|
PureBytes Links
Trading Reference Links
|
That is simple, I think :)
Liquidity and volatility are the major requirements
Cheers,
Graham
http://groups.msn.com/ASXShareTrading
http://groups.msn.com/FMSAustralia
-----Original Message-----
From: jtelang [mailto:jtelang@xxxxxxxxx]
Sent: Wednesday, 26 November 2003 11:58 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] StoRSI... was Re: Robustness
Graham,
I understand... May I ask how you pick your 50 stocks to monitor? Are they
special in some way?
Jitu
--- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> Jitu
> Nothing is impossible to code at least part of what I look for in
the
> charts. I have done so for a while now. But most times what you can
see on
> the chart is not always perfect and search codes will not pick it
up.
> I would love to be able to just rely on an exploration as it would
help in 2
> parts, 1) increase the number of stocks in my basket and 2) it
would reduce
> in part the psychological pitfalls to my trading. There are days
when it is
> impossible for me to trade as I know that I make incorrect
decisions.
> Generally I am limited to maybe 2 days of the week when feeling ok
to make
> trading decisions. But the alternative of a mechanical system does
not sit
> well with my individual stubborn streak, at least those systems I
have
> tried. I am just glad that I do not need trading for a living as
this would
> add a significant stress factor. It is still my hobby even though I
spend
> about 110% of my available time on it.
>
> I have a basket of 50 stocks that I run through each night doing a
visual of
> the charts to pick likely contenders for the next day. Though this
can take
> me only 30 minutes per day. I generally have between 5 and 15 likely
> contenders to watch the next day.
>
> Cheers,
> Graham
> http://groups.msn.com/ASXShareTrading
> http://groups.msn.com/FMSAustralia
>
> -----Original Message-----
> From: jtelang [mailto:jtelang@x...]
> Sent: Wednesday, 26 November 2003 10:45 AM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] StoRSI... was Re: Robustness
>
>
> Graham/Yuki,
>
> Thanks for your responses... My takeaway from all of your answers
is two
> things -
>
> 1. You find your trading styles too dynamic and complex to code.
Like I said
> earlier, I'd probably agree on that part, although not on the fact
that it's
> impossible (with some exceptions).
>
> 2. You have enough experience and confidence to not worry
> about coding it, and can consistently make money with your
> discretionary skills.
>
> I suspect that many traders think that way, but end up busted, and
am glad
> that you're the lucky ones who have really turned out to be smart
enough to
> successfully do it. (No pun intended.) I, for one, don't have #2
under my
> belt yet. May be someday I will, although given my nature, I
somehow think
> that I'll always rely on system trading... :-)
>
> Jitu
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Graham" <gkavanagh@xxxx> wrote:
> > Jitu
> > I have a set of requirements for entry/exit. I have tried in the
> past to put
> > these into code, but as yet unsuccessful. I do use some
> explorations to help
> > with this, but they are not strictly mechanical signals to be
> followed
> > blindly.
> > Intuitive, or descretionary, trading is by its very nature
forward
> looking
> > and although I will do a type of backtest it is difficult to put
> this into
> > an automated system. By backtest I will attempt to view charts to
> see if the
> > pattern occurs with enough events to see if it is positive enough.
> If I
> > want to try anything new I will forward (real time) test before
> applying it
> > to real trading.
> > I have tried many mechanical systems and still attempt to find
> something,
> > but like someone else stated the drawdowns are something I could
> not be
> > comfortable with. Plus I find that the mech systems seem to have
> too many
> > trades at one time and the expected positive returns require you
to
> be fully
> > in the market at all times. I am hoping that the portfolio trading
> system
> > new to AB will work around this, but have not used to yet and
> waiting for
> > the official release.
> >
> > One important thing about discretionary is that you can never sit
> back and
> > just use the same things over and over. You must be very flexible
to
> > changing markets. Some patterns work very well at times, but then
> not so
> > well at others.
> >
> > Cheers,
> > Graham
> > http://groups.msn.com/ASXShareTrading
> > http://groups.msn.com/FMSAustralia
> >
> > -----Original Message-----
> > From: jtelang [mailto:jtelang@x...]
> > Sent: Tuesday, 25 November 2003 11:11 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] StoRSI... was Re: Robustness
> >
> >
> > All 3 answers to my question (by you, Graham, and Yuki) sound
> similar... But
> > what I feel is that although you don't like to call it system
> trading, it's
> > still a "system", no? It's just in your mind, and may be dynamic.
