[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: [amibroker] Re: Amazing backtest ==> Automatic/program trading



PureBytes Links

Trading Reference Links

Sometimes it is just bad luck to have really good results. You could
have a stock with a split that was not adjusted for its history
Then remember that you can only trade what volumes are available at
the current market prices

If you want to post your code here we could have a look and see if
anything is wrong with it. We promise not to use it if it can make us
all zillionaires :)


On Thu, 4 Nov 2004 17:10:38 -0500, dingo <dingo@xxxxxxxxxxx> wrote:
> 
> well, I guess you'll just have to send me a copy privately so that I can see
> what's wrong.  8-)
> 
> Listen to your wife.  its in your signal detection.
> 
> d
> 
>  _____
> 
> From: Claud Hou [mailto:hclaud_98@xxxxxxxxx]
> Sent: Thursday, November 04, 2004 4:59 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Re: Amazing backtest ==> Automatic/program trading
> 
> 
> 
> 
> Indeed it is too good. My wife says I am dreaming. But that's what
> backtest reports. It's not me. It's the program.
> 
> As any trading system does, you always get a signal first.
> So the program works like this (daily based):
> 1) Detect a buy signal
> 2) Buy at Open next day. (and/or cover)
> .... hold till ...
> 3) Detect a sell siganl
> 4) Sell at open next day, immediately go short
> 5) loops back to 1)
> 
> simple as that.
> 
> BTW, I don't like Porche GT. So don't worry about that.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> > have you heard what "they" say when something sounds too good to be
> true?
> > Doesn't yours sound a little too good to be true?
> >
> > Suggest you click the "Check" button in the AA window. If that says
> you're
> > ok then are you testing for high and low values using EOD data in
> your
> > system for buying and selling?
> >
> > I'd advise you not to get too excited just yet and certainly don't
> go out
> > and buy that Porche GT just yet.
> >
> > d
> >
> >
> >   _____
> >
> > From: Claud Hou [mailto:hclaud_98@x...]
> > Sent: Thursday, November 04, 2004 4:41 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Amazing backtest ==> Automatic/program trading
> >
> >
> >
> > Last night I ran some backtests with some simple trading systems.
> > The results are amazing:
> > For example,
> > In 3 years from 11/03/2001 to 11/03/2004, with 10K initial account
> > value, you'll get 5.3M trading only YHOO. (long/short).
> > The result will be even astonishing if you use margin and trade
> > options.
> >
> > So come some questions:
> > 1) How reliable are these backtest results?
> > 2) How's the progress for AB's feature of automatic trading with IB?
> > 3) Better yet, is there a broker that accepts a trading system from
> > customer and does program trading?
> >
> > Basically, open an account with 10K and let the program run every
> > trading day, then forget it. Three year later, you check your
> account
> > finding out you are a multi-millionaire.
> > How sweet is that? :-)
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
> > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >
> >
> >
> > Yahoo! Groups Sponsor
> >
> >
> <http://us.ard.yahoo.com/SIG=129qcvopb/M=281955.5530326.6602771.300117
> 6/D=gr
> >
> oups/S=1705632198:HM/EXP=1099690875/A=2343726/R=0/SIG=12i4sm98a/*http:
> //clk.
> >
> atdmt.com/VON/go/yhxxxvon01900091von/direct/01/&time=1099604475845983>
> >
> <http://us.ard.yahoo.com/SIG=129qcvopb/M=281955.5530326.6602771.300117
> 6/D=gr
> >
> oups/S=1705632198:HM/EXP=1099690875/A=2343726/R=1/SIG=12i4sm98a/*http:
> //clk.
> >
> atdmt.com/VON/go/yhxxxvon01900091von/direct/01/&time=1099604475845983>
> 
> >
> >
> > Get unlimited calls to
> >
> > U.S./Canada
> >
> >
> >
> <http://view.atdmt.com/VON/view/yhxxxvon01900091von/direct/01/
> <http://view.atdmt.com/VON/view/yhxxxvon01900091von/direct/01/&time=10>
> &time=10
> 996044
> > 75845983>
> >
> > <http://us.adserver.yahoo.com/l?
> M=281955.5530326.6602771.3001176/D=groups/S=
> > :HM/A=2343726/rand=609210912>
> >
> >
> >   _____
> >
> > Yahoo! Groups Links
> >
> >
> > *      To visit your group on the web, go to:
> > http://groups.yahoo.com/group/amibroker/
> >
> >
> > *      To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> > <mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>
> >
> >
> > *      Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> Service
> > <http://docs.yahoo.com/info/terms/> .
> >
> >
> >
> >
> > [Non-text portions of this message have been removed]
> 
> Check AmiBroker web page at:
> http://www.amibroker.com/
> 
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> 
> Yahoo! Groups Sponsor
> 
> ADVERTISEMENT
> 
> <http://us.ard.yahoo.com/SIG=129m8eu4e/M=315388.5529724.6602080.3001176/D=gr
> oups/S=1705632198:HM/EXP=1099691989/A=2372354/R=0/SIG=12id813k2/*https://www
> .orchardbank.com/hcs/hcsapplication?pf=PLApply&media=EMYHNL40F21004SS> click
> here
> 
> <http://us.adserver.yahoo.com/l?M=315388.5529724.6602080.3001176/D=groups/S=
> :HM/A=2372354/rand=119838639>
> 
> 
> 
> 
>  _____
> 
> Yahoo! Groups Links
> 
> *       To visit your group on the web, go to:
> http://groups.yahoo.com/group/amibroker/
> 
> *       To unsubscribe from this group, send an email to:
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
> <mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?subject=Unsubscribe>
> 
> *       Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service
> <http://docs.yahoo.com/info/terms/> .
> 
> [Non-text portions of this message have been removed]
> 
> 
> Check AmiBroker web page at:
> http://www.amibroker.com/
> 
> Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> Yahoo! Groups Links
> 
> 
> 
> 
> 


-- 
Cheers
Graham
http://e-wire.net.au/~eb_kavan/


------------------------ Yahoo! Groups Sponsor --------------------~--> 
Make a clean sweep of pop-up ads. Yahoo! Companion Toolbar.
Now with Pop-Up Blocker. Get it for free!
http://us.click.yahoo.com/L5YrjA/eSIIAA/yQLSAA/GHeqlB/TM
--------------------------------------------------------------------~-> 

Check AmiBroker web page at:
http://www.amibroker.com/

Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
Yahoo! Groups Links

<*> To visit your group on the web, go to:
    http://groups.yahoo.com/group/amibroker/

<*> To unsubscribe from this group, send an email to:
    amibroker-unsubscribe@xxxxxxxxxxxxxxx

<*> Your use of Yahoo! Groups is subject to:
    http://docs.yahoo.com/info/terms/