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G'day,
Thomas.
<FONT face=Arial color=#0000ff
size=2>
I get
asked that question all the time. My answer is "How do I know if a
stock is going to be traded by my system unless I include
it?".
<FONT face=Arial color=#0000ff
size=2>
Let's
say that I only want to trade stocks that are over $10. So, I make a
watchlist of such stocks and end up with (say) 4,000 that were over
$10 at some point in the last ten years. If I want to
change the filter to be $9 or $11 instead of $10, I have to create a new watch
list, using the 13,500 stocks in my entire universe to make the watchlist.
<FONT face=Arial color=#0000ff
size=2>
The
same applies to other technical indicators. Let's say that I'm using RSI
and I want to sell if RSI goes above 90. So, I exclude all the
stocks where the RSI never went above 90 and make a watchlist. If I
want to change the sell signal to 85 instead of 90, I have to make a new
watchlist.
<FONT face=Arial color=#0000ff
size=2>
I know
that most people work this way. They make a watch list of stocks
that meet their criteria based on current prices, fundamentals,
etc.
<FONT face=Arial color=#0000ff
size=2>
This
concept would work really well if you trade stocks backwards in
time. If 2002 came after 2003 and 2001 came after 2002,
etc. Most people doing backtesting seem to want to make a
watchlist based on something in the data or on the chart today. They
then will backtest their system over ten years of data based on stocks that meet
some criteria today. S&P 500 constituents today or NASDAQ
100 consituents today. Why not use the constituent list at the
beginning of the period, not the end?
<FONT face=Arial color=#0000ff
size=2>
It
would seem to me that the criteria for selection should have been made based on
data and/or chart appearance ten years ago... not today. Better yet,
why not base the selection criteria on these conditions in
real-time?
<FONT face=Arial color=#0000ff
size=2>
<FONT face=Arial color=#0000ff
size=2>Hence... I pass EVERY stock through all of my systems every time I want
to backtest a new system idea. I let the systems do all of the
selecting, in real-time (albeit historical real-time). If I want to
trade only NASDAQ 100 stocks, I have a flag to tell me, for every one of the
13,500 stocks in my database, for every day it traded, if it was a NASDAQ 100
stock.
<FONT face=Arial color=#0000ff
size=2>
Just
one man's opinion. Yours could be just as valid or
better.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: tchan95014
[mailto:tchan95014@xxxxxxxxx]Sent: Sunday, April 20, 2003 2:21
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: [amibroker] Re:
Parameter selection, MCS (for Thomas)Hi,
Chuck,Thanks for a very extensive answer.One more
question:You tested your system on 13500 stocks over more than 10 years of
history and you got about 40,000 trades. This means in average there
are 3 trades per stock over 10 years period. I would guess there are
some stocks trade far more than that, hence there are many stocks
never get traded over the test history. Is this correct?If yes,
then does their inclusion in the portfolio makes any
sense?ThanksThomas--- In
amibroker@xxxxxxxxxxxxxxx, "Chuck Rademacher" <chuck_rademacher@x>
wrote:> Sorry, Thomas, I must have not been very clear in my
explanation.> > Here are my steps for parameter selection (right
or wrong):> > 1. Optimize over the entire universe
of stocks that traded between 1992> and today (13,500 stocks after
filtering for minimum price/volume). This> process is looking
for ONE parameter set across all stocks.> 2. Check for
outliers (huge profits or losses). This is more
important> for long-term systems that might have bought in 1995 and
sold and the peak> in 2000.> 3. Remove the
stocks with the largest outlier trades. In the example
I> gave, trading $10,000, I removed the stocks where single trades
generated> more than (say) $200,000. AOL, MSFT and a
few others generated more than> $1 million in profits so I don't
want those trades in my parameter> selection.> 4.
