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<SPAN
class=073355218-06022003>Al,
I
tried the link but it appears to be dead. A goggle search also failed. Have you
visited this site recently?
Jayson
<FONT face=Tahoma
size=2>-----Original Message-----From: Al Venosa
[mailto:avcinci@xxxxxxxxxxx]Sent: Thursday, February 06, 2003 1:44
PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: Stock
Selection was: [amibroker] Re: NDX / QQQ - Can it be traded
?
Fred,
Steve Notis sells a trading software called Powerkit (<A
href="">www.byte-research.com). At that site,
you can download the user manual for free. In that manual, he discusses
optimization in great detail, so you don't need to buy the TASC article. I
believe he may even have a discussion of this topic on his web site.
Al Venosa
>From: "Fred "
>Reply-To: amibroker@xxxxxxxxxxxxxxx
>To: amibroker@xxxxxxxxxxxxxxx
>Subject: Stock Selection was: [amibroker] Re: NDX / QQQ - Can it
be traded ?
>Date: Thu, 06 Feb 2003 18:35:59 -0000
>
>Jayson,
>
>Here's the article. Unfortunately TASC wants to charge for
>everything they ever printed these days.
>
>http://store.traders.com/v15261aryour.html
>
>It begins ...
>
>Are Your Profits Robust? by Steve Notis
>
>Your trading system probably has a set of parameters you think
are
>the most profitable. But is it the most consistent? Here's a
>technique to find the most robust set that will give you regular
>profits.
>
>For those who use trading systems, the most important concern
should
>not be to find parameters that yield the greatest profit; rather,
it
>should be to find the most robust parameters. Anyone can tweak a
>system until it shows startling results, but unless those
parameters
>are robust, they will not hold up in real-world trading.
>
>Several testing methods can be used to increase a system's
>robustness. The first, and simplest, is to test over long
periods.
>This assures that the test includes a variety of market
conditions.
>The second method is the walk-forward, or blind, data test. This
>typically consists of optimizing trading parameters over a long
>period, but stopping short of the present. Finally, the best
>parameters are tested over the remaining, nonoptimized, data.
This is
>also referred to as walk-forward, blind, virgin, out-of-sample,
and
>it has even been referred to as real-time testing.
>
>If the optimized parameters work well over the blind data, then
it
>can be argued that the parameters are robust and likely to
continue
>to work for some time into the future. Since the final test is
run
>without the benefit of hindsight or optimization, it's as close
to
>real trading as you can simulate with historical data. However,
don't
>assume that the most profitable parameters are the best
parameters -
>meaning those that will be the most profitable in the future.
>
>The rest costs $3.95 if you don't have old issues at home
already.
>It's worth a read.
>
>--- In amibroker@xxxxxxxxxxxxxxx, "Fred "
> wrote:
> > Jayson,
> >
> > That's exactly the point I was trying to make ...
> >
> > In the example you used and my comments of that example the
>parameter
> > value of 100 may be the best value using increments are 25,
but it
>is
> > invisibly a much tighter fit then 91 is. The reason for
this is
>that
> > next to 100 is a performance canyon at 102 where the DD's
skyrocket
> > but surrounding 91 are 10 points on either side i.e. 81
through 101
> > where similar results are achieved.
> >
> > This kind of situation where performance canyons occur next
to some
> > parameter value are common in system development and
testing making
> > the most robust values in the middle of the range where
similar
>MAR's
> > are as opposed to maybe where the highest CAR or MAR
occurs. The
> > idea behind system development and optimization of course
is to
>give
> > the system the highest chance of success going forward as
opposed
>to
> > having bragging rights looking backward. There was a good
article
> > about this in TASC a few years ago which I'll try and find
the
> > reference for if you are interested.
> >
> > I think Herman did a prestation on this and included a
usable Excel
> > spreadsheet in the files area and although I personally
don't think
> > it goes far enough because it only looks at CAR, I do think
it's in
> > the correct direction.
