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No
apology needed...it is not a system at all... but an indicator that I routinely
use (as well as others) to help me determine entry and exit
points
Regards,
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: john gibb
[mailto:jgibb1@xxxxxxxxxxxxx]Sent: Monday, November 24, 2003 6:56
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
StoRSI... was Re: RobustnessHi Phsst,this
helps; thanks...using a large number of issues makes sense for your
testing because I assumeyou would consider trading any of
those...i'm just looking for a sensible approach to evaluating systems
both for a)optionable stocks/indices and b) QQQso far I conclude
that, unfortunately, they are probably going to bedifferent
systemsFor example, my first reaction to Jayson's system (using the QQQs
from theirinception in 1999 to date is forget it) (no offense, Jayson :) )
due to thenegative'return on account'. But using my 2000 or so
optionables, I got a smallpositive'return on account'.What do
you use, if not 'return on account', as a first-pass evaluator?thanks
again,-john----- Original Message ----- From: "Phsst"
<phsst@xxxxxxxxx>To: <amibroker@xxxxxxxxxxxxxxx>Sent:
Monday, November 24, 2003 10:43 AMSubject: [amibroker] StoRSI... was Re:
Robustness> John,>> As I recall, Anthony's system
focused upon QQQ test results, the same> as Dave's.>> I
failed to qualify my post with the caveat that I don't restrict my>
backtests to only one stock (I know that several folks do, but I just>
don't trust the validity of test results that are so limited in
scope).>> So if you are trying to compare report-stat thresholds
against the> QQQ's, then I am not qualified to help you.>>
So my recommendation for looking at Jaysons StoRSI code was based
upon> test results against hundreds or thousands of issues.
This makes it> pretty easy to eyeball the report stats and see if there
is anything> of interest there.>> I am not trading the
StoRSI system. Rather I am tweaking it to get a> feel for how it responds
to various filters and conditions. Even> though I have what I consider
positive results that were achieved very> quickly, I want to understand
how any potential 'finished product' I> come up with will react in many
situations.>> Because of my early positive experience with the
indicator, I thought> it worth mentioning on the forum.>> I
don't think this is what you wanted to hear, but I hope it
helps.>> Regards,>> Phsst>> --- In
amibroker@xxxxxxxxxxxxxxx, "john gibb" <jgibb1@xxxx> wrote:> >
Hi Phsst,> >> > Can you share:> >>
> a) what report-stat thresholds you looked at to
conclude 'it showed> > promise'> >
b) any other specific recomendations to make a first-cut> evaluation
on> > any proposed system. For example, if I want to quickly compare
Anthony's> > system in Message # 52872> > with
Jayson's)> > ?> >> > thanks> >>
> -john> > ----- Original Message ----- > > From: "Phsst"
<phsst@xxxx>> > To: <amibroker@xxxxxxxxxxxxxxx>>
> Sent: Sunday, November 23, 2003 8:37 PM> > Subject: [amibroker]
StoRSI... was Re: Robustness> >> >> > > Sid,
Owen & anyone else who is curious,> > >> > > I
would suggest that you forget the StoRSI 8 8 3 code that Dave> > >
posted. (I never saw or heard CedarCreekTrading's recommendations> >
> regarding this trading system).> > >> > >
Instead, you might want to take a look at the StoRSI code that Jayson>
> > provided in Message # 52370.> > >> > > Add
your trade delays, initial equity, positionsize, positionscore,> >
> other personal preferences for backtesting (including watchlist,
etc.)> > > and other filters that make sense to you.> >
>> > > I don't promise anything, but in my backtesting it showed
promise> > > almost 'out of the box', plus it has the graphic
support in IB for> > > fine tuning.> > >> >
> (Be sure to email me and Jayson if you find the Grail <g>). ((((
AND> > > DON'T COME CRABBING IF YOU DON'T FIND THE GRAIL... OK?
))))> > >> > > And as far as Robustness is
concerned... robustness is in the eyes of> > > the beholder! (No
more complicated than that)> > >> > > Regards,>
> >> > > Phsst> > >> > > --- In
amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser <s9kaiser@xxxx> wrote:>
> > > Too much tongue in cheek...what are you trying to say
here?> > > > Sid> > > >> > > >
At 10:32 PM 11/23/2003 -0500, you wrote:> > > >> >
> > >Sidney Kaiser wrote:> > > > >> > >
> > > Steve K's system is not a system at all but rather an idea
that> > > needs to> > > > >be> > >
> > > fleshed out to turn it into a money maker. I made a few
passes> > > at it and> > > > > > never
discovered the appropriate additions to turn it into a> > > winner,
so I> > > > > > can understand Dave M's frustration with
his attempts to wring> > > some profit> > > > >
> out of the idea.> > > > >> > > >
>[Keep trying. It's not that hard.]> > > > >>
> > > >Er, scratch that. It's impossible. Forget you
ever read it.> > > > >> > > > >Owen
Davies> > > > >> > > > >> > >
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