|
PureBytes Links
Trading Reference Links
|
Also,
>From a statistical standpoint, assuming an even chance of loss or
gain on an investment, low-volatility investments offer significantly
higher returns than do high-volatility strategies. A low-volatility
trading system beats a high-volatility system 70% to 80% of the time
when given the same sequence of trading results. In winning systems,
however, game theory shows that once the probability of winning
exceeds 56%, high-volatility strategies prevail. - by Mark G. Levey
is a senior researcher with the law firm of Cameron & Hornbostel in
Washington, DC.
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx> wrote:
> Also,
>
> Dangers Of The True Optimal f
>
> Do Equations Tell The Whole Story?
>
> by Gordon Gustafson
>
> --------------------------------------------------------------------
--
> ----------
>
> Success in systems trading depends on having good trading systems
and
> good money management practices. Optimal f can help you.
> Once you have a good trading system, wouldn't it be wonderful if
you
> had an equation you could plug into a system to discover the
perfect
> amount to risk on each trade? All you'd have to do would be to plug
> the results into a risk calculation and relax, knowing that the
> chances of ever losing again were practically nil.
>
> It's a nice idea. But the fact of the matter? Such equations could
> easily lead you astray.
>
> OPTIMAL F
>
> When it comes to money management, one of the most popular topics
is
> optimal f. Based on the historical results of a trading system,
> optimal f defines the optimal fixed fraction of total trading
capital
> that should be allocated to any particular trade in order to
maximize
> the geometric growth of the account. Dividing this by the largest
> loss results in the number of contracts that should be traded.
> According to this rationale, if you bet more you will go broke, and
> if you bet less, you will stay poor.
>
> Arguments made for the optimal f sound so positive - maximum
> geometric return! - you feel like a fool if you don't use it. Who
> doesn't want maximum account growth? Money management means
devising
> a way to stay in the game. If there is a reasonable chance of going
> bust, then you need to adjust the amount of capital to trade lower.
> There will always be a chance of losing the account if you trade,
but
> you should work to make sure the chances are small.
>
> win% loss% Optimal f %
> 51 49 2
> 52 48 4
> 53 47 6
> 54 46 8
> 55 45 10
> 56 44 12
> 57 43 14
> 58 42 16
> 59 41 18
> 60 40 20
> 61 39 22
> 62 38 24
> 63 37 26
> 64 36 28
> 65 35 30
> 66 34 32
> 67 33 34
> 68 32 36
> 69 31 38
> 70 30 40
> 71 29 42
> 72 28 44
> 73 27 46
> 74 26 48
> 75 25 50
> 76 24 52
> 77 23 54
> 78 22 56
> 79 21 58
> 80 20 60
> 81 19 62
> 82 18 64
> 83 17 66
> 84 16 68
> 85 15 70
> 86 14 72
> 87 13 74
> 88 12 76
> 89 11 78
> 90 10 80
> 91 9 82
> 92 8 84
> 93 7 86
> 94 6 88
> 95 5 90
> 96 4 92
> 97 3 94
> 98 2 96
> 99 1 98
> 100 0 100
>
>
> Figure 1: True optimal f. A really good system could actually wipe
> you out completely.
>
> Also,
>
> Buy-And-Hold Comparisons To Evaluate Stock Trading
>
> --------------------------------------------------------------------
--
> ----------
> by Jack Schwager
>
> --------------------------------------------------------------------
--
> ----------
> Benchmark comparisons are a standard technique for the performance
of
> a trading system. One particular benchmark is the buy-and-hold
> approach. This noted market analyst looks at the steps to using it.
> --------------------------------------------------------------------
--
> ----------
> Just because a trading system makes money in the stock market
doesn't
> mean it's a good system. After all, it is possible for a system to
do
> well but still fall short of the results that could have been
> realized by a simple buy-and-hold approach. The key question in
> testing a stock market system is: How does the system compare with
> the buy-and-hold approach?
>
>
> FIGURE 1: DUPONT DE NEMOURS & CO. Each time the constant share size
> system flashes a buy or sell signal, the new trade has a unique
> number of shares for the trade entered. Therefore, the buy-and-hold
> system must have the number of shares held adjusted to match the
> number of shares held by the the constant share system.
