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thanks for the feedback, Jayson.
What are the bare minimum requirements for a
'system', in your view?
-john
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
Jayson
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Monday, November 24, 2003 4:40
PM
Subject: RE: [amibroker] StoRSI... was
Re: Robustness
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: <A
href="">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> > > > >> > >
> >> > > > >Yahoo! Groups Sponsor> > >
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