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Re: [amibroker] Re: Anyone actually making money?



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Hi everyone,

 I am amazed at the number of responses to this thread.  Amazed as I received more tips and advice that I could have expected in months!  I think this thread alone will help me more than anything else since I have been on the forum.  Amazed, and, in a small way, a little bit disappointed (but not as much as I am happy of the incredibly good responses!) because it seems nearly everyone is reluctant to say how well they do trading their system built with Amibroker.  A lot of tips (one million thanks), but few people actually saying "I made 40% each year for the last five years".  But still, thanks!

I read all the thread, from the beginning to the end.  And I will print it and re-read it later.  Lot of stuff in there.  I can't reply to each and everyone who was kind enough to help me, but I'd like to thank you all and be sure I read your messages!

 @Mike: I need to get better at money management.  I have read Pardo's book, Howard's book and others, but I lack the ability to use Amibroker to set an intelligent money management code.  This is my big problem, and so far I wasn't able to deal with this.  Do you have anything to recommend to be a good starting point to actually code something for MM?  Thanks!

 

@Jan Malmberg: I like your three points: analysis, MM, spiritual attainment.  Point 3, which seem to be a problem for some, is what seem easiest for me.  You see, I began to play chess seriously when I was 21, and at 25 I was an expert (it may seem nothing to you, but that's pretty rare to become strong at chess at this age), so I have this warrior capacity to go forward and do what has to be done.  However, the main difference between chess and system building /trading is that in chess I have a clear plan to follow when I learn it with books, and tips, advice, while with AB it's much more complicated.  But the easiest part then is to simply follow blindly the system, which is more easy than chess, where you have to decide your next move and you have no easy guide except your mind and your capability of controlling it.

 

@Brian:  Brian, Brian, Brian�  What can I say to you?  Well, first thanks for your messages and I was not shocked that you tried to "dissertate"  my personality.   Well, you are right I am sipping the soup all over and I don't stay for the meal.  That's the defect of another great quality: I am amazingly good at finding good ideas, wonderful indicators with a lot of potential, hidden ideas, and things like that.  I used to teach chess and my great strength was to build a plan and find ideas.  My problem is that I often lack the persistence and will to go to the end of one idea.  More often than not, after trying to go around some obstacles, I will try to find another idea that might be easier rather than continue on one that might not deliver its expected fruits. 

Still, I was not absent from the board and I have read about the markets, trading psychology, sectors, momentum, XLF, FRE, and� myself.. well, a bit now! J   The problem is that I can't organize this stuff in a coherent way.  As I wrote above, I have found numerous indicators which, alone, are very interesting, but I have trouble to actually make indicators interact with each other and, most important, I have trouble to do any kind of money management or position size management.

I was curious at your warning that I could lose big-time again.  I'd really like to know more about why you think this.  On the opposite, I had the impression I was very cautious, been reluctant to trade until I have found a nearly perfect system (well, perfection does not exist, but you get the idea!)

You say people must like me to respond to this email like they did.  Well, I often have the impression I am annoying with all my questions; you know, I work double-shifts pretty often so when I am at home and not with my girlfriend I try to move on as quick as possible and patience is not one of my quality, unfortunately�

Brian, a last word: you talk like a man who knows a lot but is reluctant to say too much.  That's ok with me, but I feel you know a lot about all this!  J

 

@si00si00: Thanks for rephrasing my question.  To be honest, I had a couple of drinks when I wrote it and was in a state of mind quite� bad.  Well, I was feeling like I would never achieve anything.  And also, English is not my primary language, as everyone must have noticed.   You are right, I really wanted to know if some people were able to do it.  And that's where I was a bit disappointed� Anyone actually was able to quit his day job and live thanks to the code they built with AB?


@Barry: Thanks again for your long and complete response!  I could repeat what I have said in the private email I sent to you, but let's just say I am curious to know more about what you said, your systems and if the 13 to 20 pages of code is that system or something else.  (Did you receive my email?)


@professor: Thanks for sharing how you do things with the system Barry built for you.  You posted an amazing backtest result, but I was wondering: what kind of results do your system produces in OOS data?  What kind of profit did you do since you trade it in real-life?


@Paul Ho: Thanks for the tips.  Your idea to learn one are, one setup, one timeframe, and then move on is the best single things I could do.  I might try to do this.  The problem is that I lack that kind of patience.  I want to achieve something "right now" as I did it with chess.  I want to be good and make money now.  My gf stepbrother has a lot of money and if I can find a system that will get 30-50% a year he will finance me and that'll be the first step toward my money goals. 

Thank you all!

