I thought her last name wasn't Ikebe...
Anyway I do miss her too, what happened?
--- In amibroker@yahoogroups.com, "David Weller" <[EMAIL PROTECTED]> wrote:
>
> Guess that answers the question if anyone is making any money using
> AmiBroker. I do miss Yuki's posts over the last few months and hop
t;sold" on Tuesday, the backtester
will buy and on Wednesday.
Hope it helps in clarifying what I'm trying to do.
I welcome better implementation of what I'm trying to do, but the
method you described runs into the same problem; Backtester does not
buy and .
Regards,
now backtester picks up a
huge gap down of OVTI on 12/1.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote:
>
> I forgot:
>
> take also a look at this doc page
> http://www.amibroker.com/f?setoption
>
> specif
equity is still held up by yesterday's purchase), then sell my stocks
from today and leave me with cash.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "Terry" <[EMAIL PROTECTED]> wrote:
>
> Just set SellPrice = Open;
>
> You are trying to &qu
explained in my original post.
Because of this, when stocks gap up/down beyond the limit of today's
OHLC, PriceBoundChecking comes into play.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote:
>
> this may not be the case, but it appears t
I will greatly appreciate any insights as to why my problem has
occurred. It's driving me crazy because if things like this happen, I
might get rosier results than what reality might bring.
Regards,
intermilan04
ata, there's always possibility and capability for them to
do so.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "Mark H" <[EMAIL PROTECTED]> wrote:
>
> Talking about "The Big One", no one has mention online backup. These
days you can pay $5 a month to
x27;s okay, because it means the stock was above my
acceptable price of purchase, anyway.
Just my two cents,
intermilan04
--- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]> wrote:
>
> I'm using Scottrade and trade on NASDAQ only.
>
> intermilan04
t. I will definitely explore the
dollar-volume approach and filter out low-liquid stocks.(I've been
increasing my minimum volume thereby increasing the dollar-volume but
I am still far from 10-million dv you proposed.)
Thank you again for your great advice.
intermilan04
--- In amibroker@
y
tomorrow.
Sincerely,
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga <[EMAIL PROTECTED]> wrote:
>
> Hi intermilan04,
>
> Well, you have something promising, at least in the sense that the
> volume for the past quarter is up about 50 percent over the volume of
>
er@yahoogroups.com, Yuki Taga <[EMAIL PROTECTED]> wrote:
>
> Hi intermilan04,
>
> Thursday, August 31, 2006, 11:57:29 AM, you wrote:
>
> i> Hi Yuki,
>
> i> There are stocks, low-cap stocks where 900 shares buy order
> overnight
> i> is actually huge.
Here are the results:
60days: $797,633 Dollar-Volume
120days: $713,400
240days: $553,708
intermilan04
--- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]> wrote:
>
> Hi Yuki,
>
> Let me do some simulation with Amibroker and get back to you
Hi Yuki,
Let me do some simulation with Amibroker and get back to you on this.
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga <[EMAIL PROTECTED]> wrote:
>
> Hi intermilan04,
>
> Thursday, August 31, 2006, 9:56:24 AM, you wrote:
>
> i> I believe my case w
at's $2,400,000 dollar-value. This means
you could be looking at an $80 stock with volume of only 30,000.
It is debatable but I wouldn't like to buy stocks with such a low
volume. On the other hand, $6 with 400,000 shares traded is OK, in my
scope.
intermilan04
--- In amibroker@yahoogr
ing toward avoiding those because I obviously do
not want my order to cause a gap-up in the morning. Simple approach
is to buy more expensive stocks, and/or to buy stocks with higher volume.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga <[EMAIL PROTECTED]> wrote:
>
l growth between 1996-2000, so it wouldn't take a genius to
design a system that works during that span.
I have a feeling we are better off backtesting against a down market
to truely assess your system though.
Lots of work to do on my part to come up with a system that keeps on
working, but t
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]> wrot
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" <[EMAIL PROTECTED]> wrote:
>
> As far as "this is
ve
> to fairly large changes in parameters, and various market
> conditions. I am more interested in that side of things these days.
