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RE: [amibroker] Re: Help - Unrealistic Results (for Stewart)



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No 
worries... we are all just trying to help and we don't expect you to divulge 
your system... especially one that looks that good!
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The 
problem is that it is hard to debug a problem when the system supplied isn't the 
same system that produced the results supplied.
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As you 
can see from the other posts, several of us ran your system, either on our own 
basket(s) of stocks or your specific stocks and (I think) we all got negative 
returns.   There must be some sort of "future leak" involved in one or 
more of your settings.   As you can see in your results, every trade 
lasted exactly one day... highly suspicious and possibly suggesting future leak 
somewhere.
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I'll 
have a closer look later today and I think others are looking as 
well.
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The 
system you supplied was set up for optimisation.  Your performance figures 
were based on only one set of parameters derived from your optimisation.  
It would be a HUGE benefit to anyone trying to help you to know exactly which 
stop parameters were used to derive the spectacular results.
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<FONT face=Arial color=#0000ff 
size=2>Cheers
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<BLOCKQUOTE 
>
  <FONT face="Times New Roman" 
  size=2>-----Original Message-----From: Stewart 
  [mailto:stewart@xxxxxxxxxxxxxxxx]Sent: Saturday, April 19, 2003 
  6:19 PMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: 
  [amibroker] Re: Help - Unrealistic Results
  Chuck (and Anyone Else that 
  missunderstood),
   
  I sincerely apologize if my post was misleading. 
  My original message did say "similiar", and I assumed the people helping had 
  seen that. I've been following this group for awhile (although silently until 
  fairly recently), and it seems fairly common not to divulge the system 
  specifics when trying to debug something. Having said that, my actual system 
  was almost exactly as my example, however, the prices were actual composite 
  prices that I built (e.g. Close of MSFT + Close of Cisco)/2. I am fairly 
  certain that the issue isn't with the system conditions, but with the stop or 
  other system settings, which is what I was trying to 
  highlight.
   
  Regards,
   
  Stewart
   
   
  <BLOCKQUOTE 
  >
    ----- Original Message ----- 
    <DIV 
    >From: 
    <A title=chuck_rademacher@xxxxxxxxxx 
    href="">Chuck Rademacher 
    To: <A title=amibroker@xxxxxxxxxxxxxxx 
    href="">amibroker@xxxxxxxxxxxxxxx 
    Sent: Saturday, April 19, 2003 9:45 
    PM
    Subject: RE: [amibroker] Re: Help - 
    Unrealistic Results
    
    <FONT face=Arial color=#0000ff 
    size=2>Like a lot of people on this board, I spent some time looking at this 
    particular post in an effort to help someone with a 
    problem.
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    <FONT face=Arial color=#0000ff 
    size=2>Also, like a lot of others, I found that the system (as presented) 
    lost money no matter which stocks I tested it on.
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    <FONT face=Arial color=#0000ff 
    size=2>Then... we get a message that the system (as presented) was only 
    "similar" to the one with the problem.
    <FONT face=Arial color=#0000ff 
    size=2> 
    <FONT face=Arial color=#0000ff 
    size=2>It's one thing to not divulge a good system to the 
    group and another to let us waste our time debugging a non-existent 
    system.
    <FONT face=Arial color=#0000ff 
    size=2> 
    <FONT face=Arial color=#0000ff 
    size=2>The original post did say it was "similar", so I'll confess to 
    reading too much into it.Send BUG REPORTS to 
    bugs@xxxxxxxxxxxxxSend SUGGESTIONS to 
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