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Hi Chuck,
IMHO you are wrong in your assumptions how the/any
backtester works.
What you describe is of type "looking into the future"
syndrom, but
it is not correct in this respect.
BTW, you dont need to create dozens of watchlists. Why
not
simply put all criteria in a B/S condition: for
example
Buy = Close > 10 and RSI < 30;
The Close price and the RSI value are those of the then
"current" day.
Simply said, there is a big loop inside the backtester
which executes
your script from the given start day to the end day and
each time takes
that day's "Close" and "RSI"...
UM
----- Original Message -----
<BLOCKQUOTE
>
<DIV
>From:
<A title=chuck_rademacher@xxxxxxxxxx
href="">Chuck Rademacher
To: <A title=amibroker@xxxxxxxxxxxxxxx
href="">amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, April 20, 2003 8:40
AM
Subject: RE: [amibroker] Re: Parameter
selection, MCS (for Thomas)
<FONT face=Arial color=#0000ff
size=2>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>
<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.>
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