" if you> > want.' does that mean i can expect different results> if I do check that? If> > so, which results might differ.> >> > -john> >> > ----- Original Message -----> > From: Gary A. Serkhoshian> > To: amibroker@xxxxxxxxxxxxxxx> > Sent: Tuesday, November 18, 2003 12:41 PM> > Subject: Re: [amibroker] Instructions on how to use> the RUTVOL timing and BB> > scoring AFL> >> > I meant "Portfolio Backtest" button in step 6 not> optimize.> >> > I need to start making some decent money so I can> hire a secretary.> >> > Rgds,> > Gary> >> > "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:> > Hi Wayne !> >> > I've copied the AmiBroker list as several others> have asked the same> > question, and I apologize for not giving more> detailed instructions of "how> > to" related to using the .afl I posted.> >> > Here goes:> >> > 1. Load the afl in AA window.> >> > Starting from Top to Bottom we'll run through the> right column features> > 2. Apply to. Use can select a watchlist of Russell> 2K stocks which Fred was> > kind enough to post via "use filter", or just run it> against "all stocks".> > If you run it against all stocks in database, you> may want to add at least a> > volume filter if not a price filter. Example> >> > PRICEOK = C > 5;> > VOLOK = MA(V,21) > 500000;> >> > Then modify position
score:> >> > PositionScore = 100 - 100 * (Close - LBBand) /> (UBBand - LBBand) * PRICEOK *> > VOLOK;//0 when C == Upper Band, 100 when C == Lower> Band> > 3. Range. Select whatever time period you'd like. I> run a YTD via "from> > to" dates> >> > 4. Click "check" to make sure all the afl is okay.> It's just a good habit> > : )> >> > 5.a. Click "Settings" button "General" tab.> >> > Make sure "positions" reads long as this is a long> only methodology.> > Periodicity should read daily. I have a round lot> size of 100 and a percent> > commission of 0.5 just to build in some slippage> costs.> >> > 5.b. Click "Trades" tab. Trade delays are already> built in the code of 1> > day, but you may want to tailor the prices to open> for testing stocks.>
>> > 5.c. Click "Stops" tab. Make sure all stops are> disabled.> >> > 5.d. Click "Report" tab and select detailed log so> you can see what's going> > on with the selection method.> >> > 5.e. Click " Portfolio" tab and make sure that the> "Pad and align all data> > to reference symbol" is checked and that you have> the Russell 2K symbol as> > the reference since this a general market signal> driven by the Russell.> >> > 5.f. You can check "add artificial future bar" if> you want.> >> > 5.g. Click OK or you can save the settings to> something other than default> > if you want.> >> > 6. Click "Portfolio Optimize" button and voila! You> have results!> >> > That wasn't too painful, was it?> >> > Hope this helps,> > Gary>
>> > Wayne Kroutil <wayne100@xxxx> wrote:> > Hi Gary--I downloaded you RUTVOL afl but am not able> to get results with it.> > Would you provide details of how you set it up and> run it.? Thanks a> > million. I have used AB for a year but have not not> done portfolio trading.> > My time has been spent on AA and IB.> >> > Wayne Kroutil> >> > 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:> 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.> >> > Do you Yahoo!?> > Protect your identity with Yahoo! Mail AddressGuard> > Yahoo! Groups Sponsor> >> > Send BUG REPORTS to bugs@xxxx> > Send SUGGESTIONS to suggest@xxxx> > -----------------------------------------> > Post AmiQuote-related messages ONLY to:> amiquote@xxxxxxxxxxxxxxx> > (Web page:> 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!?> Free Pop-Up Blocker - Get it now> http://companion.yahoo.com/Send BUG REPORTS to bugs@xxxxxxxxxxxxxSend 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.
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