Re-optimize to get "best" parameter set over all remaining
stocks. I> don't really want to get into defining
"best" here.> 5. I might repeat steps 3 and 4 if I get a
new set of large outliers.> 6. Put the removed stocks
back into the watchlist.> 7. Run Scan to see equity curve
with or without compounding.> 8. When it comes to live
trading, my systems are looking at all stocks.> Removing stocks
from the universe was only done to achieve (IMO) better> parameter
selection.> > > While I'm at it, I may as well tell you
the steps I take to decide if the> system is even worth doing the
steps delineated above. Here is what I do> to see if
the system has any merit in the first place:> > 1.
Optimize the system over data between 1994 and 2001 (approximately)
to> find the "best" parameter set.> 2. Using that
parameter set, run the same system over data between 1992 and> 1993
as well as over the period 2002 and 2003. If the performance
looks> "almost" as good over those periods (per trade, per annum,
drawdown, etc.),> then the system (IMO) is worth more
effort.> 3. If the out-of-sample performance is not good
(definition?), I add it to> my scrap heap of thousands of other
rejected systems.> > > > You then asked about
MCS. I use Monte Carlo Simulation to see what happens>
when I trade a random selection of my buy/short signals. You may
recall an> equity curve that I posted not too long ago.
From memory, that curve> reflected the results of over 40,000
trades. The initial capital for each> trade was
$10,000. I wouldn't want to trade less than $10,000,>
particularly when I only like to trade round lots (multiple of 100
shares).> To take all of the signals generated by that system would
require about $10> million in capital, based on $10,000 initial
capital per trade. Probably> beyond the scope of most
individual traders.> > So... how do I reduce the number of
signals so that I can afford to take> every trade.
While we patiently wait for TJ to add some portfolio> management
functionality to AB, I export the trades from AB to TradeSim.>
TradeSim has full MCS capability. Someone in this group
posted references> to some other software that does MCS.>
> In any event, I can tell TradeSim that I only have $300,000 (or any
other> amount) and it will RANDOMLY select signals that it will
trade. I can tell> TradeSim to do 15,000 random selections
and it will show me the average,> best and worst case equity curves
for each of those 15,000 runs. What you> are looking
for is a fairly consistent performance, regardless of the list> of
signals accepted by TradeSim. I want to make sure you
understand the> process here. TradeSim will make a
purely random selecction of buy/short> signals in each run,
investing up to my limit of $300,000 IBM, MSFT,
AOL,> etc. might be in run number one. Any or all of those
stocks might be in> run two. You can tell TradeSim
whether or not to compound your profits> (yet another
discussion).> > The next step, of course, is to rank all signals
by something (another> discussion) and take the signals in some
sort of predetermined sequence> until your system runs out of
cash. This functionality is high on the wish> list for
TradeSim and somewhere on TJ's wish list for AB. Once we
have> that functionality, we can see if our "smart" method of
selecting which> signals to take has any value over a purely random
selection. If not...> the method for selection must not
be very smart.> > I hope that I have answered your questions and
concerns.> -----Original Message----->
From: tchan95014 [mailto:tchan95014@xxxx]> Sent: Friday,
April 18, 2003 8:04 PM> To:
amibroker@xxxxxxxxxxxxxxx> Subject: [amibroker] Re:
Compounding, etc. (for Fred)> > >
Chuck,> > The following is my understanding from
reading your posts: you test> your system on a large
universe, when you find a goog parameter set,> you then
run on the same universe to pick up the candidate to trade.>
> My question:> 1) Since you do not cut
off those losers in historical test from the> universe
(You mentioned that a stock's characteristics can change
over> time), do you still trade a certain stock when
you system picks it up> but you know from you
historical test this particular candidate lost> all the
time? (Of course, you also mention you never check what
stocks> are traded by your system, but I just want to
know your thought)> > 2) You also mention the use of
MCS, could you please elaborate on how> you use MCS to
help you on system development or whatever?> >
Thanks> > > Thomas>
> --- In amibroker@xxxxxxxxxxxxxxx, "Chuck
Rademacher"> <chuck_rademacher@x>
wrote:> > No rebuke from me. You are 100%
correct that one would tend to> either
take> > on more positions or increase the size of
positions using profits.> Either>
> of these could be called "compounding".>
>> > I just don't think that compounding has any
place in parameter> selection.> >
I've already given dozens of examples but I'll do one
more.> >> > Let's say that I
had a moving average crossover system (which I>
wouldn't> > use). Let's also assume that we are
investing $10,000 per trade> initially.>
> I optimize for one set of parameters to use on a basket of
stocks.> One set> > of parameters
generates a trade for AOL that results in a $1.5>
million> > profit for the $10,000
investment. If I then re-invest that $1.5>
million> > (in backtesting), I could end up with some
huge returns on the next> trade,>
> based on my original portfolio investment size. This
huge profit> and> > resultant
compounding (in backtesting) could distort the fact
that> those> > very same
parameters generated far less in profits for the other
99> stocks.> > In my opinion, I
would rather use parameters that missed the AOL> trade
and> > did better on the other 99 stocks.
