RE: [amibroker-ts] Re: Need help on rotation system
Hi, Ron, Thanks for the info. Another way supplied by the tech support is to set the AA-Settings to WEEKLY, then there is no need to use LastDayOfWeek, but it is for purely weekly bar, not for daily bar though. Thomas From: amibroker-ts@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Ron Rowland Sent: Friday, April 06, 2007 7:49 AM To: amibroker-ts@yahoogroups.com Subject: [amibroker-ts] Re: Need help on rotation system Thomas, I have found that using a specific day of the week can cause unexpected results when the market isn't open that day. I use the following approach to evaluate daily data on the last day of the week (typically but not always a Friday) with trades occurring the next market day (typically but not always a Monday). To determine if a given day is in fact the last market day of the week use: LastDayofWeek = IIf(DayOfWeek() Ref(DayOfWeek(),1),1,0); You can then use ScoreNoRotate if it is not the last day. You can use SetTradeDelays(1,1,1,1) to execute on next market day. Using this approach saves you from having to mess with Time Frames and takes into account that Friday is not always the last trading day of the week (Good Friday for example in US), and that Monday is not always the first trading day. Note that this method looks ahead one day to determine if it is the end of the week. The Check AFL code function will give you a warning. Also because it needs to know if the next trading day is in this week or next, it may not work very well in real time, but is good for backtesting purposes. Good luck. --- In amibroker-ts@yahoogroups.com mailto:amibroker-ts%40yahoogroups.com , Thomas Chan [EMAIL PROTECTED] wrote: I am experimenting with a very simple rotation system as below. My goal is to develop it into a weekly only system. I run it once a week, it runs on weekly data and does the stock rotation, if necessary, on a weekly basis at the most. I expect the system to generate trades on the same day of the week, and not on other weekdays. For example, if I set it to run on weekend, any new trades are always executed on Monday (buys and sells) and not other weekdays. It would be best to allow for trade executions on any weekdays, but Friday run, Monday execution is good enough. [Non-text portions of this message have been removed]
Re: [amibroker] Your 5 most important backtest statistics
Hi Michael, Monday, April 9, 2007, 2:49:43 PM, you wrote: MSG Question for everyone, MSG What are your 5 most important backtest statistics. 1. Max. system % drawdown 2. Max. system % drawdown 3. CAR/MaxDD 4. Payoff Ratio 5. Max. system % drawdown ^_^ Yuki
[amibroker] Re: Your 5 most important backtest statistics
1. Max. System % Drawdown 2. K-Ratio 3. Risk Adjusted Return % 4. Standard Error 5. Risk-Reward Ratio Best Regards, David --- In amibroker@yahoogroups.com, Michael.S.G. [EMAIL PROTECTED] wrote: Question for everyone, What are your 5 most important backtest statistics. You may choose from the following list (From AB backtest report/statistics) Initial capital Ending capital Net Profit Net Profit % Exposure % Net Risk Adjusted Return % Annual Return % Risk Adjusted Return % All trades Avg. Profit/Loss Avg. Profit/Loss % Avg. Bars Held Winners Total Profit Avg. Profit Avg. Profit % Avg. Bars Held Max. Consecutive Largest win # bars in largest win Losers Total Loss Avg. Loss Avg. Loss % Avg. Bars Held Max. Consecutive Largest loss # bars in largest loss Max. trade drawdown Max. trade % drawdown Max. system drawdown Max. system % drawdown Recovery Factor CAR/MaxDD RAR/MaxDD Profit Factor Payoff Ratio Standard Error Risk-Reward Ratio Ulcer Index Ulcer Performance Index Sharpe Ratio of trades K-Ratio
Re: [amibroker] Your 5 most important backtest statistics
