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<SPAN
class=212434607-20042003>Everything that you are saying... I thought that was
what I just finished saying.
<SPAN
class=212434607-20042003>
Thomas
asked me why I include ALL stocks in my backtest when I know that they won't all
be traded.
<SPAN
class=212434607-20042003>
I
don't create dozens of watch lists. I put ALL filters in my
backtest/optimize code and let the system do the work.
<SPAN
class=212434607-20042003>
You
only leave me scratching my head.
<BLOCKQUOTE
>
<FONT face="Times New Roman"
size=2>-----Original Message-----From: uenal.mutlu@xxxxxxxxxxx
[mailto:uenal.mutlu@xxxxxxxxxxx]Sent: Sunday, April 20, 2003 3:00
AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker]
Re: Parameter selection, MCS (for Thomas)
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>
<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>
<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>
<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> >
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> > > > > > Check
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>> > >>
> > Send BUG REPORTS to
bugs@xxxx> >
> Send SUGGESTIONS to
suggest@xxxx> >
>
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> > Post AmiQuote-related
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