Keeping AOL in the basket (for> > backtesting) and
compounding the profits from that one trade simply>
doesn't> > fit in how I select
parameters.> >> > Once I'm
finished selecting my parameters, I will use Scan over
all> 100> > stocks in
basket. I will, at this point, turn on compounding.
If> the> > parameters I've
selected without the benefit of AOL and without the>
benefit> > of compounding happen to pick up the AOL
trade, it's a bonus. I'd>
rather> > miss the AOL trade (in backtesting) and do
well on the rest of the> stocks in>
> the basket. In my opinion, this approach has a much better
chance> of being> > profitable in
the future. A fantastic-looking equity curve
based> on the> > benefit of
hindsight does little to satisfy my investors.>
> -----Original Message----->
> From: Fred [mailto:fctonetti@xxxx]>
> Sent: Friday, April 18, 2003 6:16 PM>
> To: amibroker@xxxxxxxxxxxxxxx>
> Subject: [amibroker] Re: Pairs Trading (a definition for
Dingo)> >>
>> > Chuck,>
>> > Your "go" at it is clearly a better
description then mine ...> >>
> I'm still waiting for your rebuke of my description of
compounding> > whether it is in terms of
scaling up bet size or increasing the> >
number of securities potentially invested in to be virtually
the> same> > in terms
of how that affects system design, testing and>
optimization> > in that ones aim is still to
yield consistant returns and> drawdowns>
> on a percentage basis.>
>> > --- In amibroker@xxxxxxxxxxxxxxx,
"Chuck Rademacher"> >
<chuck_rademacher@x> wrote:> > >
MessageI'll have a go at defining pairs trading for you.>
> >> > > To me, there
are two different kinds of pairs trading>
(fundamental> > and>
> > technical).> >
>> > > Before I get into that,
however, I'll start by telling you that>
> pairs> > > trading is
NOTHING MORE than buying one stock and shorting>
another.> > > Usually, the dollars
invested would be the same for each stock.>
> >> > > Fundamental
pairs trading would be based on YOUR INTERPRETATION>
of> > the>
> > fundamentals for those two companies. If you
spent the time to> > review
the> > > annual reports for Ford and
General Motors, for instance, you>
might> > decide>
> > that FUNDAMENTALLY Ford should outperform General Motors
over> the> > next
six> > > months. So, you would buy
Ford and short General Motors. Your>
> trade, in> > > theory,
should not be affected by any move in the entire
market> or> > even
the> > > automotive sector.
At the end of the six-month period you>
would> > liquidate>
> > both positions.> >
>> > > Technical pairs trading is a
little more complex. Again, you>
> would be> > > buying one
stock and shorting another. Most pairs traders>
might> > only trade>
> > a "pair" that were in the same sector, but that
isn't> necessarily a> >
> requirement. The idea here is that you find two stocks
whose> > average
daily> > > returns move very much in
unison. I won't get into the math for>
> determining> > > this,
but I'm sure you get the picture. Let's say that
you> > discover that>
> > the daily returns for Ford and General Motors almost
aways move> >
together.> > > You also observe that if
the returns move apart.... they tend to>
> come back> > >
together. You also observe the maximum amount that
they> varied> > over
some> > > period of time.
