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Thanks for all the great advice, everyone -- much appreciated ;-)
Something in return, since this last post touches on it... sector
correlations...
ProFunds offers a sector correlation matrix on their web site that
is quite interesting -- find it at
http://staging.profunds.com/usermedia/pdf/Matrix-1001.pdf
And, I agree with the importance of money management. Scaling in and
out and using small "feeler" trades has helped me control my
emotions, which from my perspective is the most important aspect of
trading successfully.
Enjoy!
Brian
--- In amibroker@xxxxxxxxxxxxxxx, dimension@xxx wrote:
>
> I have a couple of systems that work very well with giving buy and
> sell/short signals (although I need to alter some parameters
slightly
> depending on if I am testing for long vs short). They absolutely
shine with
> the indices or etfs, but are HORRIBLE with individual stocks. I
think that
> is to be expected...every security has its own psychology behind
it and
> hence the need for software like AmiBroker in helping to identify
that
> psychology. That said, what works for a given security may also
work well
> for other stocks that fall within the same sector. I have also
found that
> just about every system can be improved upon with a good money
management
> policy applied to it. It would be a mistake I think to implement a
system
> with out a sound exit/stop/loss policy.
>
> Those are the quick advice I can give...they may be common sense
to most I
> suppose.
>
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx]
On Behalf
> Of Brian
> Sent: Thursday, March 09, 2006 2:12 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] Short system advice?
>
> I have some nice, well-tested long systems in place. I was
surprised
> when testing my discretionary systems, to find that none of my
short
> signals performed nearly as well as the long signals, in the
> optimization/backtest/monte carlo simulations.
>
> Is this common?
>
> In addition, I am looking for some ideas around what indicators to
use
> as the foundation for building an adequate short system. Any
ideas? I
> did some searches on previous messages here, and did not find
anything
> of value. General rules of thumb, and bits of experiential wisdom,
are
> also welcome -- as they apply to short systems.
>
> Thanks in advance,
>
> Brian
>
>
>
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
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