|
PureBytes Links
Trading Reference Links
|
Group efforts have failed consistently. People are ready and willing to help
with programming and technical issues but when it comes to sharing serious
ideas on trading systems it simply doesn't happen. Dimitri might have been
an exception by sharing many excellent ideas however his systems were always
long term, such systems are not easily jeopardized by over-trading. Many of
his systems can be found in the library, I haven't tried any lately so it is
hard to say whether any would still be working... most systems have a
definitive lifetime. There are many private groups that share internally and
appear (not sure) to do reasonably well.
Perhaps there simply aren't many good mechanical systems around. Personally
I believe that the most successful traders are successful because they use
good judgement and money management, not because they have a good mechanical
system. I also think that a trending market and lots of good luck are
critical ingredients for many traders. Also, adequate money for a portfolio
or a stomach for 13% DDs may be required to succeed - I wonder how many are
in such a position?
best regards,
herman
--- In amibroker@xxxxxxxxxxxxxxx, "kevinoversby" <kevinoversby@xxx> wrote:
>
> Thanks Randy!
>
> Your post just set off the lightbulb - that timing issue completely
> explains the outperformance.
>
> Herman - your question is academic now unfortunately but I think the
> answer would be that the results do not change much.
>
> There is some work I have been doing on tradeable instruments such as
> DIA using the individual components (based on Dimitri's work). This
> in turn was inspired by the results obtained by www.dowtrader.net
> using a similar approach. Do you think there would be any interest in
> collaborating on such an EOD system on this board?
>
> Kevin
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.16.2/613 - Release Date: 1/1/2007 2:50 PM
|