>
> Dennis
>
> On Aug 30, 2006, at 7:32 PM, intermilan04 wrote:
>
> > I wish I was making 75% up to now :-)
> > The 75% is the result of
g 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"
<[EMAIL PROTECTED]> wrote:
>
> Nope, I just meant that he measured all the other years from
> J
Hi Duke,
I have minimum price and volume to avoid penny stocks and
nobody-is-caring stocks...that's about it.
It could be that the way I designed my system might be picking
small-cap stocks over large ones more often, though. It is a long
system which tries to pick up in a dip.
intermi
Hi dingo,
My Max System DD is 18.47%. Not the lowest but should be OK...
I will do some search on robust and see what has been discussed in the
past.
Thank you,
intermilan04
--- In amibroker@yahoogroups.com, "dingo" <[EMAIL PROTECTED]> wrote:
>
> In most circles 5 year
cluding the bust but the system performs surprisingly well)
I will once again optimize with 10 years of data and see how it goes.
Thank you for your reply,
intermilan04
--- In amibroker@yahoogroups.com, "sebastiandanconia"
<[EMAIL PROTECTED]> wrote:
>
> Without knowing any more a
n the past, but doesn't work lately. Although, as
you pointed out it is more precise approach in following the market in
a realistic manner.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "zebdez" <[EMAIL PROTECTED]> wrote:
>
> I have had similar experience unti
sting
against longer data range?
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "dingo" <[EMAIL PROTECTED]> wrote:
>
> And 75% isn't good enough for you?
>
> And don't you think the past results just might be too good to be true?
>
> And you chec
hard to
come up with a system that has worked, only to see it not working
nearly as good as it should be.
Any analysis/suggestions to fix the problem above is greatly appreciated.
Sincerely,
intermilan04
Please note that this group is for discussion between users only.
To get support f
Or you could design your code in such a way that it wouldn't trigger
buy and sell when OHLC are close...
--- In amibroker@yahoogroups.com, "Terry" <[EMAIL PROTECTED]> wrote:
>
> If you are getting simultaneous buy and short triggers, design your code
> to "pre-trade" the system, possibly using a l
I'm using Scottrade and trade on NASDAQ only.
intermilan04
--- In amibroker@yahoogroups.com, "Mark H" <[EMAIL PROTECTED]> wrote:
>
> Just curious, which broker do you use?
> I use IB and trade at open. I can get the open prices probably 95%
of the times. Not bad but
e order is already handled by my broker in pre-market
awaiting the opening bell.
intermilan04
--- In amibroker@yahoogroups.com, "Terry" <[EMAIL PROTECTED]> wrote:
>
> So, this is a good lesson in slippage. Slippage WILL HAPPEN. If it's not
> the open price it will
I was about to point out the same thing.
Very smart idea to ask a question with one ID then follow up with another.
--- In amibroker@yahoogroups.com, "dingo" <[EMAIL PROTECTED]> wrote:
>
> are you (ges x), techsmart and danielwardadams all the same person?
If so,
> please use just one id - very c
EX). NASDAQ is especially cool since
it's all computer-based and there is no market maker's intervention.
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga <[EMAIL PROTECTED]> wrote:
>
> Hi Bob,
>
> Tuesday, August 22, 2006, 1:27:43 PM, you wrote:
>
> BJ&g
u said below is completely accurate.
intermilan04
--- In amibroker@yahoogroups.com, "Phsst" <[EMAIL PROTECTED]> wrote:
>
> >If you place your order 5 seconds after the bell, then you might not
> get the opening price; but if your order has been open throughout
> pre-market
, it hasn't been too long since I started placing orders overnight;
if I start to get some erratic opening prices, I will do some
investigation and see what I can do.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "M Webb" <[EMAIL PROTECTED]> wrote:
>
> You mig
Fred,
In order to avoid situations you described below, one has to close out
positions intraday, i.e. daytrade.
