Fred, I believe my case was the latter. Today I was trying to buy 900 shares of a 5-dollar stock and got caught. I am now making change to my volume limit so I won't make this mistake again.
intermilan04 --- In amibroker@yahoogroups.com, "Fred" <[EMAIL PROTECTED]> wrote: > > If your trades are actually affecting market price then you either > have more money then you need ... or ... you are trading issues that > aren't very liquid. > > --- In amibroker@yahoogroups.com, "intermilan04" <intermilan04@> > wrote: > > > > dingo, > > > > One issue is: > > - Fantastic backtest, relatively poor forward test results > > > > Another issue is: > > - When I follow my system, I get bad pricing because sometimes > stocks > > gap up due to my order being placed overnight > > > > These are two separate issues. > > Of course, the question is how do you actually follow your own > system > > if following it ends up influencing the market against you. It > sounds > > like a Zen question so I put it aside for now and focus on the first > > issue. > > > > intermilan04 > > > > --- In amibroker@yahoogroups.com, "dingo" <dingo@> wrote: > > > > > > As far as "this is a whole another issue" - I seriously doubt > that's the > > > case. Sounds like the same general problem to me. > > > > > > Download IO.zip and read thru the docs and see if any of that > makes > > sense to > > > you... > > > > > > d > > > > > > > -----Original Message----- > > > > From: amibroker@yahoogroups.com > > > > [mailto:[EMAIL PROTECTED] On Behalf Of intermilan04 > > > > Sent: Wednesday, August 30, 2006 7:32 PM > > > > To: amibroker@yahoogroups.com > > > > Subject: [amibroker] Re: Backtest vs Forwardtest > > > > > > > > I wish I was making 75% up to now :-) > > > > The 75% is the result of my system which is optimized between > > > > 2001-2006. Since I'm always trying to improve my system, I > > > > don't necessarily have traded with the system verbatim from > 2006/1/1. > > > > > > > > Now I am having an issue where as soon as I start using a > > > > system its performance drops :-D but this is a whole another > > > > issue so I didn't mention about it here. > > > > > > > > intermilan04 > > > > > > > > --- In amibroker@yahoogroups.com, "sebastiandanconia" > > > > <sebastiandanconia@> wrote: > > > > > > > > > > Nope, I just meant that he measured all the other years from > > > > > Jan.1-Jan.1, so he's not comparing apples to apples by > > > > looking at YTD > > > > > performance. We're coming into a time of year when there are > > > > > typically major drops followed by major rallies, so if his > system > > > > > captures that behavior it could make up for its miserable > > > > 75% profit > > > > > up until now.:) > > > > > > > > > > I hear you about real DD's that exceed that of tested > > > > methods. That's > > > > > why I think it's so important to understand why a system > > > > works, beyond > > > > > simply the fact that it's tested-out well, which could just > be a > > > > > mathematical coincidence, a meaningless correlation without > any > > > > > cause-and-effect relationship. > > > > > > > > > > > > > > > Luck, > > > > > > > > > > Sebastian > > > > > > > > > > --- In amibroker@yahoogroups.com, "Fred" <ftonetti@> wrote: > > > > > > > > > > > > "So, two things: First, the obvious one, you can't really > > > > know that > > > > > > your system has "broken down" until you get the final > results on > > > > > > January 1, 2007.:)" > > > > > > > > > > > > Really ? ... You mean there is no point at which real DD's > exceed > > > > > > previous experience you wouldn't think that system is > broken ? > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > 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 > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > -- > > > > No virus found in this incoming message. > > > > Checked by AVG Free Edition. > > > > Version: 7.1.405 / Virus Database: 268.11.7/433 - Release > > > > Date: 8/30/2006 > > > > > > > > > > > > > > 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: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
