|
PureBytes Links
Trading Reference Links
|
You are obviously annoyed that I dare question the reasoning for your
posting results without an indication of the type of formula used.
I have found this board to be extremely helpful and open, and am
interested in the strategy you combined to achieve these impressive
results.
Thanks for showing us it can be done.
Jim
--- In amibroker@xxxxxxxxxxxxxxx, "Fred <fctonetti@xxxx>"
<fctonetti@xxxx> wrote:
> Really ? What was the last piece of AA code that you saw posted
that
> worked i.e. had a MAR (CAR / MDD) of > 5 or 10 and that covered
> enough time to have at least a hundred trades.
>
> I've seen some that was posted that worked for the last week or
month
> or maybe even as far back as the beginning of the bear market but I
> have yet to see anyone post anything that works in good markets and
> bad.
>
> Why did I post the results ? Maybe just to provide some incentive
> that it could be done. This particular system may be mildly clever
> but it is not complex. IMHO most things that work usually aren't
> complex.
>
> I sincerely apologize if I have missed something here.
> Regards
> Fred
>
> --- In amibroker@xxxxxxxxxxxxxxx, "jnk1997 <jnk1997@xxxx>"
> <jnk1997@xxxx> wrote:
> > Fred,
> >
> > I may have missed something here, but did you post your AFL
formula
> > for this trading?
> > If not, what was the purpose of posting these results?
> > Most contributors here include their formula for the group. I
have
> > rarely seen "teaser" results posted without formulas.
> > Seems like a waste of bandwith on this site.
> >
> > I sincerely apologize if I have missed something here.
> > Regards
> > Jim
> >
> >
> >
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred <fctonetti@xxxx>"
> > <fctonetti@xxxx> wrote:
> > > Rick,
> > >
> > > Reread the previous posts ... The system trades at the close
and
> > has
> > > no stops therefore intraday activity is a non issue. It was
> > written
> > > to be tested on NDX as QQQ has insufficient history IMHO.
> > >
> > > FT
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Rick Parsons"
> <RickParsons@xxxx>
> > > wrote:
> > > > NDX / QQQ - Can it be traded ?Sorry, I came in late to this
> > > conversation. The discussion is on QQQ's which currently trade
> > > around 24.50. Why the first entry price of 1,364? Are you
using
> > the
> > > $NDX?
> > > >
> > > > I am not sure if Al's concern about entry and exits on the
same
> > day
> > > using EOD data have been answered. Has this been tested on
> > intraday
> > > data?
> > > >
> > > > Thanks,
> > > >
> > > > Rick
> > > > No trees were killed in the sending of this message. However
a
> > > large number of electrons were terribly inconvenienced.
> > > >
> > > > -----Original Message-----
> > > > From: Fred Tonetti [mailto:ftonetti@x...]
> > > > Sent: Monday, February 03, 2003 9:00 PM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] NDX / QQQ - Can it be traded ?
> > > >
> > > >
> > > > Herman,
> > > >
> > > > I don't really agree with you but such is …
> > > >
> > > > Here again the system really should be reoptimized with
these
> > > settings …
> > > >
> > > > But to humor you attached is the same system w/0.5%
> commissions
> > > not reoptimized.
> > > >
> > > > I added in Entry/Exit prices so you can do whatever other
> math
> > > you'd like in Excel …
> > > >
> > > > <<...>>
> > > >
> > > >
> > > > Yahoo! Groups Sponsor
> > > > ADVERTISEMENT
> > > >
> > > >
> > > >
> > > >
> > > > Post AmiQuote-related messages ONLY to:
> > amiquote@xxxxxxxxxxxxxxx
> > > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)
> > > >
> > > > Check group FAQ at:
> > > http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > > >
> > > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > > Service.
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|