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Sebastian,
Thanks for the tips. Please see more details in msg # 90880
Roy
--- In amibroker@xxxxxxxxxxxxxxx, "sebastiandanconia"
<sebastiandanconia@xxxx> wrote:
>
> A little more information, please.:) Does the system test all
> the "A"s and then stop right before the "B"s? Or is there a limit to
> the number of "A"s it tests, also? When you use PositionScore, do
> you know that you're getting a full test on all the stocks, or does
> the system still stop testing additional stocks at a certain point,
> just farther into the alphabet?
>
> Not knowing all the details of what you're doing, here's a trouble-
> shooting idea. Have you got a position-limit set in Automatic
> Analysis or in the system code itself? Without PositionScore, there
> would be no ranking of the stocks, they'd simply be bought in
> alphabetical order from your watchlist as the "buy" signals click
> off. If there's a position limit set, the system would just buy
> stocks up to the position limit and stop. After those stocks got
> sold and a new "buy" signal comes up, the system will do the same
> thing over again, starting with the "A"s. If there are enough stocks
> meeting the criteria to fill the portfolio from within the "A"s, your
> system would never get to the "B"s. Anyway, that's just a place to
> start looking.
>
> Also, in my (our) experience, if a free system looks really great
> there's something wrong in the testing process, LOL! In "Backtester
> Settings" under the "Trades" tab, see what the settings are. My
> advice is to set them at "Open" with a 1-day trade delay, otherwise
> your system is taking trades on the day of the signal and not the
> NEXT day when you'd actually make the trade. That will make your
> system returns artificially (and unrealistically) high.
>
> Sorry if I've gone over stuff that you already know. Most of my
> mistakes are simple ones that I just didn't think of.:)
>
>
> Luck,
>
> Sebastian
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Roy Ewing" <slickums76@xxxx> wrote:
> >
> > I found a very good "system" in the AFL Library that produces very
> > good results for what I am trying to backtest. Here it is, stripped
> > to the essentials:
> >
> > ---------------------------------------------------------------
> > // Formula Name: STD_STK Multi
> > // Author/Uploader: Willem Jan
> >
> > STK=Optimize ("StK" , 14, 2, 18, 2);
> > STD=Optimize ("StD" ,16, 2, 18, 2);
> > pds =Optimize("pds", 10,2,18,2);
> >
> > Sell= Cross (EMA (StochD (STD),pds),EMA( StochK (STK),pds));
> > Buy= Cross (EMA(StochK (STK),pds),EMA( StochD (STD),pds));
> >
> > Filter=Buy OR Sell;
> >
> > Buy=ExRem(Buy,Sell);
> > Sell=ExRem(Sell,Buy);
> >
> > /* My Added POSITIONSCORE */
> > PositionScore = 100 + MFI(); //Also many others tried!
> >
> > ----------------------------------------------------------------
> >
> > The problem is that w/o "POSITIONSCORE", I never get out of
> the "A's"
> > during backtesting.
> >
> > I have had good results using "positionscore" with other formulas,
> but
> > I have tried over 30 combinations of different indicators here and
> the
> > results are MUCH WORSE. Not only a little, but a lot worse.
> >
> > I can't believe the formula is so good that nothing will help it,
> and
> > the fact that I can't get out of the "A's" in my watchlist mean
> there
> > should be "better" trades.
> >
> > My watchlist is a list of "Optionable" stocks from TC2005,
> backtesting
> > for 5 years (about 600 stocks).
> >
> > Any ideas?
> >
> > I have emailed the author, but his email bounced.
> >
> > Thanks.
> >
> > Roy
> >
>
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