> THE PROBLEM
> Answering this question is not as simple as it might appear. In my
> previous article, we showed why a constant share size trade
> assumption led to severe distortions in testing trading systems and
> why a constant dollar trade size assumption was far preferable. The
> problem, however, is that system results based on a constant dollar
> trade size -- for example, $1,000 -- cannot be directly compared
with
> buy-and-hold results for the same number of shares as the first
> trade.
>
> To understand why, assume a stock is trading at $5 at the start of
> the test period before it then advances to $50 by the end of the
> survey period. In this case, 200 shares, which equal $1,000 at the
> start, would equal $10,000 at the end. In contrast, the constant
> dollar trade size system results would continue to assume a $1,000
> trade size on each signal.
>
> As a result, the buy-and-hold case would assume a much larger
average
> position size as time elapsed. Consequently, a comparison between
the
> system results and buy-and-hold results would be that of the
> proverbial apples and oranges.
>
> A TWO-STEP SOLUTION
>
> Two possible adjustment methods can be used to allow valid
> comparisons between trading system results and buy-and-hold
results.
>
> Method 1 „ Adjust the constant share system trade size to reflect
> equity growth. This can be done by compounding the number of shares
> per trade using a factor based on the current equity. Multiply the
> ratio of $1,000/price by the ratio of current equity to the assumed
> starting equity. If the starting equity equals $1,000, then this
> factor ratio is equal to ($1,000 + net profit)/$1,000. Therefore,
the
> number of shares is given by this formula:
>
> Number of shares = ($1,000/price)($1,000 + Net profit)/$1,000
>
> Thus, if the system made $2,000, the second factor in the equation
> would equal 3, because there would be $3,000 available instead of
> $1,000. This approach breaks down if the loss exceeds $1,000, since
> it would result in a negative equity ratio, which in turn would
imply
> a negative number of shares -- a nonsensical result.
>
> Next, we will need a percent return comparison with the buy-and-
hold
> case, which should use a compounded percent return statistic. This
is
> given by the following formula:
>
> Compounded percent return = 100(Net profit/$1,000)
>
>
> --------------------------------------------------------------------
--
> ----------
> Jack Schwager is the author of the best-sellers Market Wizards and
> The New Market Wizards, as well as other works. His most recent is
a
> 12-tape video course, Jack Schwager's Complete Guide To Designing
And
> Testing Trading Systems, which was produced with Omega Research.
> Schwager is the CEO of Wizard Trading, a CTA firm that began
managing
> client funds in 1990 and is currently associated with the Phoenix-
> based CTA Trendstat. His previous experience also includes 22 years
> as the director of futures research for some of Wall Street's
leading
> firms.
>
>
> rgds, Pal
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx>
wrote:
> > http://groups.yahoo.com/group/amibroker/message/49959
> > http://groups.yahoo.com/group/amibroker/message/53334
> > http://groups.yahoo.com/group/amibroker/message/53439
> >
> > rgds, Pal
> > --- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
> > <serkhoshian777@xxxx> wrote:
> > > Phsst,
> > >
> > > I'll just carry forward what others have shared, but I'd love
to
> > read responses from Fred, Chuck, Howard, and Mark in terms of
their
> > opinions and usage if they have the time/inclination.
> > >
> > > The big headline to share is on Sharpe and UPI, IMHO. Both are
> > risk-adjusted measures of the equity curve, but look at it from
> > different perspectives. Sharpe penalizes both positive and
> negative
> > volatility, whereas UPI penalizes only negative volatility (i.e.
> > drawdowns). For this reason, I choose to look at UPI becuase I
> > personally don't mind positive volatility (ie. big gains in short
> > period of time). CAR/MaxDD is a quick, back of the envelope
> > calculation that will get you in the same ballpark as UPI.
> > >
> > > Also understand that money market will have the best (i.e.
> > infinity) Sharpe and UPI because you have no volatility in the
> equity
> > curve. Of course, we are not interested 0.5% CAR so we cast
aside
> > MM. No guts, no glory.
> > >
> > > Hope this helps,
> > > Gary
> > >
> > > Phsst <phsst@xxxx> wrote:
> > > Chuck,
> > >
> > > As you can see, I've changed the Subject because I think we may
> have
> > > an opportunity thru your questions to get better insight into
> > reported
> > > figures on the backtester report.