> >
> > Fred
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson"
wrote:
> > > Again Fred, it seems to me that what you are
accomplishing is a
> > fit. Going
> > > forward will this extremely fine tune hold true? As a
strong
> > proponent of
> > > system trading you are probably in a better position
to answer
>that
> > question
> > > but to me robustness is a measure of how widely the
the stock (s)
> > may vary
> > > from the optimized sweet spot and still remain
consistently
> > profitable. The
> > > one constant in the stock market is that it is not
constant. For
>a
> > system to
> > > perform as expected going forward it seems to me that
the system
> > must be
> > > flexible. Optimizing to such tight tolerances makes
that goal
> > challenging.
> > >
> > > Jayson
> > > -----Original Message-----
> > > From: Fred [mailto:fctonetti@xxxx]
> > > Sent: Thursday, February 06, 2003 12:44 PM
> > > To: amibroker@xxxxxxxxxxxxxxx
> > > Subject: Stock Selection was: [amibroker] Re: NDX /
QQQ - Can it
>be
> > traded ?
> > >
> > >
> > > Jayson,
> > >
> > > Using your example ...
> > >
> > > Wouldn't you consider it more appropriate to optimize
in steps of
> > one
> > > and plot the results looking at the CAR & MDD's or
some
>combination
> > > of those such as MAR = CAR / MDD and see where the
most stable or
> > > robust area of MAR is for the parameters in play.
> > >
> > > For example lets assume that you first optimize by 25
and find the
> > > best MAR is at 100.
> > >
> > > And lets assume that you optimize again by 1 and find
out the
>range
> > > between 81 and 101 is all pretty much the same but
that at 74 the
> > CAR
> > > goes way down and at 102 the DD's go way up. Are you
really
>going
> > to
> > > use 100 as the final value ? or the midpoint between
81 and 101
>i.e
> > > what I would consider to be the more robust setting.
> > >
> > > Fred
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "Jayson"
wrote:
> > > > Ken,
> > > >
> > > > Example: lets say one of your optimizations is
the length of a
> > > given MA. If
> > > > your range is set from 20-200 with steps of 1
then the
> > optimization
> > > will be
> > > > lengthy and what you will have accomplished is a
tight curve
>fit
> > of
> > > the Ma
> > > > that historically worked on this basket over this
time frame.
>The
> > > result may
> > > > very well not work as well in RT . On the other
hand lets say
>you
> > > are
> > > > optimizing the same MA, 1-200 but instead of
increments of 1 you
> > > use steps
> > > > of 25. This may offer a better representation
since it does not
> > > necessarily
> > > > curve to fit 1 or a few very good trades but
instead may
>capture a
> > > greater
> > > > percentage of good or bad trades.....
> > > >
> > > > Jayson
> > > > -----Original Message-----
> > > > From: Ken Close [mailto:closeks@xxxx]
> > > > Sent: Thursday, February 06, 2003 11:55 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: RE: Stock Selection was: [amibroker] Re:
NDX / QQQ -
>Can
> > > it be
> > > > traded ?
> > > >
> > > >
> > > > Well, I almost did not respond (although thanks
for writing).
>I
> > am
> > > not
> > > > concerned with the price factors etc.
> > > >
> > > >
> > > >
> > > > This is the thing I am concerned with. I hear
your other
>emphasis
> > > and am
> > > > taking care of that. The following is the area my
previous post
> > > referred
> > > > to.
> > > >
> > > >
> > > >
> > > > "The challenge is to find a good range of
settings with out
> > risking
> > > a curve
> > > > fit, other wise the system will not likely trade
in the same
> > manner
> > > as it
> > > > tests."
> > > >
> > > >
> > > >
> > > > Any further comments on this one aspect of your
reply???
> > > >
> > > >
> > > >
> > > > Anyone else???
