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June 6, 2002 !!I was young, as far as I remember !!
You may use Equity(1,0) and explore for the n=1 last quotations.
Example
Buy=Cross(StochD(),30);
Sell=Cross(StochD(),70);
Short=Sell;Cover=Buy;
Filter=Equity(1,0)>15000;
AddColumn(Equity(1,0),"Equity");
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "Mike Lucero" <m.lucero@xxxx> wrote:
> Does this still work this way? If I try the first way, the Equity
column
> only contains "10,000".
>
> Thanks,
>
> Mike
> ----- Original Message -----
> From: "dtsokakis" <TSOKAKIS@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, June 06, 2002 9:34 AM
> Subject: [amibroker] Re: CMO system results - Karmish Part 4
continuation
>
>
> You may go faster than searching the symbol tree :
> Add a filter to your trading rules and explore.
>
> Buy=...
> Sell=...
> Filter=1;
> AddColumn(Equity(),"Equity");
> and explore for the n=1 last bar.
> Or, include selection in filter
> If your settings have initial equity 10000, then with
> Buy=...
> Sell=...
> Filter=Equity()>15000;
> AddColumn(Equity(),"Equity");
> you will collect stocks above +50% and then place them in a watch
> list for further analysis.
> This is a fast way to select among thousands of stocks.
> Dimitris Tsokakis
> --- In amibroker@xxxx, "Herman van den Bergen" <psytek@xxxx> wrote:
> > When you want to step through stocks to see the equity change, you
> may want
> > to make a special "Display Equity" indicator for each system. I
use
> the
> > Equity() to plot the Equity, not the "Equity" button in the AA.
> This so that
> > I can put MAs or whatever over the Equity to help me judge the
> curve. It
> > also allows you to use log scales and adjust the margins.
> >
> > Herman.
> > -----Original Message-----
> > From: Richard Alford [mailto:richard.alford@x...]
> > Sent: Thursday, June 06, 2002 9:05 AM
> > To: amibroker@xxxx
> > Subject: Re: [amibroker] CMO system results - Karmish Part 4
> continuation
> >
> >
> > From the results I found for the NDX - it would appear that
there
> were no
> > acceptable "1st screen" stocks that spanned 92-02 (ALTR may be an
> > exception). Isn't that a concern?
> >
> > Richard
> > ----- Original Message -----
> > From: Rick Parsons
> > To: amibroker@xxxx
> > Sent: Wednesday, June 05, 2002 6:32 PM
> > Subject: RE: [amibroker] CMO system results - Karmish Part 4
> > continuation
> >
> >
> > Richard,
> > There are a several ways to find stocks that you can put in
> a "1st
> > Screen" watchlist then later go back and test them.
> >
> > To get this first screen, use the power to the Equity()
> function.
> > Simply run a CMO backtest with maybe +70, -70 triggers on a single
> security.
> > Then go to the stock tree, click on a large list of stocks, say
the
> Nasd.
> > 100. Use the down arrow to scroll thru these stocks. Watch the
> equity
> > curve change as you go from stock to stock. If you find a great
> looking
> > equity curve, add that stock to the "1st Screen" watch list.
> >
> > Later go thru these "1st screen" stocks and try optimizing
with
> > symmetrical trigger levels. Read Steve's presentation to get
ideas
> on what
> > to look for here.
> >
> > Rick
> > -----Original Message-----
> > From: Richard Alford [mailto:richard.alford@x...]
> > Sent: Wednesday, June 05, 2002 4:13 PM
> > To: amibroker@xxxx
> > Subject: [amibroker] CMO system results - Karmish Part 4
> continuation
> >
> >
> > I have changed the subject to (hopefully) better reflect the
> topic. I
> > have
> > certainly enjoyed the discussions stimulated by Steve
> Karmish's
> > volunteering
> > for a roasting and in particular the discussion of
> the "simple system
> > presented by Herman van den Bergen, and elaborated on by Ken
> Close,
> > Dimitris
> > Tsokakis and others. (forgive me for slighting
the "others".)
> >
> > I am particularly intrigued by applying this system to the
> individual
> > components of the NDX and the comments about "selecting
> orderly
> > patterns..."
> >
> > If one applies the simple system to the NDX from '92 to eoy
> 99 and
> > sorts by
> > return ALTR is in 3rd best with something like 450% return.
> From '00
> > to
> > yesterday backtesting it ranks as 1st with 280% return -
> obviously a
> > "well
> > organized" stock, by definition. Alas, the top ranked 92-00
> component
> > (IMCL
> > 2056% return) is 95th ranked in 00-02 testing (loosing
87%) -
> > obviously
> > poorly organized... again by definition.
> >
> > In fact looking at the average rank of the 92-00 and 00-02
> results
> > yields
> > 50, the median is 52. This indicates that there is very
> little
> > correlation
> > between the early results and the recent results (there are
> obviously
> > better
> > measures but this is simple.) None of this is particularly
> > surprising,
> > considering that the 90's markets were considerably
different
> than the
> > markets from 00- on, unfortunately.
> >
> > The obvious question is "How does one select a priori well
> organized
> > instruments?"
> >
> > Cordially,
> >
> > Richard
> >
> >
> >
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> >
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