> > >
> > > If you reply, and I certainly hope that you do, just drop your
> name
> > > from the Subject.
> > >
> > > You are right... there are some things very wrong with the
> backtest
> > > reports that I posted, and I had not noticed them until you
> pointed
> > > them out.
> > >
> > >
> > > Specifically:
> > >
> > > CR> 1. Both of them show nice annual returns (89-140%).
> > >
> > > Annual returns this high should be treated with suspicion and
> cause
> > > the system developer to be extra vigilant in analyzing the
> reported
> > > figures. Unfortunately I failed to notice the discrepancies
that
> you
> > > noted. You can bet that I'll be more vigilant in the future,
> looking
> > > specifically at those figures you zeroed in on.
> > >
> > >
> > > CR> 2. Yet, the average p/l is negative (2-4%).
> > >
> > > I thought I might have made a mistake copying/pasting on this
> one,
> > but
> > > I have verified that the actual backtest report contained these
> > figures.
> > >
> > > CR> 3. The Sharpe ratio is negative.
> > >
> > > I have to plead ignorance here. I've read as much as is
available
> in
> > > the documentation relating to the Sharpe ratio (among others).
But
> > > when I am unable to get a clear idea of exactly how to
interpret
> > some
> > > of these metrics then I tend to just ignore them on the
backtest
> > report.
> > >
> > > I would really like to see a dialog on this forum related to
the
> > real
> > > value of Sharpe, Ulcer, etc.
> > >
> > > CR> 4. The average win is 3%.
> > >
> > > Same response as #2.
> > >
> > > CR> 5. The average loss is 10-11%.
> > >
> > > Same response as #2.
> > >
> > > CR> What's the story???
> > >
> > > Good question Chuck.
> > >
> > > In addition to posting this response, I'll send TJ the actual
> > backtest
> > > report(s) to see if there is a rational explanation for the
> reported
> > > figures which he could post here, or if it is a genuine bug.
> > >
> > > If TJ needs the code, I'll be glad to send it to him.
> > >
> > > If there is a problem with my backtest AFL code, then I'd want
to
> > > understand what coding conditions could cause this.
> > >
> > > Anyway, thanks for taking a critical look at the figures.
> > >
> > > Do you suppose that you and others who have good insight into
the
> > > reported metrics could help the rest of us better understand
how
> to
> > > interpret the last eleven (11) reported figures on the Backtest
> > Report?
> > >
> > > Regards,
> > >
> > > Phsst
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher"
> > > <chuck_rademacher@x> wrote:
> > > > Phsst,
> > > >
> > > > There seems to be something radically wrong with your stats
> > (below):
> > > >
> > > > 1. Both of them show nice annual returns (89-140%).
> > > >
> > > > 2. Yet, the average p/l is negative (2-4%).
> > > >
> > > > 3. The Sharpe ratio is negative.
> > > >
> > > > 4. The average win is 3%.
> > > >
> > > > 5. The average loss is 10-11%.
> > > >
> > > > What's the story???
> > > > -----Original Message-----
> > > > From: Phsst [mailto:phsst@x...]
> > > > Sent: Saturday, December 13, 2003 5:31 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] Re: PositionScore Ideas
> > > >
> > > >
> > > > Greg,
> > > >
> > > > This backtest comparison is for illustrative purposes only.
I
> > make no
> > > > claims regarding these test results other than the AFL and
> Setup
> > > > criteria was identical for both tests. The only difference
> was
> > the
> > > > assignment of PositionScore = QRS versus PositionScore =
RSW.
