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Anyone testing for Nasdaq trading. The results I am getting for one
system are different for the index versus the participation units vs.
the Nasdaq 100.
Any thoughts here ??
Sam
--- In amibroker@xxxx, "samgrayy" <samgrayy@xxxx> wrote:
> --- In amibroker@xxxx, "nkis22" <nkishor@xxxx> wrote:
> > Sam, that shows that stocks have their own personalities. I also
> > found that systems are peculiar to individual stocks. I think this
> > happens because the professional and daytraders that follow
> > that stock have adapted to a certain kind of behavior for that
> > stock.
> >
> > nand
> >
> >
>
> So what does one do ?? find all the stocks where this system
produces
> good returns and try it. I just ran it on AMZN and the returns were
> nothing short of outstanding .. Max drawdown was too high (36%) for
my
> own liking. but the annual returns were in the 40% range. (btw this
is
> the stochastic system posted on this board). The magic is filtering
> for rising markets (I am using the macd()) and also using the
correct
> profit target and trailing stops).
>
> I have also to decide on when the system appears to stop working
> (number of consecutive losses or other criteria).
>
> I am just looking in awe on the (past) returns and saying it is
worth
> a shot. That is if the market for these stocks maintains its
character
> as you have stated.
>
> Profitable trading to all..
> Sam
>
>
>
>
> >
> >
> > --- In amibroker@xxxx, "samgrayy" <samgrayy@xxxx> wrote:
> > > Hi ..
> > >
> > > I am trying to experiment with various systems. One of the
things
> I
> > > was working with is optimizing the parameters of a Stochastics
> > > crossover. I filter that further by using something like the
MACD
> > rate
> > > of change.
> > >
> > > This seems to work for the Nasdaq ($COMPQ). Works very well for
a
> > > stock like BLDP (very volatile). The same system exhibits a
> > negative
> > > return for a Dow stock and behaves poorly for a name like CSCO.
> > > Although I would imagine that an individual stock like CSCO to
be
> > more
> > > volatile than the index.
> > >
> > > Obviously there something good about this system. It could be
the
> > > volatility or something else. It works well for too many stocks
to
> > > ignore.
> > >
> > > Any thoughts ??
> > > Sam
> > > (Chasing after the elusive profitable system).
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