Thanks Yuki, Current tally is: Prev Points Statistic 0 10Max. system % drawdown 0 3 CAR/MaxDD 0 2 Payoff Ratio Working: Points System 5 1. Max. system % drawdown 4 2. Max. system % drawdown 3 3. CAR/MaxDD 2 4. Payoff Ratio 1 5. Max. system % drawdown ^_^ Yuki Taga wrote: Hi Michael, Monday, April 9, 2007, 2:49:43 PM, you wrote: MSG Question for everyone, MSG What are your 5 most important backtest statistics. 1. Max. system % drawdown 2. Max. system % drawdown 3. CAR/MaxDD 4. Payoff Ratio 5. Max. system % drawdown ^_^ Yuki
Re: [amibroker] Re: Your 5 most important backtest statistics
Thanks David, Current tally is: Prev Points Statistic 10 15 Max. system % drawdown 0 4 K-Ratio 3 3 CAR/MaxDD 0 3 Risk Adjusted Return % 2 2 Payoff Ratio 0 2 Standard Error 0 1 Risk-Reward Ratio Working: Points System 5 1. Max. System % Drawdown 4 2. K-Ratio 3 3. Risk Adjusted Return % 2 4. Standard Error 1 5. Risk-Reward Ratio David Piatek wrote: 1. Max. System % Drawdown 2. K-Ratio 3. Risk Adjusted Return % 4. Standard Error 5. Risk-Reward Ratio Best Regards, David --- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com, Michael.S.G. [EMAIL PROTECTED] wrote: Question for everyone, What are your 5 most important backtest statistics. You may choose from the following list (From AB backtest report/statistics) Initial capital Ending capital Net Profit Net Profit % Exposure % Net Risk Adjusted Return % Annual Return % Risk Adjusted Return % All trades Avg. Profit/Loss Avg. Profit/Loss % Avg. Bars Held Winners Total Profit Avg. Profit Avg. Profit % Avg. Bars Held Max. Consecutive Largest win # bars in largest win Losers Total Loss Avg. Loss Avg. Loss % Avg. Bars Held Max. Consecutive Largest loss # bars in largest loss Max. trade drawdown Max. trade % drawdown Max. system drawdown Max. system % drawdown Recovery Factor CAR/MaxDD RAR/MaxDD Profit Factor Payoff Ratio Standard Error Risk-Reward Ratio Ulcer Index Ulcer Performance Index Sharpe Ratio of trades K-Ratio
[amibroker] Your 5 most important backtest statistics
[Revised List] Question for everyone, What are your 5 most important backtest statistics. You may choose from the following list (From AB backtest report/statistics) Number of stocks (new) Initial capital Ending capital Net Profit Net Profit % Exposure % Net Risk Adjusted Return % Annual Return % Risk Adjusted Return % All trades (Number of trades) Avg. Profit/Loss Avg. Profit/Loss % Avg. Bars Held # of Winners Total Profit Avg. Profit Avg. Profit % Avg. Bars Held Max. Consecutive Largest win # bars in largest win # of Losers Total Loss Avg. Loss Avg. Loss % Avg. Bars Held Max. Consecutive Largest loss # bars in largest loss Max. trade drawdown Max. trade % drawdown Max. system drawdown Max. system % drawdown Recovery Factor CAR/MaxDD RAR/MaxDD Profit Factor Payoff Ratio Standard Error Risk-Reward Ratio Ulcer Index Ulcer Performance Index Sharpe Ratio of trades K-Ratio
Re: [amibroker] Re: Fetch from yahoo for indian stock in amibroker - intraday
answer is given below --- Hetal [EMAIL PROTECTED] wrote: Hello Johnny/Kailash Pareek If i read your posted msg no 108348 u said df are charging so make a free util u are supporting Mr Umashankar Ladha. I still support that. In your next post 108784 u say that df are giving this utilty free Yes, b,coz the file i sent was for trial and have expired, but, it still fetch data u have to only bear a nag screen that demo has expire. ( Is this a way to attarct people advertise here for paid services ??? and make them visit the website which is fully loaded with google ads. Visiting authour site not generate him any money. In your post 108835 108837 u are posting this util docs which are not free and are .net based which really sucks and it doesnt even get realtime data from yahoo which our Amiquote can get.SO atleast by reading the docs one will try to visit the concerned website. Well .net u can dnload free from microsoft.com and realtime data. brother it provides u the data what yahoo gives. If u say it delay data hmmm when u