When you see them move apart by that amount>
> again, you> > > simply
short the one with the higher returns and buy the one>
with> > the lower>
> > returns. Finally, you just wait for the returns to
come back> > together
and> > > liquidate both
positions. Again, the theory is that
any> major> > move
in> > > the overall market has no effect
on your net position.> >
>> > > I might add that many, if not
most, of the professional fund> > managers
using> > > pairs trading haven't done
very well over the last quarter,> >
generating> > > negative returns for
their investors. I've been pairs
trading> > for two>
> > years, netting just over one percent per month for
investors in> that> >
> particular fund. I can also tell you that, in my
opinion, any> > attempt
at> > > fundamental pairs trading is
doomed for failure.> > >
-----Original Message-----> >
> From: dingo [mailto:dingo@xxxx]>
> > Sent: Friday, April 18, 2003 3:13
PM> > > To:
amibroker@xxxxxxxxxxxxxxx> >
> Subject: RE: [amibroker] Re: Dynamic Indicators Poll --
VOTE> > AGAIN,
PLEASE> > >>
> >> > >
Could you define "pairs trading" please?> >
>> > >
Thx!> > >>
> > d> >
> -----Original Message----->
> > From: Fred
[mailto:fctonetti@xxxx]> >
> Sent: Friday, April 18, 2003 3:08
PM> > > To:
amibroker@xxxxxxxxxxxxxxx> >
> Subject: [amibroker] Re: Dynamic Indicators Poll
-- VOTE> AGAIN,> >
PLEASE> > >>
> >> >
> Yes. I know. See my previous post, but for
example I don't> want>
> to> >
> have to write my own Stdev routine for variable
periods> where it> >
> would require a For loop or a script to get it
done. As> I've> >
said> > > before,
IMHO the best thing about AB today is it's speed and>
> the LAST> >
> thing I want to do is slow it down w/For loops if
I don't> have> >
to.> > > The best
thing about the future of AB is of course the> support
&> > >
potential enhancements and I'll be happy to take the
latter> in> >
> whatever order Tomasz thinks best with my own
personal> > preference
at> > > the
moment being the fixing of position size transactions>
being> > >
automatically limited to total available cash followed
by> some> >
other> > >
aspects of portfolio trading i.e. pairs and ranking etc.>
> >> >
> --- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS
TSOKAKIS"> >
<TSOKAKIS@xxxx>> >
> wrote:> >
> > Fred,> >
> > take a look at>
> > >>
> > > per=10+Cum(1)%20;//variable
period from 10 to 29> >
> >
StochKa=MA(100*(C-LLV(L,per))/(HHV(H,per)-LLV(L,per)),3);>
> > >
StochDa=MA(MA(100*(C-LLV(L,per))/(HHV(H,per)-LLV>
> (L,per)),3),3);> >
> >
Plot(StochDa,"",1,1);Plot(StochD(),"",4,8);>
> > >>
> > > for
example.> > >
> DT> > > >
--- In amibroker@xxxxxxxxxxxxxxx, "Fred"
<fctonetti@xx..>> >
wrote:> > > >
> Tomasz,> > >
> >> > >
> > I agree completely that these are two different areas
..> .> > to
me> > > >
they> > > >
> are both important with (1) being higher priority
then> > (2) ...>
> > > >>
> > > > With regards to (1)
and more specifically those> functions>
> like> >
> ATR> >
> > > that require multiple arrays ... I
understand and in the> > case
of> > > >
ATR> > > >
> I'm not sure I care if this is even dealt with as
again> it's> >
> simple> >
> > > enough like my example w/MACD to create
ones own ATR> with a> >
> Foreign> >
> > > symbol using straight
AFL.> > > >
