[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

RE: Stock Selection was: [amibroker] Re: NDX / QQQ - Can it be traded ?



PureBytes Links

Trading Reference Links




<FONT face=Tahoma color=#ff0000 
size=2>Fred,
<FONT face=Tahoma color=#ff0000 
size=2> 
can 
you point me to where your MAR, CAR, etc are defined?  As to DD's there are 
2 provided by the optimizer: system and max system which one are you 
referring to?
<FONT face=Tahoma color=#ff0000 
size=2> 
As to 
optimizing: what if you've got more than 2 variables (say 5 or 6) and were 
interesting in using that contour plot so you can see the best peaks and miss 
the canyons. The contour plot (as I remember) allows only 2 variables so how do 
you use it? IOW which 2 params would you pick?
<FONT face=Tahoma color=#ff0000 
size=2> 
<FONT face=Tahoma color=#ff0000 
size=2>TIA
<FONT face=Tahoma color=#ff0000 
size=2> 
<FONT face=Tahoma color=#ff0000 
size=2>d

  
  <FONT 
  face=Tahoma size=2>-----Original Message-----From: Fred 
  <fctonetti@xxxxxxxxx> [mailto:fctonetti@xxxxxxxxx] Sent: 
  Thursday, February 06, 2003 1:54 PMTo: 
  amibroker@xxxxxxxxxxxxxxxSubject: Stock Selection was: [amibroker] 
  Re: NDX / QQQ - Can it be traded ?Al,Although 
  I won't disagree with this approach as I've used it myself, I will also 
  tell you that it does have the potential for missing the most robust 
  area.  If for example in using the 25 to 200 by 25 apporach it 
  turns up 100 as having the best results one would then be tempted to 
  optimize from 75 to 125 by some smaller increment say 5.  However 
  because of the span of the original increment ( 25 ) the most robust area 
  may in fact be "hiding" between 53 and 71 which of course gets totally 
  missed.  These things become a tradeoff between available computer 
  time and other priorities, but I will tell you I do upon occasion set 
  up optimizations in the evening knowing that they won't finish until 
  the following morning.  Fred--- In 
  amibroker@xxxxxxxxxxxxxxx, "Al Venosa" <avcinci@xxxx> wrote:> 
  Post 
  AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx (Web page: <A 
  href="">http://groups.yahoo.com/group/amiquote/messages/)Check 
  group FAQ at: <A 
  href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html 
  Your use of Yahoo! Groups is subject to the <A 
  href="">Yahoo! Terms of Service. 







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.