run this utility the finance.yahoo.com page will be open within that proggi. u log in and ur data will almost realtime. Remember for india yahoo does not provide tick by tic data. If amy can fetch realtime data then this can also. plez confirm urself. Advertise.. for what, I don't know u but i am using ami since ver 3.45 and have nice Dtasoski. Visiting auto author site once is not crime. u just close that even before it loads fully. U r not paying anything to author, can't u help him just pressing a click to close that web site?? Atleast google revenue will comein even if the sware is not sold. What wrong in that. Even father, mother do for their child that in old age he will look after them. Nice idea Is it not confusing signals u are sending to Indian Traders Investors ? I think the owner of df should clarify and advertise his own products of course with permission of Tomasz instead of using someone to post here or advertise here on this board on his behalf. I dont think any such sware can compare with Amiquote. :) well, if there is any problem Tomez will warn me. I don't think he will incure any loss. Tomez plez confirm. Second i didn't sent that my own . It was asked by the to send that in the form. Please clear ur self. I dont think any such sware can compare with Amiquote. R u Sure that Amiquote provide realtime data for indian stock market ?? double chk urself . I guess its clear, if not, please ask n will clear further. Nothing Personel johnny hetal --- In amibroker@yahoogroups.com, kailash pareek [EMAIL PROTECTED] wrote: Hi, Here is installation files. Just install it n follow the instruction. enjoy johnny --- kailash pareek [EMAIL PROTECTED] wrote: hi, This is install guide in next mail there will be installer johnny __ __ Get your own web address. Have a HUGE year through Yahoo! Small Business. http://smallbusiness.yahoo.com/domains/?p=BESTDEAL __ __ No need to miss a message. Get email on-the-go with Yahoo! Mail for Mobile. Get started. http://mobile.yahoo.com/mail The fish are biting. Get more visitors on your site using Yahoo! Search Marketing. http://searchmarketing.yahoo.com/arp/sponsoredsearch_v2.php
[amibroker] Re: help with weighted index
Waleed, I'm trying to do the same thing with weighted index. Try this code, and maybe you can find what is the error, this code produces some graph.(Change to you own stocks) weight = IIf( Name() == AA, 5, IIf( Name() == C, 4, IIf( Name() == CAT, 6, IIf( Name() == GE, 7, 0 ) ) ) ); AddToComposite( weight * C, ~test, X ); Buy = 0; Graph0 = Foreign( ~test, C )/Foreign( ~test, I ); It just plots dots, not linechart or anything. I would like to have a index with OHLC but I don't know how... If anybody knows how to do this, please help! --- In amibroker@yahoogroups.com, Waleed Khalil [EMAIL PROTECTED] wrote: Hi all can any one please tell me what is wrong withe wight part in this code weight = IIf( Name() == elsh, 5, IIf( Name() == unit, 4, IIf( Name() == elka, 6, IIf( Name() == ocdi, 7, IIf( Name() == arei, 3, IIf( Name() == mnhd, 3, IIf( Name() == heli, 2, 0 ) ) ) ; AddToComposite( Close, ~housing, X ); AddToComposite( V , ~housing, V ); AddToComposite( 1, ~housing, I ); Buy = 0; Graph0 = Foreign( ~housing, C )/Foreign( ~housing, I ); this code produces zero , but when i remove the weight part everything is ok and i get my curve thanks in advance Waleed
RE: [amibroker] Your 5 most important backtest statistics
