BrianYou've lost me, I'm afraid. This is clearly way ahead of where I would hope to be with AFL and system design, even some time from now, but the ideas are intriguing.Regards.ChrisBBrian [EMAIL PROTECTED] wrote: So far it looks like I will be weighting signals based on
ChrisB,
No problemo. Do what you can and get back to me later.
Basically, I am talking about building an include (modular code)
that weights buy/sell signals according to a percentage (of all
available signals), rather than a static number. I haven't thought
it out too much, but this seems
--- In amibroker@yahoogroups.com, Herman van den Bergen
[EMAIL PROTECTED] wrote:
The idea you refer to would be covered in past posts on this list,
or you
can Google: TASC has some pubs on it, with the subject Equity
Feedback or
Trading the Equity Curve. It has been long a favorite topic
Time frames have a bit to do with the problem, but the type of instrument
and its time in its cycle are also VERY important. For example, some
stocks are more predictable than others, and therefore lend themselves to TA
better than others. Then, the stock's behavior changes as a function
Is there any code available for automatically building a watchlist
of best-performing random stocks that work for a specific system,
or would this be inviting too much curve-fitting into one's analysis?
~Brian
--- In amibroker@yahoogroups.com, [EMAIL PROTECTED] wrote:
Time frames have a bit
You could use a filter
Filter out anything below 52 week highs...
--- Brian [EMAIL PROTECTED] wrote:
Is there any code available for automatically
building a watchlist
of best-performing random stocks that work for a
specific system,
or would this be inviting too much curve-fitting
into
ChrisB,
I am finding through optimization results that a time period should
be used to determine when to get out of a trade placed according to
a TREND -based buy signal.
I am also finding that oscillator signals work great for determining
exits. My favorite is the % Bollinger Band, for
Bullish market price pattern has made it tougher for shorts
historically. Look at NDX from 1986 and 2005:
FLIP A COIN:
Of a total 5047 days (of 5 no-change days 3 are counted as
continuation and 2 as reversal in hindsight) there are 2731 up and
2316 down days, that is up:dn 54:46. Flip a coin
Historic price pattern confirms why fading the bear (buy low) is
tougher than fading the bull (sell high).
Sorry about the typo, I meant fading the bear (buy low) is EASIER
than fading the bull (sell high)
Sursod
--- In amibroker@yahoogroups.com, sursod [EMAIL PROTECTED] wrote:
Bullish
PM
Subject: [amibroker] Re: Short system
advice?
Thanks for all the great advice, everyone -- much
appreciated ;-)Something in return, since this last post touches on
it... sector correlations...ProFunds offers a sector correlation
matrix on their web site that is quite interesting
Given that over a long period of time that markets are up about
twice as frequently as they are down, I don't find this to be real
surprising.
Keep in mind when writing systems that:
1. Short's don't have to be symetrical with buys ...
2. It's not a horrible idea to have periods when one is
Agreed ... imho a test of having developed a decent system to trade is
that it is boring to watchover in real time ... We're not looking for
a roller coaster ride ...
jmo... from a developer's viewpoint, I enjoy development more than
trading :-)
herman
]
To: amibroker@yahoogroups.com
Sent: Thursday, March 09, 2006 2:52 PM
Subject: [amibroker] Re: Short system advice?
Given that over a long period of time that markets are up about
twice as frequently as they are down, I don't find this to be real
surprising.
Keep in mind when writing systems that:
1
.
- Original Message -
From: Fred [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, March 09, 2006 2:52 PM
Subject: [amibroker] Re: Short system advice?
Given that over a long period of time that markets are up about
twice as frequently as they are down, I don't
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