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Thanks to all for the encouragement.
The topics in the order they will be posted are:
Margin Of Error (standard error),
Profit Factor,
Chi Squared Significance
Random Walk
Calender Effect.
The first three are short pre-requisites to the third.
Those four together are intended to shore up, or at least point at,
the cracks in the trading foundations of so many *young* traders,
and a few of the older ones as well, that I so readily observe as I
move around the trading traps.
In the final module, I attempt to apply as many of the principles
introduced in the opening topics as I can, using beginning level AFL
to conduct preliminary testing of the Calender Effect hypothesis in
AmiBrokers Explorer.
It demonstrates how AFL code modules can be built up and tested
individually and later combined to produce a solution to a complex
trading problem using Explorer.
I hope it will help some of the young Turks and Turkesses of the
AmiBroker fraternity and that in no time at all they will be in the
forum teaching others how to do it and even teaching the old dogs a
few new tricks.
Margin Of Error will be released tomorrow.
Most of the rest are in the can or well on the way.
As they say:*I can be happy but not satisfied*.
BrianB2.
--- In amibroker@xxxxxxxxxxxxxxx, "brian.z123" <brian.z123@xxx>
wrote:
>
> INTRODUCTION TO SYSTEM DESIGN AND TESTING.
> Over the next week or two I will be running a series of topics
that
> together make-up a rudimentary training project using AmiBroker
and
> Xcel to demonstrate some basic concepts.
> It will be suitable for Ami newcomers but might also provide an
> occasional stimulating thought for the heavier hitters.
> Let's hope so anyway.
>
> It incorporates the Psychology behind the process, as well as
design
> philosophy and practical application.
> (Ratiocinators need not worry; the Psyche part is over).
>
> It will not necessarily be written in formal academic style or
> constitute a training module in the form that we would expect in
an
> academic presentation.
> It will however be rigorous enough where necessary.
> Anyone interested would be best served by connecting the dots
> themselves.
> (It's like a jig-saw puzzle rather than a time-line).
>
> Supporting files will be posted to the GroupArchive or the
AmiBroker
> third party site.
> Eventually it may be formalised as a PDF file at the third party
> site but that is not a certainty.
>
> The thread will be picked up from the recent OT:Statistics topic
> where the psychological component was discussed and the groundwork
> laid for the practical component.
>
> The next sections will be presented under the OT:topic headings:
>
> ChiSquared Significance,
> Random Walk and
> Calender Effect.
>
> There may be other topics presented as the story unfolds.
>
> The intention is to break the subject up into manageable topics.
>
> I apologise in advance for the number of posts that this will
> entail; it's more than what I wanted to make but I think it will
be
> worth it.
>
> Some Philosophy of Trading questions might be answered (I could
get
> lucky) and a few new ones raised.
> Over-all, however, the next stages are practically orientated and
> have a workbook like approach with code, examples and maybe some
> screenshots.
>
> Early next year I will probably run a second project as an example
> on using AmiBroker to perform fundamental analysis with the ODBC
> Universal Plug-in and an external database (either Access or SQL),
> unless of course someone else does it first.
>
> WARNING: ALL MATERIAL CONTAINED IN THE TOPICS THAT MAKE UP THE
> TRAINING PROJECT ARE FOR EDUCATIONAL USE.
> THEY DO NOT CONSTITUTE FINANCIAL ADVICE.
> INCORRECT OR FALSE THEORIES AND HYPOTHESES MAY BE PRESENTED AS
> TRAINING EXAMPLES AND FOR DISCUSSION USE ONLY.
>
> BrianB2.
>
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