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Graham, I use yahoo, and I reloaded quotes several
times to no avail.
This issue with AMMC is what concerns me most as I
already tested it on the full US Stocks database and
got great returns over 10yrs. But if the system is
built on false premises, then possibly it generated
erronous trade results.
Eric
--- Graham <kavemanperth@xxxxxxxxx> wrote:
> are you sure your price data is correct?
>
> On 6/20/05, Mark Keitel <mkeitel@xxxxxxxxxxxxxxx>
> wrote:
> >
> >
> > Eric,
> >
> >
> >
> > I ran a quick back test from 6/16/2004 – 6/16/2005
> >
> >
> >
> > On small caps got a -28% return
> >
> > On Internet Sector +26% return
> >
> >
> >
> > This is interesting
> >
> >
> >
> >
> >
> >
> > Mark
> >
> >
> >
> >
> >
> >
> >
> >
> > ________________________________
> >
> >
> > From: amibroker@xxxxxxxxxxxxxxx
> [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
> > Of eric paradis
> > Sent: Sunday, June 19, 2005 5:13 PM
> > To: amibroker@xxxxxxxxxxxxxxx
> > Subject: [amibroker] Erronous Trade in new system
> generates unusual results
> >
> >
> >
> >
> >
> > Hi,
> >
> > I have a problem with the backtesting or the
> tickers
> > in my database. Testing a system, I get a trade
> > showing a profit of 7,700% on AMMC in one day. Is
> this
> > sort of error common? I cant seem to get an answer
> > about it.
> >
> > Note- This system is from Elitetrader.com, out of
> a
> > discussion had by some traders about 2yrs ago. I
> have
> > yet to seriously play around it. But I would like
> > feedback as I've had these kinds of erronous
> trades
> > happen when I test public systems available on the
> > Amibroker site or elsewhere.
> >
> > Eric
> >
> > //System Code, run long only
> >
> > /* we use yesterday values to enter positions
> today
> > (hence Ref() ) */
> > Factor1 = Ref( High-Low, -1 );
> > Factor2 = Ref( ((High + Low + Close)/3), -1 );
> > Factor3 = Ref( EMA(Factor1,
> Optimize("EMA-period1",
> > 30, 20, 40, 1 ) ), -1 );
> > Factor4 = Ref( EMA(Factor2,
> Optimize("Ema-period2", 9,
> > 5, 20, 1 ) ), -1 );
> >
> > KUp=Factor4+Factor3;
> > KDown=Factor4-Factor3;
> >
> > /* entry conditions by price limit */
> > BuyPrice = KDown*0.84;
> > Buy = Low <= BuyPrice;
> > ShortPrice = KUp*1.38;
> > Short = High >= ShortPrice;
> >
> > /* use built-in precent profit target stop */
> > ApplyStop( 1, 1, Optimize("Profit target", 5, 3,
> 9, 1
> > ), 1 );
> >
> > /* exit conditions */
> > timeintrade = Optimize("Time in trade", 3, 3, 7, 1
> );
> > Sell = Ref( ExRemSpan( Buy, timeintrade ),
> > -timeintrade );
> > //OR Close >= Factor4;
> >
> > Cover = Close <= Factor4;
> >
> > PositionSize=-7.5;
> >
> > Plot(Close,"Price", 2, 64 );
> > Plot(KUp, "KUp", 2 );
> > Plot(KDown, "KDown", 3 );
> > Plot(Factor4, "Factor4", 33 );
> >
> >
> >
> > __________________________________
> > Discover Yahoo!
> > Use Yahoo! to plan a weekend, have fun online and
> more. Check it out!
> > http://discover.yahoo.com/
> >
> > Please note that this group is for discussion
> between users only.
> >
> > To get support from AmiBroker please send an
> e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion
> between users only.
> >
> > To get support from AmiBroker please send an
> e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> >
> >
> > ________________________________
> > Yahoo! Groups Links
> >
> > To visit your group on the web, go to:
> > http://groups.yahoo.com/group/amibroker/
> >
> > To unsubscribe from this group, send an email to:
> > amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >
> > Your use of Yahoo! Groups is subject to the Yahoo!
> Terms of Service.
>
>
> --
> Cheers
> Graham
> http://e-wire.net.au/~eb_kavan/
>
>
> Please note that this group is for discussion
> between users only.
>
> To get support from AmiBroker please send an e-mail
> directly to
> SUPPORT {at} amibroker.com
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
>
> Yahoo! Groups Links
>
>
> amibroker-unsubscribe@xxxxxxxxxxxxxxx
>
>
>
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