|
PureBytes Links
Trading Reference Links
|
Ha! - right now I'm using your suggestion. :) In your post, you had
a Bollinger Band position scoring. This worked far better than what
I had been using in the past.
My system currently takes short (4-5 day) stabs at trends. So I
guess Bollinger PS would work well for that purpose.
Thanks for your help!
- chris
--- In amibroker@xxxxxxxxxxxxxxx, Joseph Landry <jelandry@xxxx> wrote:
> Chris - What positon score do you favor at this time
> for your explorations?
> Joe
> --- Christoper <turkey@xxxx> wrote:
>
>
> ---------------------------------
>
> It may seem like a lot do, but *each one has its own
> specific
> purpose*. I've found that if you don't you will get
> confused... like
> playing around with chart/backtest file - close
> quickly cause you have
> to go, then do a daily explore - you lose lots of imte
> later rumaging
> through a whole bunch of commented out code each time
> (for example
> using $50,000 for equity as oppose to Equity() - big
> difference
> whether you're backtesting or daily scanning)
>
> Again - this is only what I do, what works for you
> works for you.
>
> As for exploration, i find it much more useful than
> scanning for daily
> work. For example, my columns are:
> - Ticker
> - Date/Time
> - Buy (1/0)
> - Sell (1/0)
> - PositionScore
> - Today's High (to set limit buy order when buying)
> - Current Stop (to set in my excel trade log file, so
> that I can
> monitor positions easily)
> - PositionSize (# of shares, as you may see below - my
> code spits out
> position size/stop according to my 1% stop loss rule)
> - CashRequired (Basically how much cash i need to take
> position.
> Helpful in determining when I need to reduce my
> position - or which
> account to place trade in. IRA, regular brokerage etc.
> I don't trade
> on margin)
>
> I'm not sure about anyone else, but I'm really only
> working with those
> 2-3 afl files regularly. Other afl code I have is
> mostly for play -
> i.e. testing new indicators, etc. And also, mistakes
> with your Daily
> code can become expensive.
>
> And if anyone else would like to share how they
> organize themselves,
> I'm sure we all can learn something new.
>
> Regards,
> - chris
>
> --- In amibroker@xxxxxxxxxxxxxxx, Sidney Kaiser
> <s9kaiser@xxxx> wrote:
> > Chris, thanks. This Explore version you use to find
> what to trade
> > tomorrow. Do you just have buy and sell columns
> with the logical 1s
> and 0s
> > from the B/S arrays from the backtest code and then
> sort to bring the
> > current sigs to the top and what else? A column of
> all the symbols,
> of course.
> > Is this what you are doing. It seems so awkward to
> have to take these
> > extra steps just to get the trading sigs....
> > Sid
> >
> > At 05:53 AM 11/8/2004 +0000, you wrote:
> >
> >
> > >Sidney,
> > >
> > >Here's what I do... for the current version of the
> system I'm using, I
> > >have multiple versions of the AFL file:
> > >1 - Charting version: uses equity of fixed size
> (not Equity()) and
> > >settrade delays all to 1,1,1,1. Since I also use an
> EOD system, and i
> > >won't be able to buy in until the day after.
> > >2 - Backtest version: uses Equity(), and settrade
> delays to 1,1,1,1.
> > >3 - Daily Explore version: uses fixed equity size
> and delays to
> > >0,0,0,0. Doestn' matter what BuyPrice is or
> anything.
> > >
> > >Kinda of a pain, but if you're like me and likes to
> test and tweak
> > >your backtest and charting version, you probably
> dont' want ot mess
> > >with what's working for you on a daily/regular
> basis.
> > >
> > >Try 0,0,0,0 and lemme know how that works.
> > >
> > >- chris
> > >
> > > > >Subject: [amibroker] trading signals for
> tomorrow
> > > > >
> > > > >I know this question has been raised before but
> I have searched and
> > > > >searched and could not find the answer.
> > > > >
> > > > >I have a trading system that I am tying to
> trade and I need
> some way to
> > > > >generate the trades to take tomorrow.
> > > > >
> > > > >
> > > > >Right now I am running the backtester with
> settings to trade
> tomorrow's
> > > > >open. I was using the backtester to see the
> new trades when I
> > >discovered
> > > > >they do not show up in the backtester results
> list until EOD of
> > >the entry
> > > > >day. For example this weekend I see the
> backtester claims it
> > >entered the
> > > > >trade Friday morning on the open. Problem is I
> didn't find this
> > >out until
> > > > >after Friday's EOD.
> > > > >
> > > > >What technique must I use to see the new trades
> the evening
> before I am
> > > > >supposed to take the entry?
> > > > >
> > > > >Cheers
> > > > >Sid
> >
> >
> > ----------
> >
> >
> > ---
> > Outgoing mail is certified Virus Free.
> > Checked by AVG anti-virus system
> (http://www.grisoft.com).
> > Version: 6.0.762 / Virus Database: 510 - Release
> Date: 9/13/2004
> >
> >
> > [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
>
>
> ---------------------------------
> 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 the Yahoo!
> Terms of Service.
------------------------ Yahoo! Groups Sponsor --------------------~-->
$9.95 domain names from Yahoo!. Register anything.
http://us.click.yahoo.com/J8kdrA/y20IAA/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/
|