 

Louis

 



2008/8/1 wavemechanic <timesarrow@xxxxxxxxxxxxx>

I have not checked V/OI but would not be surprised if leveraged vehicles (e.g., QID, etc.) have not eaten into the options.  They certainly have for me.
 
Bill
----- Original Message -----
From: bilbo0211
Sent: Friday, August 01, 2008 10:31 AM
Subject: [amibroker] Re: Anyone actually making money?

>>What ever happened to day traders and short term traders trading the
OEX options or futures contract? This was the premire indices to
trade. It seems you could make a small fortune day trading this alone.<<

QQQQ options are replacing OEX options as the option instrument of
choice for day trading.

OEX option volume peaked in the 1980's, today it is less than 15% of
its peak value and declining. Open interest is less than 1/5 of its
peak value.

QQQQ option volume and open interest are much larger than that of OEX
options and rising.

Advantages of QQQQ options over OEX options:

Narrower spreads, near the money QQQQ options rarely have a Bid/Ask
spread > 0.01 -> better fills and larger profits.

More liquid -> faster fills and less market manipulation.

Larger % moves -> use closer to the money strikes to get comparable
leverage.

>>Why are traders interested in finding a stock that might make a
significant move when indices maybe a less volatile way to trade?<<

Greater volatility means greater profit potential.

If you swing trade, there are more potential trading opportunities
with stocks than with indices because there are many more of them.

