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Also,
There are a number of statistics that are important if you are
putting your hard-earned money at risk. Maximum drawdown is
important because that, plus required margin, is the absolute minimum
amount of money one should have in their account to avoid a margin
call with reasonable probability. The average profit per trade is
important to know because you must cover your transaction costs,
commission plus slippage, before you can start making money for
yourself. The number of consecutive losers is a test of how strong
your stomach must be to trade the system.
Taking away all the details of the particular system, there are two
statistics that enable you to assess what performance you can
expect. These are the percentage of profitable trades and the profit
factor. It is desirable to have as high percentage winners as
possible, but not necessary to be greater than 50% to be profitable
if you make more on winning trades than you lose on losing trades.
Profit Factor is the ratio of Gross Winnings to Gross Losses. In
terms of gaming theory, it is the payout probability. By determining
whether a trade is a winner or a loser using a random number
generator, applying the payout probability to each trade, and summing
the randomly selected trades we can provide realistic expectations of
the equity growth produced by the system will look like. Only in
this sense can randomization be introduced to establish performance.
Simply winning or losing is not a random occurrence.
rgds, Pal
--- In amibroker@xxxxxxxxxxxxxxx, "palsanand" <palsanand@xxxx> wrote:
> 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
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> > > > > > (Web page:
> > http://groups.yahoo.com/group/amiquote/messages/)
> > > > > > --------------------------------------------
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http://groups.yahoo.com/group/amiquote/messages/)
> > > > > --------------------------------------------
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