Any positions overnight are subject to huge gap ups and downs.
intermilan04
--- In amibroker@yahoogroups.com, "Fred" <[EMAIL PROTECTED]> wrote:
>
> "Pss
Hi Joe,
Thank you for mentioning about Bright Trading. While I hadn't heard
about it, I will google it and see if I can learn from it.
intermilan04
--- In amibroker@yahoogroups.com, <[EMAIL PROTECTED]> wrote:
>
> Just heard a web conference by Don Bright last night and as
en a great market, so I'm up 5% this week.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "Phsst" <[EMAIL PROTECTED]> wrote:
>
>
> > The simple answer is ... DON'T ... It's like trading with a blind
> fold on ... Blind folds are only good if
at and lose data
(there are ways to get around it but not everyone knows how).
If you have one hard drive but two logical drives, say C and D drive,
when your C drive with Windows on it get infected and you format the C
drive, the D drive's data remains.
Regards,
intermilan04
--- In amibroker
thanks to the great people on this forum.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "brian.z123" <[EMAIL PROTECTED]> wrote:
>
> Intermilan004,
>
> Thanks for your post as it raises some interesting trading issues.
>
> 1. 10 20 year trading systems
ifted toward not using margin and try to automate the
process as much as possible.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "cohndw" <[EMAIL PROTECTED]> wrote:
>
> One thing to consider versus Buying At Open is to buy about 5-30
> minutes after opening. Thi
Hi,
Are colorGreen and colorWhite boolean variables?
If so, I think you can simply do:
Buy = ExRem( EntrySignal, ExitSignal ) AND (colorGreen OR colorWhite)
intermilan04
--- In amibroker@yahoogroups.com, "Bargains Club" <[EMAIL PROTECTED]>
wrote:
>
> I want BUY = (
don't want to have
a non-working system disguised like working.
Your approach of using EMA as a limit is very interesting however.
I will see how I can incorporate it into my system.
Thank you,
intermilan04
--- In amibroker@yahoogroups.com, "Mark H" <[EMAIL PROTECTED]> wrote:
&g
Hi Mark,
Very interesting approach. How do you limit the volume like how you
do? I am aware you can limit by % of one bar's volume, but not sure
if you could do like 1% of 50 period EMA of volume.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "Mark H" <[EMAIL
lly bounce back after a while, but I don't know, I
guess my timing of entry has been off lately because of this new trend
I just described. Hope it will change soon.
intermilan04
--- In amibroker@yahoogroups.com, "jacklweinberg" <[EMAIL PROTECTED]> wrote:
>
> You might want
ading on high-liquidity stocks.
I've paid my dues playing stocks with low volume and grabbed some bad
prices before, so I'm integrating volume into my system so I don't
grab them.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga <[EMAIL PROTECTED]> wrote:
bids and asks by placing market orders overnight?
I'm not quite sure how the first trade occurs, in theory I sell to the
highest bidder but with low liquidity of pre-market trading, what if
the highest bid is absurdly low?
Any thoughts on this is greatly appreciated.
Regards,
intermilan04
Hi Tomasz,
Thank you for your clear explanation regarding the trade pair.
I will investigate further to see the working of Backtest / Scan /
Explore.
Sincerely,
intermilan04
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
gnals.
This, is what's happening to me and I'm trying to figure out why.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote:
>
> A trade signal occurs on the day the conditions are correct
> A trade entry in your backtest occurs when y
s not match with Exploring for signals of 7/21 on 7/24...
Might anyone know what could be causing the problem? Is there a way
to match the above? In the meantime, I'm trying to figure out myself
by backtesting/exploring/scanning but haven't figured yet.
Regards,
intermilan04
-
I understand that the Backtester doesn't necessarily
take all siginaled positions due to constraints, but at least it needs
to "recognize" the same things as "Explore."
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote:
>
>
the raw trade signals that "Scan" would see, and Backtest
picks from the pool?
What's happening to me is that the Backtester doesn't see the same
Entry signals as Scan.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Graham <[EMAIL PROTECTED]> wrote:
&g
ter missed other signals too. I am aware that Backtester does
not always take position in what are being signaled, but it seems to
me that the Backtester doesn't even see the same thing as "Scan" or
"Explore."
I am willing to disclose more codes if necessary to troubleshoot.
Hi dingo,
Thank you for your quick response. I'll check out Batman.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "dingo" <[EMAIL PROTECTED]> wrote:
>
> Look for a program called Batman in the amibroker-ts goup:
>
> http://finance.groups.yahoo.com/
ods if
there are any.
