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I find the SFO magazine interesting and helpful. I have been receiving it
free for nearly 2 years now. I recently received the following email from
them. It's definitely worth a look, and the price is right.
Best regards,
Perry Lentine
_________________________________
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-----Original Message-----
From: Christoper [mailto:turkey@xxxxxxxxxxxxxxx]
Sent: Sunday, January 16, 2005 1:00 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: TJ: TASC February 2005 Traders Tips
Hey - thanks for the reply... I don't think I was exactly clear. I
was wondering, now without TASC, what other magazines, newsgroups,
websites do you visit.
Thanks...
BTW in your reply you said: "Establish commissions or transaction
costs of at least 1/2% on each side of the trade" Well my broker
charges fairly straight commissions, so I'm faily certain of the
commissions. Now as for the 1/2% is this like to compensate for
slippage? and then how would the 1/2% be used in afl code?
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
>
> 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/
Check AmiBroker web page at:
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Check group FAQ at:
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