> > > >
> > > >
> > > >
> > > > Ken
> > > >
> > > >
> > > >
> > > >
> > > >
> > > > -----Original Message-----
> > > > From: Jayson [mailto:jcasavant@xxxx]
> > > > Sent: Thursday, February 06, 2003 11:41 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: RE: Stock Selection was: [amibroker] Re:
NDX / QQQ -
>Can
> > > it be
> > > > traded ?
> > > >
> > > >
> > > >
> > > > Apples and Oranges Ken. Perhaps we can make a
Nectarine! If you
> > > choose a
> > > > basket of stocks based on a given criteria then
testing that
> > basket
> > > over 10
> > > > years may well hold no significance. Lets use a
simple filter.
> > > >
> > > >
> > > >
> > > > C>10;
> > > >
> > > > ma(v,50)>100000;
> > > >
> > > >
> > > >
> > > > Lets consider that this is the criteria for our
initial
> > > scan/selection.
> > > > Where were the conditions 1-2-5-10 years ago? If
the conditions
> > > were not met
> > > > just 1 year ago would we have selected the stock
for use in our
> > > system? If
> > > > not then what is the value of testing its results
2-5-10 years
> > ago?
> > > With
> > > > this approach you would need to test that the
conditions were in
> > > fact met X
> > > > years ago then test forward using your selection
criteria to
>exit
> > > when
> > > > necessary. This insures that you would not be
testing stocks
>that
> > > in RT you
> > > > would have no intention of trading.
> > > >
> > > >
> > > >
> > > > You may wish to be careful with your
Optimization. The
>challenge
> > is
> > > to find
> > > > a good range of settings with out risking a curve
fit, other
>wise
> > > the system
> > > > will not likely trade in the same manner as it
tests.
> > > >
> > > >
> > > >
> > > > Jayson
> > > >
> > > >
> > > >
> > > > -----Original Message-----
> > > > From: Ken Close [mailto:closeks@xxxx]
> > > > Sent: Thursday, February 06, 2003 11:10 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: RE: Stock Selection was: [amibroker] Re:
NDX / QQQ -
>Can
> > > it be
> > > > traded ?
> > > >
> > > > Jayson: your advice is very good as well as
comprehensive..I am
> > > still left
> > > > unsettled as to my approach.
> > > >
> > > >
> > > >
> > > > Lets say my indicator/system is relatively short
term in nature
> > > (lookbacks
> > > > are somewhat short). But, I want to employ some
of the
>principles
> > > that Fred
> > > > talked about namely to be sure I optimize over a
long period so
> > > various
> > > > market conditions are captured). [I know the
argument that the
> > > nature of
> > > > the market changed on 3/1/2000 and therefore
optimizations
>should
> > > be done
> > > > after that point---I tend to want to be more
conservative and
> > > capture
> > > > conditions on both sides of the peak]. Also, a
system that
> > > optimizes to
> > > > good performance across that period seems a more
conservative
> > > and "robust"
> > > > system. Witness Freds model of results in his
"spectacular"
> > system-
> > > the
> > > > equity curve kept going up and was smooth as the
system passed
> > over
> > > > 3/1/2000,
> > > >
> > > >
> > > >
> > > > As I said previously, the optimization process is
a lengthy
>one,
> > so
> > > my
> > > > approach is to do all of what you said below in
other scans (I
> > pull
> > > out of
> > > > TC2000 many of the conditions you talk about
below). This is my
> > > selection
> > > > watchlist. Then, I do not want to / can not take
the time to
>run
> > > > optimizations on 300 or 800 stocks so I want a
screening
>approach
> > > that has a
> > > > good probability of finding stocks that
"resonate" with my
>system.
> > > Then, I
> > > > will optimize these stocks.
> > > >
> > > >
> > > >
> > > > I still have to try DTs approach and probably
alter it to
>conform
> > a
> > > little
> > > > more closely with my system. Another approach is
that if I have
> > > for example
> > > > some trigger levels in my model...while these
might optimize
>out
> > to
> > > extremes
> > > > for individual members (think about RSI crossing
30 and 70),
>then
> > my
> > > > screening formula might set a standard trigger of
crossing 50
> > > either way.