>> > > >
> In the case of a stochastic though it's clearly valid
to> > >
calculate> > >
> it> > > >
> as> > > >
>> > > >
> 100 * (C - LLV(C, n)) / (HHV(C, n) - LLV(C, n))>
> > > >>
> > > > as opposed to using
highs and lows. However here again>
I'm> > not>
> > > sure>
> > > > I care as it's easy
enough to do these in straight AFL>
with> > n>
> > being>
> > > > time variant since HHV
and LLV are already have the> > capability
of> > > > >
being time variant.> >
> > >> >
> > >> >
> > > --- In amibroker@xxxxxxxxxxxxxxx,
"Tomasz Janeczko"> >
> > <amibroker@xxxx>>
> > > >
wrote:> > > >
> > Hello,> >
> > > >>
> > > > > As I mentioned in
the other post of mine there are> >
> > > > TWO INDEPENDENT
areas:> > > >
> >> > >
> > > 1. Make input data array available for functions
like> RSI> >
> > > > 2. Make second argument (period)
accept array too> >
(variable> > >
> period).> >
> > > >>
> > > > > Somehow people
mix those 2 areas.> >
> > > >>
> > > > > Fred speaks that
he wants all functions to cover at>
least> > > >
> > area (1).> >
> > > >>
> > > > > The posts of Mark
refer to area (2).> >
> > > >>
> > > > > Let me show you
example:> > >
> > >> >
> > > > RSI( period ) - this function has
no input data array> >
(uses> > >
CLOSE> > > >
> array> > >
> > > indirectly) and accepts static period>
> > > >
>> > > >
> > (1) RSIa( ARRAY, period ) - this function
accepts> input> >
data> > > >
array> > > >
> but accepts> >
> > > > only static
period> > > >
> >> > >
> > > (2) RSIa( ARRAY, dynamic_period ) - this
function> accepts> >
> input> >
> > > data array>
> > > > > and accepts both
static and dynamic_period.> >
> > > > (NOTE: Current version of AB does
NOT support this> >
> RSIa 'flavour'>
> > > >
yet)> > > >
> >> > >
> > >> >
> > > > As to (1): implementation of this
is relatively easy.> >
> > > > There is one caveat however: many
analytical functions> >
> > > > in fact use MORE than one input
array. For example> >
Stochastics> > >
use> > > >
> > Close, Open and High arrays as inputs.>
> > > > > ATR too needs
OHLC, not only close.> >
> > > >>
> > > > > As to (2): not
every function is suitable for this> kind
of> > > > >
operation. Although> >
> > > > theoretically it is possible to
rewrite every function> to>
> > accept>
> > > > such
'variable> > >
> > > periods' the practice shows that transformations
that> are> >
> > recurrent>
> > > > in
nature> > > >
> > (exponential averages for example) are>
> extremely 'sensitive' if> >
> > > parameter(s)>
> > > > > change to fast. A
kind of "frequency modulation"> effect>
> appears> >
> > > that may produce>
> > > > > distortions
therefore one should be careful working>
with> > >
adaptive> > >
> > systems> >
> > > > using recurrency-based
transformations.> >
> > > >>
> > > > > Best
regards,> > >
> > > Tomasz Janeczko> >
> > > > amibroker.com>
> > > > > ----- Original
Message -----> >
> > > > From:
<uenal.mutlu@xxxx>> >
> > > > To:
<amibroker@xxxxxxxxxxxxxxx>> >
> > > > Sent: Friday, April 18, 2003 5:28
PM> > > > >
> Subject: Re: [amibroker] Dynamic Indicators Poll
--> VOTE> >
AGAIN,> > > >
> PLEASE> > >
> > >> >
> > > >>
> > > > > > And IMHO
also> > > >
> > > LINEARREG, LINREGSLOPE, TSF>
> > > > > > should be
removed from your list. Please> >
> > > > > check the remaining too...
