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Thanks for the reply... I appreciate it.
- chris
--- In amibroker@xxxxxxxxxxxxxxx, "Phsst" <phsst@xxxx> wrote:
>
> Yes, the 1/2% commission is to factor in slippage. This high
> commission rate will often take what might appear to be a tradable
> system and kill it, but that is life.
>
> The only publication I like that gives occasional trading system ideas
> is SFO magazine ( sfomag.com ). They interview trading professionals
> who share enough of their techniques to give the reader some ideas for
> backtests.
>
> Then I have at least a dozen books with multiple stradegies that I
> have only scratched the surface backtesting.
>
> And there are many... many ideas for backtests and systems from user
> posts to the AB forum. Pull in the Archive of posts and play with them.
>
> While you did not ask, last year I wasted a lot of hours on some
> systems development that looked good, only to find out that while I
> meticulously avoided looking into the future on Buys, Sell, Short &
> Cover conditions, I failed to consider that my PositionScore variables
> values were based upon same day Trade Entry, which of course meant
> that PositionScore was looking into the future. That knocked the wind
> out of me after spending so much time on these systems.
>
> Good luck.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Christoper" <turkey@xxxx> wrote:
> >
> > 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/
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