> > > > Stocks that do "well" against the 50/50 cross
should do better
> > when
> > > > optimized to exact levels. Stocks that do poorly
against the
> > 50/50
> > > cross
> > > > will still do poorly when optimized. Don't you
think this is a
> > > correct way
> > > > of looking at it?
> > > >
> > > >
> > > >
> > > > Thanks for the help. Any further comments on the
above point?
> > > >
> > > >
> > > >
> > > > Ken
> > > >
> > > >
> > > >
> > > > -----Original Message-----
> > > > From: Jayson [mailto:jcasavant@xxxx]
> > > > Sent: Thursday, February 06, 2003 10:24 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: Stock Selection was: [amibroker] Re: NDX
/ QQQ - Can
>it
> > be
> > > traded ?
> > > >
> > > >
> > > >
> > > > Ken,
> > > >
> > > > I agree with Dimitris. To select a basket of
stocks you must
>first
> > > select an
> > > > indicator or method/style to trade them with. If
your
>System/style
> > > is trend
> > > > following then selecting a basket that trends
strongly (up or
> > > down) is
> > > > critical. The indicators that you read that tend
to behave for
> > > trending
> > > > conditions tend to fail miserably in
consolidations. The
>reverse
> > is
> > > true for
> > > > Rolling stocks. You can use simple methods to
begin the process
> > > such as 20
> > > > and 50 ma or slope of either. Many use a floor of
price such as
> > > c>10 or 15
> > > > or whatever. Volume is certainly a major
consideration since
> > without
> > > > liquidity the trade may be too challenging.
Volatility is also
> > > something to
> > > > consider and to compare to your trading style. Do
you (can you)
> > > stomach the
> > > > wild rides of stock like BEAS whose current ATR
is >7% of the
> > > current price
> > > > (today moved nearly 8% on the open!!) or are you
more
>comfortable
> > > trading in
> > > > the 3-5% range? Some like to add fundamental
criteria. Though
>not
> > > easily
> > > > accomplished within AB there are data suppliers
(QP and TC2000
>to
> > > name a
> > > > few) that make such an initial screen very easy.
Add your own
> > > criteria to
> > > > pare down your initial universe to a more
workable number. A
>lot
> > of
> > > my work
> > > > revolves around Sector Rotation. Determining
where the money is
> > > flowing in
> > > > or out can help you to further refine your list.
I think Ara is
> > > also working
> > > > in this area and may wish to add some of his
thoughts.
> > > >
> > > >
> > > >
> > > > IMO this type of selection process offers insight
into what is
> > most
> > > likely
> > > > to work in the short term. Testing a basket
selection using this
> > > type of
> > > > approach over a long period (years) may not yield
the desired
> > > results
> > > > because the above criteria is constantly in
motion. However if
>you
> > > find that
> > > > your system or approach tends to work well under
those
>conditions
> > > then
> > > > choosing stocks that meet a given criteria can
yield impressive
> > > results.
> > > > Consider this a method of optimizing. Instead of
optimizing the
> > > settings in
> > > > a group of indicators so that the results test
well on a given
>set
> > > of
> > > > stocks, over a given time frame you are instead
selecting a
>given
> > > universe
> > > > that tends to do well with a given set if
indicators.
> > > >
> > > >
> > > >
> > > > Regards,
> > > >
> > > >
> > > >
> > > > Jayson
> > > >
> > > > -----Original Message-----
> > > > From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxx]
> > > > Sent: Thursday, February 06, 2003 5:50 AM
> > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > Subject: [amibroker] Re: NDX / QQQ - Can it be
traded ?
> > > >
> > > > Ken,
> > > > I will try to describe an objective method I
often use to select
> > > > stocks.
