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



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Oh, I forgot. Sorry about that, Jayson. I was recently in communication with Notis about another issue, and he told me there has been a problem with his server lately. So, I think the site is temporily down. I'll ask him when it will be up and running again. Al Venosa >From: "Jayson" >Reply-To: amibroker@xxxxxxxxxxxxxxx >To: >Subject: RE: Stock Selection was: [amibroker] Re: NDX / QQQ - Can it be traded ? >Date: Thu, 6 Feb 2003 13:54:06 -0500 > >Al, >I tried the link but it appears to be dead. A goggle search also failed. >Have you visited this site recently? > >Jayson >-----Original Message----- >From: Al Venosa [mailto:avcinci@xxxxxxxxxxx] >Sent: Thursday, February 06, 2003 1:44 PM >To: amibroker@xxxxxxxxxxxxxxx >Subject: Re: Stock Selection was: [amibroker] Re: NDX / QQQ - Can it be >traded ? > > >Fred, > >Steve Notis sells a trading software called Powerkit >(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. > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > 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! 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