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dude, get over it.
my best year i made about 2200% ... so i don't know
what the surprise is. what matters is keeping the
money - that's the hard part - not having the market
grind it away -
--- MailYahoo <MailYahoo@xxxxxxxxxxxxxxx> wrote:
> D,
>
>
>
> I do not know what he is, I am just trying to
> figure out a system that
> averages 126% annret for 3 years, with a Mdd of
> about 40% and is only up
> 26% this year with 6 mths already gone
>
> So to me he must be up way over the 126% 2002 second
> half/2003/2005/ since
> his system is up only 26% for 2006 first half
>
>
>
> I got real lucky with my stocks this first half of
> the year, and am way up.
> But I still consider it luck, since over 300% for 6
> months to me is luck.
>
> Also anything back tested is curve fitted, I
> understand that you said yours
> is Real Time what you actually did the last 3 years,
> but then again you
> stated that when you were down 40% you were up at
> night back testing your
> system to make sure it was still viable. If you had
> RT results over the 3
> years why the need to back test if you were
> concerned? Curve fitting any
> system will always give you great results. There is
> a reason why Fred wrote
> his IO program with the walk forward.
>
>
>
> Mark I am very glad that you have made 126% annret
> year after year for the
> last 3 years that is great. Just some of the
> statements you have made ie,
> back testing when you are 40% down to validate your
> system does not make
> sense when someone has made 126% annret over that
> time there is no need to
> back test. Now if you re re-optimizing a trade
> system then that would be
> another story.
>
>
>
> The more you write the more questions to post to
> this group
>
> Good luck with your great system and make millions
>
>
>
> Mark K
>
> _____
>
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of dingo
> Sent: Tuesday, June 20, 2006 4:36 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: RE: [amibroker] Has anybody made any
> money???
>
>
>
> He's just jealous.. right Mark K.? 8-)
>
>
>
> d
>
>
>
>
> _____
>
>
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of Mark H
> Sent: Tuesday, June 20, 2006 4:06 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Has anybody made any
> money???
>
> Mm... I sense something in the way you asked
> questions.
>
> But first of all, your math is not good. To get 126%
> this year, I only need
> another 80%. (1.26 * 1.80 = 2.26).
>
> Secondly I didn't state that I expect 126% this
> year. I only said I got 126%
> average for the last 3 years. In fact, I have no
> expectation and make no
> prediction. I just follow my system. Be it -20% or
> 250%, as long as it is
> consistent with my system, I would accept what the
> market gives me.
>
> And finally as Ari Kiev pointed out, if you believe
> it is impossible, of
> course, it is impossible to you.
>
>
>
>
>
> ----- Original Message -----
>
> From: MailYahoo <mailto:MailYahoo@xxxxxxxxxxxxxxx>
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Tuesday, June 20, 2006 2:37 PM
>
> Subject: RE: [amibroker] Has anybody made any
> money???
>
>
>
> Mark,
>
> So you are up so far 26% this year
>
> I take it you expect to be up another 100% or so to
> make that 126% annret?
>
> Mark
>
>
>
> _____
>
>
> From: <mailto:amibroker@xxxxxxxxxxxxxxx>
> amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Mark
> H
> Sent: Tuesday, June 20, 2006 2:23 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Has anybody made any
> money???
>
> Yes. It is some trend indicators based on major
> market indexes. Use Foreign
> functions.
>
> 26% is based on current equity and start equity of
> this year. I mentioned
> "after DD" since the system is currently
> experiencing a DD.
>
> There is a trick I can share with you: compare your
> system equity curve with
> the curve of market-based indicators, you may be
> able to find some
> correlation to improve your system by using some
> market-based rules to stay
> out of market or use higher leverage.
>
> ----- Original Message -----
>
> From: dingo <mailto:dingo@xxxxxxxxxxxx>
>
> To: amibroker@xxxxxxxxxxxxxxx
>
> Sent: Tuesday, June 20, 2006 1:45 PM
>
> Subject: RE: [amibroker] Has anybody made any
> money???
>
> Thanks. You said your system is mechanical. Was the
> "out of the market"
> decision mechanical? If so, mind telling what
> method you used? Also, what
> do you mean by "Up 26% this year (after DD)"?
>
> d
>
>
>
>
> _____
>
>
> From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> Of Mark H
> Sent: Tuesday, June 20, 2006 1:42 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: Re: [amibroker] Has anybody made any
> money???
>
=== message truncated ===
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