Thank you in advance for any help.
Regards,
intermilan04
Yahoo! Groups Sponsor ~-->
Great things are happening at Yahoo! Groups. See the new email design.
http://us.click.yahoo.com/TISQkA/
Check your Equity. My case was that although Scan finds signals,
Backtest didn't enter trades due to insufficient funds available at
the time of trade.
intermilan04
--- In amibroker@yahoogroups.com, "cstrader232" <[EMAIL PROTECTED]> wrote:
>
> Well, I guess I co
Hi all,
I have a trading system where I buy at today's open then sell at
tomorrow's open. For instance if I buy ABC on 6/27 open, I sell ABC
on 6/28 open then use the proceeds to buy something else on 6/28 open,
say DEF.
Upon investigating the detailed log, it seems to me that the
Backtester tri
Tomasz,
Thank you very much. I will take a look at detailed log option and
see what I can find.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "cstrader232" <[EMAIL PROTECTED]> wrote:
>
> Thanks Tomasz!
>
>
> - Original Message -
> From: &
chuck,
I'm with you on this. I myself have seen stocks scanned but not taken
by the Backtester. And my system is a daytrading system so this
simply should not happen.
I do not know the code, so I can only speak from observing the
black-box though.
Regards,
intermilan04
--- In amib
o show for is ridiculous, but you can't really argue
against someone who is making money in the market. Heck, you don't
even have to have a system to make money, anyway.
intermilan04
--- In amibroker@yahoogroups.com, "MailYahoo" <[EMAIL PROTECTED]> wrote:
>
> in
ark H.
intermilan04
--- In amibroker@yahoogroups.com, "MailYahoo" <[EMAIL PROTECTED]> wrote:
>
> Unfortunately your back-testing only curve fits your trade system
making it
> optimal with already known data.
>
> If you were to use IO with it out of sample I would think that
against stock's daily volume. I believe that
was the reason why my long-term backtest escaped the year 2004 without
much damage, while the short-term result got hit.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote:
>
>
ere I have $1, spend $100 on a
stock and blow it all. Sure, the $100 is gone, but I still have $9900
left.
I am yet to verify if this is indeed the case, but if it was, I am
afraid backtester wouldn't work too well for a long-term simulation.
Regards,
intermilan04
--- In amibroker@yahoogro
.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote:
>
> Hello,
>
> You don't post the trade list but I guess that it takes a few
DIFFERENT trades in fact.
> The difference may be because if a "buy" signal
does the latter). I split my funds
evenly among 4 trades at once. However, the former only loses 2%
throughout the year of 2004 while the latter loses 35%.
If anyone has seen something like this, could you please explain as to
why this may occur?
Thank you in advance,
intermi
Hi Ed,
I guess the only option you have left is to try uninstall and
reinstall the software and see if that solves your problem.
I don't like to upgrade software; I prefer to uninstall first then
install a newer version.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "E
By reading the manual/help file?
I don't argue against people asking simple questions, but I'd rather
see advanced topics whose answers don't reside in the user manual.
intermilan04
--- In amibroker@yahoogroups.com, Keith McCombs <[EMAIL PROTECTED]> wrote:
>
> Gr
Hi Jim,
It seems like you are in the same or similar situation as me.
One conclusion I have reached is that when I download new data,
sometimes past quotes get updated and affect the result.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, James Hutchison <[EMAIL PROTECTED]>
w with the system no matter how good it is.
Thank you in advance,
intermilan04
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
have systems that produce small losers and
large winners, but it's not always easy.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga <[EMAIL PROTECTED]> wrote:
>
> Hi Nick,
>
> Saturday, May 27, 2006, 8:14:09 PM, you wrote:
>
> NA> Just pl
Hi all,
I was able to solve the issue myself. I went in and modified the
binary of AmiQuote so it only goes to the working servers.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]> wrote:
>
> Hi all,
>
> I've be
x27;s only my speculation since I don't know the DNS
entry names for Server F and G.