> > > >
> > > > NOTE:
> > > >
> > > > // RSW = .4*(Total Return 13-Week)+.3*(Total Return 26-Week)
> +.3*
> > (Total
> > > > Return 1-Year)
> > > > tr13 = 0.4 * (C - Ref(C, -65)) / Ref(C, -65) * 100;
> > > > tr26 = 0.3 * (C - Ref(C, -130)) / Ref(C, -130) * 100;
> > > > tr52 = 0.3 * (C - Ref(C, -260)) / Ref(C, -260) * 100;
> > > > RSW = tr13 + tr26 + tr52;
> > > > PositionScore = RSW;
> > > >
> > > > Date Range 6/1/1995 to Present (No QRS scores exist prior
to
> > this)
> > > >
> > > > Direct comparison:
> > > >
> > > > RSW SCORE QRS SCORE
> > > > Long trades Long trades
> > > > Initial capital 100000 100000
> > > > Ending capital 22984180 190338380
> > > > Net Profit 22884180 190238380
> > > > Net Profit % 22884.18% 190238.38%
> > > > Exposure % 94.25% 94.16%
> > > > Net RAR % 24280.98% 202035.63%
> > > > Annual Return % 89.07% 142.19%
> > > > Risk Adj Retn % 94.50% 151.01%
> > > >
> > > > All trades 7431 (100.00 %) 7487 (100.00 %)
> > > > Avg. Profit/Loss 3079.56 25409.16
> > > > Avg. Profit/Loss % -4.16% -2.88%
> > > > Avg. Bars Held 2.65 2.63
> > > >
> > > > Winners 3829 (51.53 %) 4066 (54.31 %)
> > > > Total Profit 64437022.92 436648089.7
> > > > Avg. Profit 16828.68 107390.09
> > > > Avg. Profit % 3.10% 3.13%
> > > > Avg. Bars Held 2.33 2.33
> > > > Max. Consecutive 17 17
> > > > Largest win 978262.15 7798920.06
> > > > # bars in largest win 2 2
> > > >
> > > > Losers 3602 (48.47 %) 3421 (45.69 %)
> > > > Total Loss -41552842.92 -246409709.4
> > > > Avg. Loss -11536.05 -72028.56
> > > > Avg. Loss % -11.88% -10.03%
> > > > Avg. Bars Held 2.98 2.99
> > > > Max. Consecutive 13 12
> > > > Largest loss -542767 -4301835.5
> > > > # bars in largest loss 6 6
> > > >
> > > > Max. trade drawdown -610851.92 -4864832.72
> > > > Max. trade % drawdown -98.69% -99.67%
> > > > Max. system drawdown -2119041.36 -15587244.83
> > > > Max. system % drawdown -34.68% -27.63%
> > > > Recovery Factor 10.8 12.2
> > > > CAR/MaxDD 2.57 5.15
> > > > RAR/MaxDD 2.72 5.46
> > > > Profit Factor 1.55 1.77
> > > > Payoff Ratio 1.46 1.49
> > > > Standard Error 2982472.3 25676798.01
> > > > Risk-Reward Ratio 0.44 0.38
> > > > Ulcer Index 12.1 7.64
> > > > Ulcer Performance Index 6.92 17.9
> > > > Sharpe Ratio of trades -0.72 -0.86
> > > > K-Ratio 1.09 0.93
> > > >
> > > > FWIW, I have some other systems / variations that I'll run
a
> > RSW vs.
> > > > QRS comparison on. If there are any notable improvements to
> the
> > RSW
> > > > results, I'll post them.
> > > >
> > > > Regards,
> > > >
> > > > Phsst
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Greg" <gregbean@xxxx>
> wrote:
> > > > > Phsst,
> > > > >
> > > > > Yes I think it is (Total Return 13-Week) means (Pct Price
> > gain in
> > > > > 13-Weeks). The terms are from ValueLine, I think.
> > > > > http://www.valueline.com/
> > > > >
> > > > > IBD definition of Relative Strength:
> > > > >
> > > > > Relative Price Strength (RS) Rating or Relative
> StrengthThis
> > IBD
> > > > SmartSelect® Corporate Rating measures each stock's price
> > performance
> > > > over the latest twelve months compared to all other stocks.
> The
> > rating
> > > > scale ranges from 1 (lowest) to 99 (highest). Stocks rating
> > below 70
> > > > indicate weaker or more laggard relative price performance.
> > > > > http://www.investors.com/
> > > > >
> > > > >
> > > > > Greg
> > > > >
> > > > > ----- Original Message -----
> > > > > From: Phsst
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > Sent: Saturday, December 13, 2003 4:52 PM
> > > > > Subject: [amibroker] Re: PositionScore Ideas
> > > > >
> > > > >
> > > > > Greg,
> > > > >
> > > > > I'll be happy to do a comparison on just about anything
> that
> > > might be
> > > > > comparable to IDB's RS Rank.