> > > > First of all it depends on the indicator/system
you use [since I
> > > have
> > > > not yet any ...holy grail available]
> > > > Let us suppose you want to use the smoothed
MeanRSI as a general
> > > > indicator and you want to find "good"
applications.
> > > > The DEMA(MeanRSI,45) is a quite smooth and
descriptive
>oscillator
> > > for
> > > > ^NDX market.
> > > > If you could buy at troughs and sell at peaks
[with some zig
> > period
> > > > around 20] you would have one of the best
> > > > performances for this Market indicator. Does it
suites to ANY
> > stock?
> > > > Certainly not.
> > > > Run the
> > > >
> > > >
f=Foreign("~SUMRSI","C")/Foreign("~COUNT","V");F=DEMA
>(F,45);z=20;
> > > > Buy=TroughBars(f,z)==0;Sell=PeakBars(f,z)
>==0;Short=Sell;Cover=Buy;
> > > >
> > > > from, say, May1, 2000 till now and see the top
gainers [NTAP,
> > JNPR,
> > > > CIEN etc] and the top loosers [FHCC, PDCO, ESRX
etc]
> > > > Since Peak/Trough system is, as you know,
unrealistic, try to
> > > replace
> > > > it with a closest approximation.
> > > > For smoothed oscillators a 2-level system is
really interesting.
> > > > Try something like
> > > >
> > > > f=Foreign("~SUMRSI","C")/Foreign("~COUNT","V");
> > > > X=45;//Optimize("X",45,35,50,5);
> > > > F=DEMA(F,X);
> > > > x1=Optimize("X1",42,38,44,1);//buy level
> > > > x2=Optimize("X2",56,55,60,1);//sell level
> > > > b1=Cross(f,x1);b2=Cross(x1,f);//no need to be
fanatic with the
> > type
> > > > of cross, the system knows better
> > > > s1=Cross(f,x2);s2=Cross(x2,f);
> > > > nb=Optimize("nb",1,1,2,1);
> > > > ns=Optimize("ns",1,1,2,1);
> > > > nSH=Optimize("nSH",1,1,2,1);
> > > > nCO=Optimize("nCO",2,1,2,1);
> > > > Buy=IIf(nb==1,b1,b2);Sell=IIf(ns==1,s1,s2);
> > > > Buy=ExRem(Buy,Sell);Sell=ExRem(Sell,Buy);
> > > > Short=IIf(nSH==1,s1,s2);Cover=IIf(nCO==1,b1,b2);
> > > > Short=ExRem(Short,Cover);Cover=ExRem(Cover,Short
> > > >
> > > > The good performance of JNPR in the theoretical
Peak/Trough
> > project
> > > > [around +1000% with 4/4/0 success]
> > > > leaves room for good optimization results
> > > > [sometimes better than the "ideal" model: there
are MANY
> > > combinations
> > > > better than +1000% for JNPR]
> > > > The bad performance of ESRX means that this stock
need some
>other
> > > > treatment.
> > > > The same optimization confirms the ESRX
conclusion : It is
>better
> > > not
> > > > to trade this stock, since the most profitable
combination
> > > > is the 0 trades !
> > > > Of course, this method is not always accurate,
but it gives good
> > > > advices for the first selection.
> > > > Besides that, I have met many times JNPR and RFMD
in the 4-digit
> > > > profitable stocks, my experience is not great, I
come back to
> > basics
> > > > [CSCO 70% and BEAS 30%] quickly, I feel more safe
there, but,
>it
> > is
> > > a
> > > > matter of taste [crude oil and copper futures are
also
> > interesting,
> > > > but let us talk for stocks in this group]
> > > > Does it help ?
> > > > Dimitris
> > > > --- In amibroker@xxxxxxxxxxxxxxx, "Ken Close"
> > wrote:
> > > > > DT: can you name some additional symbols,
besides CSCO and
>BEAS,
> > > > with
> > > > > which you have seen similar success. Thanks
for sharing your
> > > > > experience.