> >
> > So couple of follow-up q's... Do you not backtest, period? Do you
> > not convert all your thoughts into system (code) and
> backtest it
> > because you find it hard to program, or is it because there're
just
> too many
> > different plays you make in the market (based on it's state) and
> those plays
> > keep constantly evolving year after year? WRT latter part of the
> question,
> > for example, did you make any plays this year that were sort
> of "brand new",
> > which you had never made before? I realize your state being "I do
> this daily
> > without any system and consistently make good money,
> > so why bother", but it seems to me that backtesting a new thought
> or a style
> > based on certain condition would always be a better approach,
> especially if
> > you can find those patterns in the past.
> >
> > BTW, I'm not saying one is better than the other. I personally
just
> don't
> > have a choice since I'm fairly new to active trading. And given
my
> > programming background, it just leaves me no choice but to test an
> idea out
> > first... Perhaps with experience that will change, but right now
> that sounds
> > like a safer approach to avoid getting busted in the game. :-)
> >
> > Jitu
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx> wrote:
> > > Jitu,
> > >
> > > The shear volume of posts here promoting the need to test over
> > thousands of
> > > stocks, versus test over a select few stocks, test in and out of
> > sample,
> > > test optimized versus non optimized, test step forward versus
> recent
> > > horizon, Test 10 years of data versus a few, not to mention the
> > thousands
> > > of posts promoting this metric versus that metric as being the
> > important
> > > things to look at and the double edged sword of Optimized versus
> > curve
> > > fitting lead me to believe there is no true way to estimate with
> > confidence
> > > any of it going forward, We can however determine what has
> occurred
> > in the
> > > past, and in theory we can learn from the past...
> > >
> > > I do not attempt to estimate a max system % DD for next year
> > because I do
> > > not know what the market will be doing next year. If it trends I
> > will play
> > > stocks one way if it consolidates I will play them another. At
any
> > given
> > > point in time I may have an opinion of the state of the market
and
> > of the
> > > stocks I prefer to trade but I may just as likely have no
opinion.
> > When I
> > > feel confident in my opinion I trade, when I am confused I sit
on
> > the side.
> > > I limit my losses by cutting them short when they go against me
> > early in the
> > > trade. I leave money on the table sometimes by doing this but I
> > sleep well
> > > because of it. In my heart of hearts I know I could never
follow a
> > system.
> > > If my testing shows I will make oodles of money in the long run
> but
> > I have
> > > to sit through a scary DD in theory I can follow it but in
> practice
> > I know
> > > if I am in a $20,000 position that is 15% in the crapper I will
> > bail and I
> > > know that even if the system says I will not suffer more than X
> > number of
> > > losses in a row that I will hesitate to plunk down another 20k
on
> > the next
> > > signal. I will never take all the signals and so all my testing
is
> > for
> > > naught because the big trade that made the difference will
> > undoubtedly be
> > > the "One that got away"
> > >
> > > If system trading suites you then great. I wish you the very
> > best......It
> > > scares the living bejesus out of me.
> > >
> > > Regards,
> > > Jayson
> > > -----Original Message-----
> > > From: jtelang [mailto:jtelang@x...]
> > > Sent: Monday, November 24, 2003 11:30 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: [amibroker] StoRSI... was Re: Robustness
> > >
> > >
> > > Hi Jayson,
> > >
> > > May I ask a potentially controversial question without offending
> you?
> > > I'm always mystified by the confidence level of you
discretionary
> > > traders... How exactly do you guys estimate your Max System %
DD
> for
> > > next year? Is it purely based on what you've been experiencing
over
> > > last few years?
> > >
> > > Jitu
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson" <jcasavant@xxxx>
wrote:
> > > > John,
> > > > You are asking the wrong guy. I do not trade systems, I trade
> > > stocks. I find
> > > > some markets behave better using various indicators at given
> > > periods of
> > > > time. I am a discretionary trader who has yet to find any
> > > semblance of a
> > > > system that I would feel comfortable trading real money
on.....
> > > which is not
> > > > to say that you or others have.
> > > >
> > > > Regards,
> > > > Jayson
> > > > -----Original Message-----
> > > > From: john gibb [mailto:jgibb1@x...]
> > > > Sent: Monday, November 24, 2003 8:08 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: Re: [amibroker] StoRSI... was Re: Robustness
> > > >
> > > >
> > > > thanks for the feedback, Jayson.
> > > >
> > > > What are the bare minimum requirements for a 'system', in your
> > view?
> > > >
> > > > -john
> > > > ----- Original Message -----
> > > > From: Jayson
> > > > To: 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
> > > > -----Original Message-----
> > > > From: john gibb [mailto:jgibb1@x...]
> > > > Sent: Monday, November 24, 2003 6:56 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: Re: [amibroker] StoRSI... was Re: Robustness
> > > >
> > > >
> > > > Hi Phsst,
> > > >
> > > > this helps; thanks...