> > > > >
> > > > > I assume that (Total Return 13-Week) means (Pct Price
> gain
> > in
> > > > > 13-Weeks), and so on?
> > > > >
> > > > > Worth noting here, that IDB's RS Rank is a score
between
> 1
> > and 100
> > > > > that ranks each particular stock against the whole mkt
> for
> > the
> > > > past year.
> > > > >
> > > > > But for positionscore pusposes, we are not limited to a
> > score
> > > of 1 -
> > > > > 100, so I can do the raw comparison of results from
your
> > formula
> > > > to QRS.
> > > > >
> > > > > I'll post back later under this same Subject.
> > > > >
> > > > > Regards
> > > > >
> > > > > Phsst
> > > > >
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Greg"
<gregbean@xxxx>
> > wrote:
> > > > > > Hi Phsst.
> > > > > >
> > > > > > Here is a formula that I have been told closely
follows
> > that
> > > of IBD.
> > > > > Could you please do the comparison you offered ?
> > > > > >
> > > > > > RSW = .4*(Total Return 13-Week)+.3*(Total Return
> > > 26-Week)+.3*(Total
> > > > > Return 1-Year)
> > > > > >
> > > > > > Thanks,
> > > > > > Greg
> > > > > > ----- Original Message -----
> > > > > > From: Phsst
> > > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > > Sent: Saturday, December 13, 2003 1:26 PM
> > > > > > Subject: [amibroker] Re: PositionScore Ideas
> > > > > >
> > > > > >
> > > > > > Al,
> > > > > >
> > > > > > My favorite is the QP2 QRS value (GetExtraData
> ("QRS").
> > The
> > > QP2 QRS
> > > > > > value is supposed to be a 'knockoff' of the IBD RS
> > ranking
> > > score.
> > > > > >
> > > > > > I almost always get a significant boost using this
> > ranking
> > > > figure as
> > > > > > as the positionscore.
> > > > > >
> > > > > > If you do not have QP2, but have any ideas about
how
> to
> > do
> > > > your own RS
> > > > > > Rank calculation, I'd be happy to run some
> comparisons
> > for
> > > you (or
> > > > > > anyone else) to measure your calculated RS Rank
> against
> > > QP2's QRS
> > > > > rank.
> > > > > >
> > > > > > Cheers,
> > > > > >
> > > > > > Phsst
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Al Venosa"
> > <advenosa@xxxx>
> > > > wrote:
> > > > > > > Hi, all:
> > > > > > >
> > > > > > > I've been experimenting with variuos short term
> > trading
> > > systems
> > > > > > lately (average trade durations of about 2.5 days),
> and
> > I was
> > > > looking
> > > > > > for ideas on how best to rank a watchlist to get
the
> > best
> > > > candidates
> > > > > > for portfolio trading a basket of 4 stocks. I was
> > wondering if
> > > > anyone
> > > > > > would care to share any ideas on how you use the
> > PositionScore
> > > > > > function to rank your candidate list (using regular
> > mode, not
> > > > > > rotational mode). I've tried combinations of
turnover
> > and
> > > > volatility,
> > > > > > but I'd like to try other ideas. I'm not asking
> anyone
> > to give
> > > > away
> > > > > > any secrets, and, yes, I am aware of TJ's example
in
> the
> > > help file
> > > > > > (PositionScore = 100 -RSI());), but I was just
> looking
> > for
> > > > more ideas.
> > > > > > I'm not even sure if this question is too vague or
> not.
> > If it
> > > > is, I'm
> > > > > > sure you'll tell me. TIA.
> > > > > > >
> > > > > > > Al Venosa
> > > > > > > advenosa@xxxx
> > > > > > >
> > > > > > >
> > > > > > > ---
> > > > > > > Outgoing mail is certified Virus Free.
> > > > > > > Checked by AVG anti-virus system
> > (http://www.grisoft.com).
> > > > > > > Version: 6.0.543 / Virus Database: 337 - Release
> Date:
> > > > 11/21/2003
> > > > > >
> > > > > >
> > > > > > 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:
> > > > >
> 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 SponsorADVERTISEMENT
> > >
> > > 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!?
> > > New Yahoo! Photos - easier uploading and sharing
------------------------ 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/
|