> > > > >
> > > > > Ken
> > > > >
> > > > > -----Original Message-----
> > > > > From: DIMITRIS TSOKAKIS
[mailto:TSOKAKIS@xxxx]
> > > > >
> > > > > Sent: Tuesday, February 04, 2003 3:38 AM
> > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > Subject: [amibroker] Re: NDX / QQQ - Can it
be traded ?
> > > > >
> > > > > Herman,
> > > > > An annual system % return 100%-120% is
reasonable for many QQQ
> > > > > systems from Jan2000 till now.
> > > > > [Suppose always buy, sell, short, cover at
+1Open, 0.5%
> > commission
> > > > > and disabled stops]
> > > > > I would be surprised indeed to see a double
return.
> > > > > Above 200%-250% we may find some other
popular stocks, but
>not
> > > > QQQ,
> > > > > AFAIK.
> > > > > I come to believe there are some
"functional" limitations for
> > QQQ
> > > > > curve to exceed the annual 150%.
> > > > > This conclusion is after MANY tests for
various trading
>systems,
> > > > > optimised or not.
> > > > > This is a reason I prefer CSCO or BEAS for
example, their
>curves
> > > > are
> > > > > more "profitable" and more flexible.
> > > > > Of course I [almost] always speak for medium
speed systems
>[not
> > > > more
> > > > > than 6 trades per year]
> > > > > It is more than 8 months I did not trade a
single QQQ share, I
> > > > would
> > > > > be glad to come back to my old favorite, but
for a better than
> > > 180%
> > > > > annual return.
> > > > > This is my experience, I hope it hepls
somehow...
> > > > > Dimitris
> > > > > --- In amibroker@xxxxxxxxxxxxxxx, "Herman
van den Bergen"
> > > > > wrote:
> > > > > > Well Fred, the real values to use when
estimating whether a
> > > > trading
> > > > > system
> > > > > > is practical have never been answered
on this list. You are
>a
> > > > > trader, I am
> > > > > > still mostly a tinkerer, so I respect
your opinion. As a
>rule
> > I
> > > > > discard
> > > > > > systems that do not survive my "acid
test" of 0.5%. This
> > allows
> > > > my
> > > > > to fumble
> > > > > > placing the trade, allows for some
over-optimization,
> > slippage,
> > > > > slow data,
> > > > > > and even for some commission.
> > > > > >
> > > > > > There ought to be a formula based on
parameters like volume,
> > > > > volatility and
> > > > > > price, to gives us a working estimate.
Places that have
>lots
> > of
> > > > > trading
> > > > > > histories could crunch that out in
seconds. Would be
> > interesting
> > > > to
> > > > > have a
> > > > > > poll on this.
> > > > > >
> > > > > > Herman.
> > > > > >
> > > > > > -----Original Message-----
> > > > > > From: Fred
[mailto:fctonetti@xxxx]
> > > > > > Sent: Monday, February 03, 2003 4:03 PM
> > > > > > To: amibroker@xxxxxxxxxxxxxxx
> > > > > > Subject: [amibroker] Re: NDX / QQQ -
Can it be traded ?
> > > > > >
> > > > > >
> > > > > > Herman,
> > > > > >
> > > > > > Let's use today as an example and
assume you are going to
> > > trade
> > > > > QQQ
> > > > > > after you make a decision on where NDX
closes ...
> > > > > >
> > > > > > At 4:00 PM QQQ was as at 24.50
> > > > > >
> > > > > > Between there and 4:15 QQQ got as high
as 24.54 and as
>low
> > as
> > > > > 24.48
> > > > > > or 0.16% over and 0.08% under as
EXTREMES.
> > > > > >
> > > > > > Thomas,
> > > > > >
> > > > > > I'm not quite ready to toss it on the
scrap heap yet. I
> > just
> > > > > started
> > > > > > playing with it.
> > > > > >
> > > > > >
> > > > > >
> > > > > >
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