Bill

--- In amibroker@xxxxxxxxxxxxxxx, "Ernie Newman" <trading4@xxx> wrote:
>
> What ever happened to day traders and short term traders trading the
> OEX options or futures contract? This was the premire indices to
> trade. It seems you could make a small fortune day trading this alone.
> Why are traders interested in finding a stock that might make a
> significant move when indices maybe a less volatile way to trade?
> Just my opinion.
> Ernie
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Paul Ho" <paul.tsho@> wrote:
> >
> > Louis
> > A surgeon trained for more than a decade before his first
> operation.
> > An Engineer requires at least one decade of training including
> > university and practical training on the job before he can sign his
> > name on a buiding permit. Everything takes time to master, trading
> > is no different. Universities and colleges divides their teachings
> > into different courses at different degree of difficulties because
> > they know too much knowledge, too much disorganised knowledge is
> > bewildering and confusing to the learner. This is also true for
> you. 
> > you'll have to organise the way you learn. Learn one area,
> > one timeframe, one technique, one style and one setup until you
> > master it before you move on to the next. It dosesn't seem you are
> > struck with that technique for the rest of your life. It just mean
> > you'll have to learn how to walk before you run.
> > There are many styles, and techniques, setups out there. Decide on
> > one and stick with it until you understand it, know it, proficient
> at
> > applying it before you move on. Amibroker forum is a smorgesboard
> of
> > discussions and ideas, but it can become a distraction if you are
> not
> > disciplined enough, jumping from one idea to the next, without
> giving
> > sufficient time to let it "get" to you.
> > You will no doubt make your own mind up. You will make a decision
> on
> > what you do based on your personality, trading styles, and perhaps
> > you circumstances. Some time later, you may revisit your decisions
> > again, but fundamentally your future will be pretty much guided by
> > the decisions you make today. If you understand that, then you will
> > also understand that you, and you alone are the cause of your own
> > fortune. There are plenty of people who fail and succeed in each
> > style. Whether that is Support and Resistance, or intrdays system
> > based auto-trading, and how much concentration, dedication and
> > tenanicity you are going to give to honour your decision, it is all
> > up to you.
> > --- In amibroker@xxxxxxxxxxxxxxx, "Louis P." <rockprog80@> wrote:
> > >
> > > Thank you all for your responses.  What can I say, except that
> > there is lot
> > > of stuff to think about here!
> > >
> > > From what I have read, the most important part to actually make
> > money from
> > > all this is Money Management.  That's where I am so weak; I tried
> > to deal
> > > with low-liquidity stocks precisely because I wanted to get a
> > leverage, but
> > > I don't see how I can do this on high liquidity stock without
> > having to use
> > > all my money power (to get on the margin).
> > >
> > > There is a big part on charts, indicators, etc. in the manual,
> but
> > maybe it
> > > would be nice to have more explanation about all to use money
> > management
> > > tools.  Or maybe I missed the explanations.
> > >
> > > What's my goal?  30-40% a year is what I'd like to achieve.  I
> was
> > able to
> > > build a system using low-liquidity stocks to build that, but that
> > was before
> > > I realized that real-time trading has a limit of 500 "live"
> > tickers.  I
> > > tried to find a way around that problem, but well, it didn't work.
> > >
> > > To Brian: yes I have read the messages about this.  I read about
> > 75% of
> > > everything that is written on this board.  But it didn't help me
> > enough...
> > > yet.  I might have to rethink how I do things.   I was (and still
> > am) just
> > > curious to see how other people were dealing with this; is it
> > possible to
> > > make a lot of money with this, and if yes, how ("how" is not
> asking
> > for a
> > > particular code, but more general ideas).   Right now I am
> working
> > on high
> > > liquidity stock, but I feel like this might also be a wrong idea.
> > >
> > > To you people who make a lot of money using automated trading
> code
> > generated
> > > with AB, on what kind of markets do you do it?  Stocks? 
> Futures? 
> > Big caps,
> > > small caps?
> > >
> > > I've read people who say a big problem is sticking to the system.
> > > Personnally I think this will be the easiest part for me; when
> the
> > system
> > > will be ready I will follow it blindly.  The problem to me is how
> > to get
> > > there.  7 months might seem like not a lot of time, but I worked
> > numerous
> > > hours on this in that timeframe and had brilliant ideas that just
> > wouldn't
> > > do the trick.  That's why I am confused right now and I was
> actually
> > > wondering if it was possible to make money out of this.
> > >
> > > Thanks a for your interesting responses!
> > >
> > > Louis
> > >
> > >
> > >
> > > 2008/7/31 sidhartha70 <sidhartha70@>
> > >
> > > >   Ohh Paul... I agree about knowing yourself as I said in my
> > answer to
> > > > Brian. But that's a given surely...?? You only learn that from
> > years
> > > > of trading and observing yourself... you can of course become
> > informed
> > > > on the subject of yourself... there's plenty of literature on
> > it...
> > > > Mark Douglas obviously.
> > > >
> > > > But I stand by what I said... you can become a great trader by
> > really
> > > > understanding trendlines, support & resistance in it's many
> forms
> > and
> > > > studying price & volume action...
> > > >
> > > > I know it... because I've seen it... and I've done it.
> > > >
> > > > You have your techniques Paul... and good luck to you. Great if
> > they
> > > > work for you. For me, this is what has worked for me...
> > > >
> > > > Henrik thanks for your response. Good to see others agree.
> > > >
> > > > Paul, might I suggest you get out more and make some more human
> > > > connections... you'd probably find you'd be happier, less
> angry,
> > less
> > > > arrogant, less superior and might even enjoy some of this money
> > you
> > > > make trading...
> > > >
> > > >
> > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