Test it in AFL editor (it> >
will> > > >
inform> > > >
> you> > >
> > > > via a small hint window about the params after
you> type> >
the> > > >
> opening brace).> >
> > > > > UM>
> > > > >
>> > > >
> > > ----- Original Message ----->
> > > > > > From:
<uenal.mutlu@xxxx>> >
> > > > > To:
<amibroker@xxxxxxxxxxxxxxx>> >
> > > > > Sent: Friday, April 18, 2003
5:21 PM> > > >
> > > Subject: Re: [amibroker] Dynamic Indicators Poll
--> VOTE> >
> AGAIN,> >
> > > PLEASE>
> > > > >
>> > > >
> > >> >
> > > > > > Hi
mark,> > > >
> > > > can you clarify BBANDBOT and BBANDTOP;>
> > > > > > > IMHO
they both already do accept user defined> >
arguments> > >
> > > > > for all the 3 possible parameters to
them.> > > >
> > > > UM> >
> > > > > >>
> > > > > >
>> > > >
> > > > ----- Original Message ----->
> > > > > > > From:
"markf2" <feierstein@xxxx>> >
> > > > > > To:
<amibroker@xxxxxxxxxxxxxxx>> >
> > > > > > Sent: Friday, April 18,
2003 4:03 PM> > >
> > > > > Subject: [amibroker] Dynamic Indicators Poll
--> VOTE> >
AGAIN,> > > >
> PLEASE> > >
> > > > >> >
> > > > > >>
> > > > > > > > In
Message 38132, Tomasz pointed out that HHV,>
LLV,> > > >
HHVBars,> > >
> > LLVBars,> >
> > > > > > > DEMA, TEMA, MA,
WMA, REF, and SUM already work>
with> > >
dynamic> > > >
> > > > > parameters. When I updated the poll to
reflect> > this, ALL>
> > > > votes
were> > > >
> > > > > lost so please vote again if you're
still> > interested,
LOL.> > > >
> > > > >> >
> > > > > > > <A
href="">http://groups.yahoo.com/group/amibroker/surveys?>
> id=1071266> >
> > > > > > >>
> > > > > > > > I
apologize for the confusion. The fact that>
the> > above>
> > > > indicators
and> > > >
> > > > > functions accept dynamic parameters
was> reflected in> >
> > release> >
> > > notes but>
> > > > > > > >
not in the 4.30 users guide that I used to make>
the> > >
poll.> > > >
> The fact> >
> > > > > > > that so many of you
voted for them shows you> didn't>
> know> >
> > > either, and>
> > > > > > > >
I've asked Tomasz to include this information in>
> the next> >
> > > > > > > documentation
update.> > > >
> > > > >> >
> > > > > > >
Mark> > > >
> > > > >> >
> > > > > > > "No good deed goes
unpunished."> > >
> > > > > > --Steve Karnish>
> > > > >
>> > > >
> > >> >
> > > > >>
> > > > >
>> > > >
> > > Send BUG REPORTS to bugs@xxxx>
> > > > > > Send
SUGGESTIONS to suggest@xxxx> >
> > > > >
-----------------------------------------> >
> > > > > 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> > >
> > <A
href="">http://docs.yahoo.com/info/terms/>
> > > > >
>> > > >
> > >> >
> > > > >>
> >> >
>> > >>
> > Send BUG REPORTS to
bugs@xxxx> > >
Send SUGGESTIONS to suggest@xxxx> >
>
-----------------------------------------> >
> 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
Yahoo! Terms of> >
Service.> > >>
> >> >
> Yahoo! Groups
Sponsor> > >>
> >> >
>> > > Send BUG REPORTS to
bugs@xxxx> > > Send
SUGGESTIONS to suggest@xxxx> >
> ----------------------------------------->
> > Post AmiQuote-related messages ONLY to:
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