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Unfortunately your back-testing only curve fits your trade system making it
optimal with already known data.
If you were to use IO with it out of sample I would think that it would fall
apart and you would have to wait for that huge win to dig you out
I rather have my system with a Mdd of about 9% and Annret of 38%
Mark
_____
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Mark H
Sent: Monday, June 19, 2006 10:02 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Has anybody made any money???
That's why I said it was the most difficult part of the system :-)
When I couldn't sleep at night, I just ran a backtest again, and compared
the current market conditions with historical conditions with similar
drawdowns.
That helped me breathe and relax!
----- Original Message -----
From: MailYahoo <mailto:MailYahoo@xxxxxxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Monday, June 19, 2006 8:56 PM
Subject: RE: [amibroker] Has anybody made any money???
Mark,
40% MDD?
I would be up all night with that
To me that is not a trading system that I could live with, more of a hope
and pray type of system
Mark
_____
size=2 width="100%" align=center tabIndex=-1>
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of Mark H
Sent: Monday, June 19, 2006 5:30 PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Has anybody made any money???
Dr Gaine$
My strategy is dip buying. When the market is bullish, buy strong stocks
when they dip steeply and sell them when they rise.
The secret is to use time stops (5-8 days) to let your capital work harder
for you.
The most difficult part is to sit tight when market is not good and also
stomach the drawdown up to 40%.
Backtest helps a lot to pull the trigger when you are down 40%.
- Mark
----- Original Message -----
From: richard <mailto:dr_richard_gaines@xxxxxxxxx> gaines
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, June 18, 2006 9:40 AM
Subject: Re: [amibroker] Has anybody made any money???
Share your strategy with us Mark.
Dr Gaine$
Mark H <amibroker@xxxxxxxxxxxxx> wrote:
Absolutely. Average 126% for the last three years.
But you should know that software are just tools and not money printing
machines. It is what between your ears matters.
----- Original Message -----
From: tom_katch <mailto:tom_katch@xxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Saturday, June 17, 2006 7:04 AM
Subject: [amibroker] Has anybody made any money???
I own Amibroker software, and have the latest version (standard). I
also have Metastock, Vectorvest and some other software. But I am
sorry to say that Amibroker is the only software I ever bought that I
did not study up on. I understand that most of the users are very
pleased with it from looking at this forum. Most of the postings are
of a technical nature, with questions as how to understand and use the
software. But I don't recall seeing postings from people noting their
success in using the software. Have any of you had great/good/fair
success in using it? Have you made a lot/some/little money with it?
Maybe some of your positive comments will give me a kick in the ass,
and I'll start on the 800 page manual.
Thanks
Fred
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