> > 40yahoogroups.com>, "Paul Ho"
> > > > <paul.tsho@> wrote:
> > > > >
> > > > > I'm still waiting for your to say something sensible, that's
> of
> > value,
> > > > > > rather than just dig everyone out...???
> > > > >
> > > > > LOL, I just told you. YOu cant become a good trader until you
> > know
> > > > > yourself, really know yourself. Knowing how to draw a few
> lines
> > makes
> > > > > you a TA guy, not a trader. understanding the market makes
> you a
> > > > > market analyst. Even know how to develop a system doesnt make
> > you a
> > > > > trader either, you are merely a system developer. When you
> > master
> > > > > yourself, you are on your way to become a real trader.
> > > > > Just because you've been involved in trading for years,
> seeing
> > others
> > > > > making millions, no more makes your a trader than me an
> > olympian just
> > > > > because I've been watching olypmics for the last 45 years.
> > > > > You might think I'm slagging you off, but in years to come,
> you
> > will
> > > > > find out for yourself whats true.
> > > > >
> > > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
> 40yahoogroups.com>,
> > > > "sidhartha70" <sidhartha70@>
> > > > > wrote:
> > > > > >
> > > > > > Paul,
> > > > > >
> > > > > > I programme too... nothing wrong with programming and
> making
> > your
> > > > > life
> > > > > > easier. And nothing wrong with asking for someone to 'throw
> > you a
> > > > > > bone' in that goal... I'm new to AFL. So what??
> > > > > >
> > > > > > I've been involved in trading for many years... market
> > making, index
> > > > > > arbitrage, statistical arbitrage, long/short prop etc..
> many
> > years.
> > > > > > And some of the best money makers I've ever seen have been
> > traders,
> > > > > > not system traders, who genuinely have a great read of the
> > market
> > > > > > based off tape reading skills... they have achieved returns,
> > > > > > consistently, that systems traders can only dream of...
> > > > > >
> > > > > > I've traded both... systems and otherwise... you can
> > programme all
> > > > > the
> > > > > > most complicated indictaors you like... they are all based
> on
> > the
> > > > > same
> > > > > > things tape reading is... which is price & volume action...
> > > > > >
> > > > > > I'm still waiting for your to say something sensible,
> that's
> > of
> > > > > value,
> > > > > > rather than just dig everyone out...???
> > > > > >
> > > > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
> > 40yahoogroups.com>, "Paul
> > > > Ho" <paul.tsho@> wrote:
> > > > > > >
> > > > > > > learn everything you can
> > > > > > > about trendlines, support & resistance and the old tape
> > reading
> > > > > skills
> > > > > > > and you will be miles ahead of 'system developers' in
> terms
> > of
> > > > > > > actually understanding the markets and becoming a better
> > trader.
> > > > > > > .......
> > > > > > > So you think understanding a few lines on the chart you
> will
> > > > > become
> > > > > > a better
> > > > > > > trader!!!
> > > > > > > So you think understanding the market will make you a
> better
> > > > > trader!!!
> > > > > > > So you think you are miles ahead just because you know
> how
> > to
> > > > > draw a
> > > > > > lines
> > > > > > > rather than a system trader who write a few hundred lines
> of
> > > > > codes.
> > > > > > > NONE OF THE ABOVE WILL MAKE YOU A GOOD TRADER
> > > > > > > YOU WILL ONLY BECOME A GOOD TRADER IF YOU KNOW YOUSELF.
> > > > > > >
> > > > > > > I'LL KEEP THIS IN A SAFE PLACE AND USE IT AS A REPLY WHEN
> > YOU ASK
> > > > > > SOMEONE TO
> > > > > > > THROW YOU A BONE.
> > > > > > >
> > > > > > > ________________________________
> > > > > > >
> > > > > > > From: amibroker@xxxxxxxxxxxxxxx <amibroker%
> > 40yahoogroups.com>
> > > > > [mailto:amibroker@xxxxxxxxxxxxxxx <amibroker%
> 40yahoogroups.com>]
> > > > > > > On Behalf Of sidhartha70
> > > > > > > Sent: Thursday, 31 July 2008 10:47 PM
> > > > > > > To: amibroker@xxxxxxxxxxxxxxx <amibroker%
> 40yahoogroups.com>
> > > > > > > Subject: [amibroker] Re: Anyone actually making money?
> > > > > > >
> > > > > > >
> > > > > > >
> > > > > > > Louis,
> > > > > > >
> > > > > > > Here's my tip... worth it's weight in gold. I've been
> doing
> > > > > this for
> > > > > > > a
> > > > > > > long time...
> > > > > > >
> > > > > > > Stop looking for the holy grail system... learn everything
> > > > > you can
> > > > > > > about trendlines, support & resistance and the old tape
> > > > > reading
> > > > > > > skills
> > > > > > > and you will be miles ahead of 'system developers' in
> terms
> > of
> > > > > > > actually understanding the markets and becoming a better
> > > > > trader.
> > > > > > >
> > > > > > > Too many people spend far too much time trying to develop
> > > > > a 'system'
> > > > > > > rather than becoming a better trader.
> > > > > > >
> > > > > > > --- In amibroker@xxxxxxxxxxxxxxx <amibroker%
> > 40yahoogroups.com>
> > > > > > > <mailto:amibroker%40yahoogroups.com <amibroker%
> > 2540yahoogroups.com>>
> > > > , "Louis P." <rockprog80@>
> > > > > wrote:
> > > > > > > >
> > > > > > > > Hi,
> > > > > > > >
> > > > > > > > I was only wondering... Anyone actually making money or
> > > > > making a
> > > > > > > living
> > > > > > > > with AB and trading?
> > > > > > > >
> > > > > > > > I've been working on ideas and plans for over 7 months
> now
> > > > > and
> > > > > > > didn't find
> > > > > > > > anything convincing yet. I've been searching daily data,
> > > > > then
> > > > > > > hourly,
> > > > > > > > 15-minute and now I am into 1-minute data and nothing
> > seems
> > > > > > > satisfying.
> > > > > > > > Been searching RSI, MFI, ADX, MA, HHV, LLV... nothing
> > seems
> > > > > to
> > > > > > > work.
> > > > > > > >
> > > > > > > > So... Anyone is making consistent money with this, and
> if
> > > > > so, at
> > > > > > > which
> > > > > > > > timeframe and how do you do it?
> > > > > > > >
> > > > > > > > I'm beginning to think about switching to tick
> database;
> > it
> > > > > seems
> > > > > > > even
> > > > > > > > 1-minute is too slow for intraday trading. Anyone making
> > > > > money
> > > > > > > with
> > > > > > > > 1-minute?
> > > > > > > >
> > > > > > > > Thanks,
> > > > > > > >
> > > > > > > > Louis
> > > > > > > >
> > > > > > >
> > > > > >
> > > > >
> > > >
> > > > 
> > > >
> > >
> >
>



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