Any help is appreciated,
intermilan04
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
r, it wouldn't work though.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "soundscribe_studios" <[EMAIL PROTECTED]> wrote:
>
> I have a system where I need to place orders at the close (or very
> near the close) based on the closing price. Obviously, I c
s simply to increase the upper limit by one unit, i.e. in
the example above I'd use 0.98 instead of 0.97. So yeah, I do not
think it's a major bug but seems like a bug to me nonetheless.
I apologize if this problem has already been covered elsewhere.
Regards,
intermilan04
Pleas
#x27;m merely
speaking from my experience. And remember, this is a daytrading
strategy, not a swing or holding-for-a-month strategy. I would not
use 3% stop for longer holding strategies.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga <[EMAIL PROTECTED]> wrote:
>
>
Tomasz,
My bad, I think it's working again. Thank you for your help!
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]> wrote:
>
> Hi Tomasz,
>
> I just checked my database and the first symbol is "A&qu
Hi Tomasz,
I just checked my database and the first symbol is "A", which is NYSE
company called Agilent Technologies Inc. This company is being traded
and is valid, as far as I've researched.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "Tomasz Janeczk
Hi, I'm running AmiQuote 1.81 and I have the same issue as Sebastian.
Please advise us, if there are ways to get around this.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "sebastiandanconia"
<[EMAIL PROTECTED]> wrote:
>
> I'm running AB 4.75.2 bet
Mark,
I have not seen NASDAQ Level II. Thank you for the information, it
seems it's possible to set someone up whose stop order has been set in
place.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "MailYahoo" <[EMAIL PROTECTED]> wrote:
>
> As far as I am c
help
>
>
> Mark
>
>
>
> -Original Message-
> From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED]
On Behalf
> Of intermilan04
> Sent: Tuesday, April 18, 2006 8:02 AM
> To: amibroker@yahoogroups.com
> Subject: [amibroker] Re: System Performance
Postscript:
I did not mean to say that 3% stop loss is the universal best solution.
I meant that having a stop-loss order is the best way to preserve your
capital.
--- In amibroker@yahoogroups.com, "intermilan04" <[EMAIL PROTECTED]> wrote:
>
> Hi Yuki,
>
> Thank
than 3% (I've seen
that to happen on my position before). A 3% stop-loss order might not
get you out at 3% all the time, but it is the best one can do to limit
the loss.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga <[EMAIL PROTECTED]> wrote:
>
> Hi intermil
o there is no gap ups and downs.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "Fred" <[EMAIL PROTECTED]> wrote:
>
> Just keep in mind that a 3% stop loss does not necessarily limit
> losses to 3% ...
>
> --- In amibroker@yahoogroups.com, "inte
sting ... Take your data, cut in half ... Optimize
> > your system over half of the data and then test the parameter values
> > on the other half. This rudimentary view of out of sample testing
> > will give you some idea of what you are likely to experience in real
ing just the way it is supposed to.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, "Fred" <[EMAIL PROTECTED]> wrote:
>
> A Comment and a suggestion ...
>
> - DrawDowns ... I could be wrong but I suspect most people can't
> tolerate 28% DD's ... To
f data ( time period )
> did you use ? The same time period ? An earlier one ?
>
> --- In amibroker@yahoogroups.com, "intermilan04"
> wrote:
> >
> > The numbers are the result of backtesting my system with
> > NASDAQ and NYSE tickers (around 7000 tickers)
;
> Millowena
>
> On Mon, 17 Apr 2006 13:48:03 - "Fred" <[EMAIL PROTECTED]>
> writes:
> > Are the numbers you posted in sample or out of sample ?
> >
> > --- In amibroker@yahoogroups.com, "intermilan04"
> >
> > wrote:
> >
In amibroker@yahoogroups.com, "intermilan04"
> wrote:
> >
> > I know it depends on what you want personally for risk/reward, but
> I'm
> > curious as to what other people's systems (developed in Amibroker)
> are
> > performing like. You don
I know it depends on what you want personally for risk/reward, but I'm
curious as to what other people's systems (developed in Amibroker) are
performing like. You don't have to share your code or the idea behind
your system (unless you want to), but I'm curious.
Over the last 10 years, say, what i
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