Re: [amibroker] Re: System Performances

2006-04-22 Thread Yuki Taga
Hi Bob, Tuesday, April 18, 2006, 1:04:44 PM, you wrote: BJ> Stop loss vs. stop limit? How could it matter?  The former will not guarantee execution at a specific price, and the latter will not guarantee *any* execution, ever. Also, intermilan04 wrote (below) that his system is a daytrading s

RE: [amibroker] Re: System Performances

2006-04-22 Thread Bob Jagow
Stop loss vs. stop limit? -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] Behalf Of intermilan04 Sent: Monday, April 17, 2006 7:52 PM To: amibroker@yahoogroups.com Subject: [amibroker] Re: System Performances Fred, Could you explain as to why 3% wouldn't

RE: [amibroker] Re: System Performances

2006-04-18 Thread dingo
Ok how about an example of what you were talking about?   d From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of FredSent: Tuesday, April 18, 2006 4:52 PMTo: amibroker@yahoogroups.comSubject: [amibroker] Re: System Performances Seriously ? ... A rotati

Re: [amibroker] Re: System Performances

2006-04-18 Thread Yuki Taga
Hi Fred, I'd truly appreciate an example of what you thought the discussion was about. ^_^ Yuki Wednesday, April 19, 2006, 5:51:52 AM, you wrote: F> Seriously ? ... A rotational system is different in scope then what F> I thought was being discussed here which appears to be a rotating F> uni

RE: [amibroker] Re: System Performances

2006-04-18 Thread dingo
How about an example of how to do that using a sharpe ratio of each security and maybe trade on a rotational basis every month?    Seriously.   d From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of FredSent: Tuesday, April 18, 2006 1:37 PMTo: amibroker@y

Re: [amibroker] Re: System Performances

2006-04-18 Thread millowena
Most of the "big boys" know enough about the market to know where you and a lot of others set their stops. They do not have to see them. I try to stay out of the crowd. Millowena On Tue, 18 Apr 2006 12:44:49 - "intermilan04" <[EMAIL PROTECTED]> writes: > Hi Mark, > > I apologize if my unde

Re: [amibroker] Re: System Performances

2006-04-18 Thread millowena
IMHO, The stop loss should be based on market dynamic, not a % of instument price. Then, you would use the stop loss to size your position to limit the loss to an acceptable portion of your portfolio. Millowena On Tue, 18 Apr 2006 11:58:57 - "intermilan04" <[EMAIL PROTECTED]> writes: > Hi Yuk

RE: [amibroker] Re: System Performances

2006-04-18 Thread MailYahoo
As far as I am concerned your Stop order is open for the market to see Unless you are trading Millions of Dollars and have a special account Have you ever seen NASDAQ Level II in operation? Mark -Original Message- From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of

RE: [amibroker] Re: System Performances

2006-04-18 Thread MailYahoo
With a 3% stop loss you can have the "Big Boys" eat you up each time you place the stop. Making your position stop out each time. And on the real down side you can have them bring the stock under your position making your loss 5% too. Personally one needs to do what makes them comfortable, howe

Re: [amibroker] Re: System Performances

2006-04-17 Thread Yuki Taga
Hi intermilan04, Let me take a shot at that one. ^_^ At least here, there are *plenty* of stocks with a wide bid/ask spread, even stocks that trade 10 million shares or more a day. It depends on the stock, and on the time of day, and on the overall market. Moreover, even with bids and offers u

RE: [amibroker] Re: System Performances

2006-04-17 Thread Herman van den Bergen
You may wan to read and perhaps participate in, some running polls on this topic at:   http://finance.groups.yahoo.com/group/amibroker/polls   herman -Original Message-From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED]On Behalf Of Ed HoopesSent: Monday, April 17, 2006

Re: [amibroker] Re: System Performances

2006-04-17 Thread millowena
So Far, My system is more discretionary, and it's leaning to longer term. I'm now trying to get more mechanical with FOREX. Amibroker is not easy to learn.. Millowena On Mon, 17 Apr 2006 14:18:06 - "intermilan04" <[EMAIL PROTECTED]> writes: > It's Cumulative Annual Return. > > My intention

Re: [amibroker] Re: System Performances

2006-04-17 Thread millowena
Is that 110% average PA or total? 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" <[EMAIL PROTECTED]> > > wrote: > > > > I know it depends on what you