|
PureBytes Links
Trading Reference Links
|
I don't have a simple answer for you, but I can give some guidance...
1) Open yourself up to as many sources of ideas as possible.
2) Establish some basic setup parameters such as:
SetFormulaName( "Name of your Backtest" );
SetTradeDelays(1,1,1,1);
SetOption("InitialEquity", 100000);
SetOption("AllowPositionShrinking",True);
RoundLotSize = 1;
PositionSize = -20;
Buy = Sell = Short = Cover = 0;
3) Apply the purported rules of the new Buy, Sell, Short, Cover
setups. (You eill need to test Long and Short setups both seperately
and in Combo).
4) Establish commissions or transaction costs of at least 1/2% on each
side of the trade.
5) If your initial results are in any way positive, then start
tweaking your parameters to see if you can get any improvements,
including adjusting the SetTradeDelays parameters to match 'real life'
trading conditions.
All of the above is pretty intuitive. And usually, you will be able to
cull 98%+ of all stradegies on the 1st pass or two.
But when you get any kind of positive result, then dig in and be
prepared to spend 20 to 40 hours to tweak the stradegy to see where it
leads you.
My problem at present is that I blow up on 98% of my optimize efforts
as a result a current memory bug in AB which TJ promises to fix in the
next major release of AB.
Rgds..
--- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
>
> Yeah, I've purchased, tested, played with tasc issues over the past
> year, and never found anything really useful either. Its encouraging
> to see that I'm not alone.
>
> Having said that, where else do you go for 'inspiration'?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> >
> > Graham,
> >
> > One final point...
> >
> > The reason I stopped subscribing to TASC several years ago was that I
> > don't remember *ever* seeing any articles written in TASC that shed
> > any real *lignt* on trading.
> >
> > But that may be just my own limited viewpoint.
> >
> > Rgds,
> >
> > Phsst
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
> > >
> > > Hi Graham,
> > >
> > > I don't subscribe to TASC either.
> > >
> > > But from the variable names of the afl, it seems clear what the
> > > intention of the logic is.
> > >
> > > And if you are like me, you might have put together some simple afl
> > > backtests to 'see what shakes'.
> > >
> > > My own quick analysis pretty well discounted the validity of the
> > > variable names.
> > >
> > > If anyone found anything positive about the Entry / Exit logic
of the
> > > stradegy, then let the rest of us know. Otherwise, a
confirmation post
> > > of the lack of validation would be appreciated.
> > >
> > > Rgds,
> > >
> > > Phsst
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxxx> wrote:
> > > > Is it possible to get the description of how this is used please?
> > > >
> > > >
> > > > On Sun, 16 Jan 2005 07:18:38 +0800, Graham <kavemanperth@xxxx>
> wrote:
> > > > > It is the regions when the conditions Entrysignal and exitsignal
> > > are both false
> > > > > Entrysignal = blue
> > > > > exitsignal = orange
> > > > > else = grey
> > > > >
> > > > > On Sat, 15 Jan 2005 22:44:50 -0000, sthlm_69 <sthlm_69@xxxx>
> wrote:
> > > > > >
> > > > > >
> > > > > > Tomasz,
> > > > > >
> > > > > > We know what the red and blue color ribbon is, but what is the
> > grey?
> > > > > >
> > > > > > Thanks.
> > > > > >
> > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko"
> > <amibroker@xxxx>
> > > > > > wrote:
> > > > > > > Hello,
> > > > > > >
> > > > > > > OK. It is posted now.
> > > > > > >
> > > > > > > Best regards,
> > > > > > > Tomasz Janeczko
> > > > > > > amibroker.com
> > > > > > > ----- Original Message -----
> > > > > > > From: "jnk1997" <jnk1997@xxxx>
> > > > > > > To: <amibroker@xxxxxxxxxxxxxxx>
> > > > > > > Sent: Saturday, January 15, 2005 10:00 PM
> > > > > > > Subject: [amibroker] TJ: TASC February 2005 Traders Tips
> > > > > > >
> > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > > Thomasz,
> > > > > > > >
> > > > > > > > Could you please post the code for "The Truth about
> > Volatility"
> > > > > > in
> > > > > > > > the members area please.
> > > > > > > >
> > > > > > > > Thanks
> > > > > > > > Jim
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > > 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
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > > > >
> > > > > >
> > > > > >
> > > > > > 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/
> > > > >
> > > >
> > > >
> > > > --
> > > > Cheers
> > > > Graham
> > > > http://e-wire.net.au/~eb_kavan/
------------------------ Yahoo! Groups Sponsor --------------------~-->
Has someone you know been affected by illness or disease?
Network for Good is THE place to support health awareness efforts!
http://us.click.yahoo.com/Rcy2bD/UOnJAA/cosFAA/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/
|