Hi I'm a new Amibroker user. What I'm trying to do is automate the
synchronization of a native database that is not updated by amiquote.
In my case I'm using a utility called Qcollector which downloads
e-signal data to my hard drive. I want to do this so that 1) my data
is local instead of on th
Hi,
I'm anticipating a similar situation to what you describe in the not to distant
future although I probably will not be using Excel as the database. I was
considering using ODBC and Acess as the DB. I have not done this yet so I
don't know the details of an ODBC implementation. There is
Hi All,
I'm looking for input on the calculation of the t-statistic of expectancy for
the OOS periods of the walkforward simulation for the purposes of validation
and control as put forward by Dr. Howard Bandy in his ATAA presention of
October 2009. Many thanks to Howard for making available t
--- In amibroker@yahoogroups.com, "notanaiqgenius" wrote:
>
> FYI, I put more thought into this and ended up writing Excel VBA code to
> create Amibroker code that is like the code I show in my previous post. It
> parses the start and end dates as well as the parameter names and values off
>
n. That test would require using all of the
> trades, IS and OOS, not just the OOS ones. It might be interesting, but
> that is not the test you probably want.
>
> I hope this helps,
> Thanks,
> Howard
>
> On Sat, Jul 17, 2010 at 7:09 PM, raymondpconnolly <
> raym
Hi Howard,
When deciding on position size vs. Max. Sys % Drawdown is it advisable to use
the minimum (minimum negative value) or the mean of Max. Sys % Drawdown? Does
use of the control chart methodology you outline in the ATAA presentation
alleviate the risk of a minimum Max. Sys % Drawdown s
Hi,
this is covered in Howard Bandy's book "Quantitative Trading Systems". I would
highly recommend it.
Ray
--- In amibroker@yahoogroups.com, "mikk12345" wrote:
>
> Hi how would i go about calculated the z score of a trading system. I would
> like to find the confidnce level so i can positio
> Vince points out, trading at a risk level higher than optimal f assures
> bankruptcy. And, as he points out in "Leverage Space", if a multisystem is
> being traded (either multiple systems or multiple tradables), if any one of
> the systems is traded at a level higher than optimal f
Hi Soham,
just a suggestion if you have not already done so do a search on "Monte Carlo"
on the Yahoo groups page for this list. That will yield all previous
discussion on this or any other topic.
Cheers,
Ray
--- In amibroker@yahoogroups.com, "sohamdas" wrote:
>
> Hi Folks,
>
> Though, not
Hi All,
I've written some CBT code to calculate custom metrics Max_Equity, Min_Cash,
Max_Margin_loan. The problem I am having Is that I'm not sure how to interpret
the output because I'm uncertain about the definition of backtester object
properties bo.Equity, bo.Cash, bo.MarginLoan where bo
AmiBroker
> stores bo.MarginLoan as a negative number that gets added to equity.
>
> http://finance.groups.yahoo.com/group/amibroker/message/127764
>
> Mike
>
> --- In amibroker@yahoogroups.com, "raymondpconnolly"
> wrote:
> >
> > Hi All,
> >
ash).
>
> http://finance.groups.yahoo.com/group/amibroker/message/148014
>
> Mike
>
> --- In amibroker@yahoogroups.com, "raymondpconnolly"
> wrote:
> >
> > Thanks Mike...I will go through it...I greatly appreciate your response.
> >
> > Ra
ce demonstrated that you
> can manually alter the cash property to affect the taking of trades. That
> might be the way to go.
>
> http://finance.groups.yahoo.com/group/amibroker/message/114784
>
> Mike
>
> --- In amibroker@yahoogroups.com, "raymondpconnolly"
Hello All,
I'm trying to understand the behaviour I'm seeing with the backtester
under two scenarios:
Scenario 1) I have the following settings:
SetTradeDelays( 0, 0, 0, 0 );// settradedelays( buydelay, selldelay,
shortdelay, coverdelay )...Buy = Cross( C, Movingavg ); Sell = Cross(
Movingavg,
= Close;
>
> I suggest reading the 'report' for your backtest and checking out the
> settings page in the report to verify that things are registering the way you
> want them to.
>
> --- In amibroker@yahoogroups.com, "raymondpconnolly"
> wrote:
> >
CoverPrice = SellPrice = ShortPrice = Close;
>
> I suggest reading the 'report' for your backtest and checking out the
> settings page in the report to verify that things are registering the way you
> want them to.
>
> --- In amibroker@yahoogroups.com, "raymondpc
Hi rm,
In case you haven't resolved your issue, I did some digging to try and solve my
own issue ( http://finance.groups.yahoo.com/group/amibroker/message/151879 )and
found some information that might be relevant to your issue.
Its possible that we have the same failure mode (but with d
Opps ...forgot to mention this one in particular may be helpful for diagnostics:
http://finance.groups.yahoo.com/group/amibroker/message/145492
Ray
--- In amibroker@yahoogroups.com, "radmobile_radmobile" wrote:
>
> I am running the latest build of AB, and am noticing a strange problem where
Hello all,
I've designed a system that has no parameters to optimize. For this special
case would a backtest be materially equivalent to a walkforward or perhaps even
superior since there are no boundary distortions?
If necessary I've added a dummy variable to allow an optimization for the
wa
You will have spent some
> amount of time but no money, you will have increased your confidence in your
> system, and you will have some estimates of expected performance.
>
> Thanks for listening,
> Howard
>
>
> On Sun, Aug 15, 2010 at 8:21 PM, raymondpconnolly <
> r
Thx for the update.
--- In amibroker@yahoogroups.com, "radmobile_radmobile" wrote:
>
> just a follow up so others can know solution to this problem i was having.
>
> support finally got back to me, it turns out that if you use atr inside of an
> applystop, you must specify within the relevant
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