Net Profit % Ulcer Index Avg Profit/Loss % _ From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Michael.S.G. Sent: Monday, 9 April 2007 9:02 PM To: amibroker@yahoogroups.com Subject: [amibroker] Your 5 most important backtest statistics [Revised List] Question for everyone, What are your 5 most important backtest statistics. You may choose from the following list (From AB backtest report/statistics) Number of stocks (new) Initial capital Ending capital Net Profit Net Profit % Exposure % Net Risk Adjusted Return % Annual Return % Risk Adjusted Return % All trades (Number of trades) Avg. Profit/Loss Avg. Profit/Loss % Avg. Bars Held # of Winners Total Profit Avg. Profit Avg. Profit % Avg. Bars Held Max. Consecutive Largest win # bars in largest win # of Losers Total Loss Avg. Loss Avg. Loss % Avg. Bars Held Max. Consecutive Largest loss # bars in largest loss Max. trade drawdown Max. trade % drawdown Max. system drawdown Max. system % drawdown Recovery Factor CAR/MaxDD RAR/MaxDD Profit Factor Payoff Ratio Standard Error Risk-Reward Ratio Ulcer Index Ulcer Performance Index Sharpe Ratio of trades K-Ratio
Re: [amibroker] Your 5 most important backtest statistics
Hi Herman, It probably helps if I explain the purpose of the question. Im looking for the most common statistics used by people on their backtests for the inclusion in the backtest framework. And because it also provides some interesting insights from interesting and knowledgeable people. I understand statistics can be misleading, However the backtest framework is to enable easy(er) system evaluation - And such detailed examination can be carried out on systems that at least provide some promising looking statistics up front. As such, I hope to utilize the most commonly used statistics for this purpose. I was planning to upload the Backtest framework as some sort of AmiBroker Community Open Source Project. Though I'm not sure people would be willing to bother extending my meager (crude simple) efforts ;-) But I'll zip it all together and upload it nonetheless. Thanks for your insights and viewpoints, Your emails always provide good information reading. ATB Michael. Herman wrote: hi Michael, I forgot to mention Net % profit, I always use that to screen ideas. Never looked once at Standard Error, I just eye-ball the curve :-) imo, stats can be very misleading. An uncorrected split or some faulty data can make you throw out a really good system. I bet that everyone, after looking at their stats will look at their equity curve to confirm the stats and see where the DDs were. Doing that first will save you time. Run your system in an indicator and you get instantaneous feedback on the system's performance. You can display equities by stepping through your symbol tree, use a slide show, or a rainbow of ticker equities. In two minutes you can scan 100+ stocks and have more practical information that analyzing stats for weeks. Of course I assume that you have plenty of trades... in RT this is no problem, i often test systems that give 5000 - 15000 trades. imo stats are overrated, unless of course you are walking the fine edge with a marginal system. best regards, herman Monday, April 9, 2007, 6:55:23 AM, you wrote: Thanks Herman, Anything else from the list? Are you ok translating 3) Equity appearance with Standard error? KR Michael. Herman wrote: Using RT and Intraday trades: 1) Number of trades 2) Number of stocks 3) Equity appearance I prefer 5000 trades, 100 stocks, and a straight equity line Anyone argue with that? herman
Re: [amibroker] Fetch from yahoo for indian stock in amibroker - intraday
Hello Mr.Kailashbhai, Your utility is working very well, thankyou very much for this FFY. kailash pareek [EMAIL PROTECTED] wrote: Hi, Here is installation files. Just install it n follow the instruction. enjoy johnny --- kailash pareek [EMAIL PROTECTED] wrote: hi, This is install guide in next mail there will be installer johnny __ Get your own web address. Have a HUGE year through Yahoo! Small Business. http://smallbusiness.yahoo.com/domains/?p=BESTDEAL __ No need to miss a message. Get email on-the-go with Yahoo! Mail for Mobile. Get started. http://mobile.yahoo.com/mail - Heres a new way to find what you're looking for - Yahoo! Answers
Re: [amibroker] Re: Using Index Filter