> > > >
> > > > using a large number of issues makes sense for your testing
> > > because I
> > > > assume
> > > > you 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) QQQ
> > > >
> > > > so far I conclude that, unfortunately, they are probably
going
> > to
> > > be
> > > > different systems
> > > >
> > > > For example, my first reaction to Jayson's system (using the
> > QQQs
> > > from
> > > > their
> > > > inception in 1999 to date is forget it) (no offense,
> Jayson :) )
> > > due to
> > > > the
> > > > negative
> > > > 'return on account'. But using my 2000 or so optionables, I
> got
> > a
> > > small
> > > > positive
> > > > '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@xxxx>
> > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > Sent: Monday, November 24, 2003 10:43 AM
> > > > Subject: [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
> > > > > > > > >ADVERTISEMENT
> > > > > > > >
> > > > > > >
> > > > > >
> > > > >
> > > >
> > > >
> > >
> >
>
><http://rd.yahoo.com/SIG=12cbhbo3k/M=243273.4156324.5364586.1261774/D
> > > =egrou
> > > > > >
> > > > >
> > > >
> > > >
> > >
> >
>
pweb/S=1705632198:HM/EXP=1069731172/A=1750744/R=0/*http://servedby.adv
> > > ertisi
> > > > > >
> > > > >
> > > >
> > > >
> > >
> >
>
ng.com/click/site=552006/bnum=1069644772044269>1da8c40.jpg<http://rd.y
> > > ahoo.c
> > > > > >
> > > > >
> > > >
> > > >
> > >
> >
>
om/SIG=12cbhbo3k/M=243273.4156324.5364586.1261774/D=egroupweb/S=170563
> > > 2198:H
> > > > > >
> > > > >
> > > >
> > > >
> > >
> >
>
M/EXP=1069731172/A=1750744/R=0/*http://servedby.advertising.com/click/
> > > site=5
> > > > > > 52006/bnum=1069644772044269>
> > > > > > >
> > > > > > > > >
> > > > > > > > >1da8cae.jpg
> > > > > > > > >
> > > > > > > > >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/)
> > > >http://groups.yahoo.com/
> > > > > > group/amiquote/messages/)
> > > > > > > > >--------------------------------------------
> > > > > > > > >Check group FAQ at:
> > > > > > > >
> > > > > > >
> > > > > >
> > > > >
> > > >
> > > >
> > >
> >
>
><http://groups.yahoo.com/group/amibroker/files/groupfaq.html>http://g
> > > roups.
> > > > > > yahoo.com/group/amibroker/files/groupfaq.html
> > > > > > >
> > > > > > > > >
> > > > > > > > >
> > > > > > > > >Your use of Yahoo! Groups is subject to the
> > > > > > > > ><http://docs.yahoo.com/info/terms/>Yahoo! Terms of
> > > Service.
> > > > > > > > >---
> > > > > > > > >Incoming mail is certified Virus Free.
> > > > > > > > >Checked by AVG anti-virus system
> > > (http://www.grisoft.com).
> > > > > > > > >Version: 6.0.518 / Virus Database: 316 - Release
> Date:
> > > 9/11/2003
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > > ---
> > > > > > > > Outgoing mail is certified Virus Free.
> > > > > > > > Checked by AVG anti-virus system
> > (http://www.grisoft.com).
> > > > > > > > Version: 6.0.518 / Virus Database: 316 - Release
Date:
> > > 9/11/2003
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > 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
> > > > > http://docs.yahoo.com/info/terms/
> > > > > > >
> > > > > > >
> > > > >
> > > > >
> > > > >
> > > > > 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
> > > > http://docs.yahoo.com/info/terms/
> > > > >
> > > > >
> > > >
> > > >
> > > >
> > > >
> > > > 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.
> > > >
> > > >
> > > > 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.
> > > >
> > > >
> > > > 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: 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.
> > >
> > >
> > > 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: 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.
> >
> >
> > ------------------------ Yahoo! Groups Sponsor -------------------
--
> ~--> Buy
> > Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
> Printer
> > at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
> > http://www.c1tracking.com/l.asp?cid=5511
> > http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
> > ------------------------------------------------------------------
--
> -~->
> >
> > 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
> http://docs.yahoo.com/info/terms/
>
>
>
> 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
http://docs.yahoo.com/info/terms/
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 http://docs.yahoo.com/info/terms/
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Buy Ink Cartridges or Refill Kits for your HP, Epson, Canon or Lexmark
Printer at MyInks.com. Free s/h on orders $50 or more to the US & Canada.
http://www.c1tracking.com/l.asp?cid=5511
http://us.click.yahoo.com/mOAaAA/3exGAA/qnsNAA/GHeqlB/TM
---------------------------------------------------------------------~->
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 http://docs.yahoo.com/info/terms/
|