Bernard, this should work: Buy= your code AND Foreign(^XAO,C) MA(Foreign(^XAO,C),200); (eventually without the caret depending on your database). Greetings, Thomas Graham What I meant is, for example, I want to buy my current selected stock (e.g. BHP - using the auto analysis filter) on let's say a MA crossover but only if XAO is above 200MA. Can I use the setforeign with this? Bernard
[amibroker] Re: help with weighted index
If i put the code in a new pane it will plot a linechart. Is there any way to get th hich, low and Open values and plot candles or barcharts? --- In amibroker@yahoogroups.com, carlacash26 [EMAIL PROTECTED] wrote: Waleed, I'm trying to do the same thing with weighted index. Try this code, and maybe you can find what is the error, this code produces some graph.(Change to you own stocks) weight = IIf( Name() == AA, 5, IIf( Name() == C, 4, IIf( Name() == CAT, 6, IIf( Name() == GE, 7, 0 ) ) ) ); AddToComposite( weight * C, ~test, X ); Buy = 0; Graph0 = Foreign( ~test, C )/Foreign( ~test, I ); It just plots dots, not linechart or anything. I would like to have a index with OHLC but I don't know how... If anybody knows how to do this, please help! --- In amibroker@yahoogroups.com, Waleed Khalil waleedkhalil@ wrote: Hi all can any one please tell me what is wrong withe wight part in this code weight = IIf( Name() == elsh, 5, IIf( Name() == unit, 4, IIf( Name() == elka, 6, IIf( Name() == ocdi, 7, IIf( Name() == arei, 3, IIf( Name() == mnhd, 3, IIf( Name() == heli, 2, 0 ) ) ) ; AddToComposite( Close, ~housing, X ); AddToComposite( V , ~housing, V ); AddToComposite( 1, ~housing, I ); Buy = 0; Graph0 = Foreign( ~housing, C )/Foreign( ~housing, I ); this code produces zero , but when i remove the weight part everything is ok and i get my curve thanks in advance Waleed
[amibroker] Re: help with weighted index
Here is a revised code, I'm trying to calculate Open, High, Low and Close to be able to plot candles/bars for a weighted index. Hope someone could help... START OF CODE weight = IIf( Name() == AA, 5, IIf( Name() == C, 4, IIf( Name() == CAT, 6, IIf( Name() == GE, 7, 0 ) ) ) ); AddToComposite( weight * O, ~test, nO ); AddToComposite( weight * H, ~test, nH ); AddToComposite( weight * L, ~test, nL ); AddToComposite( weight * C, ~test, nC ); Buy = 0; nO = Foreign( ~test, O );/// nH = Foreign( ~test, H );/// nL = Foreign( ~test, L );/// nC = Foreign( ~test, C );/// // plot chart PlotOHLC(nO, nH, nL, nC, ~test , colorBlack, styleLine); END OF CODE If i change the StyleLine to StyleBar, this code doesn't work. I was hoping i had the O,H,L,C calculated like thi... :( --- In amibroker@yahoogroups.com, carlacash26 [EMAIL PROTECTED] wrote: If i put the code in a new pane it will plot a linechart. Is there any way to get th hich, low and Open values and plot candles or barcharts? --- In amibroker@yahoogroups.com, carlacash26 carlacash26@ wrote: Waleed, I'm trying to do the same thing with weighted index. Try this code, and maybe you can find what is the error, this code produces some graph.(Change to you own stocks) weight = IIf( Name() == AA, 5, IIf( Name() == C, 4, IIf( Name() == CAT, 6, IIf( Name() == GE, 7, 0 ) ) ) ); AddToComposite( weight * C, ~test, X ); Buy = 0; Graph0 = Foreign( ~test, C )/Foreign( ~test, I ); It just plots dots, not linechart or anything. I would like to have a index with OHLC but I don't know how... If anybody knows how to do this, please help! --- In amibroker@yahoogroups.com, Waleed Khalil waleedkhalil@ wrote: Hi all can any one please tell me what is wrong withe wight part in this code weight = IIf( Name() == elsh, 5, IIf( Name() == unit, 4, IIf( Name() == elka, 6, IIf( Name() == ocdi, 7, IIf( Name() == arei, 3, IIf( Name() == mnhd, 3, IIf( Name() == heli, 2, 0 ) ) ) ; AddToComposite( Close, ~housing, X ); AddToComposite( V , ~housing, V ); AddToComposite( 1, ~housing, I ); Buy = 0; Graph0 = Foreign( ~housing, C )/Foreign( ~housing, I ); this code produces zero , but when i remove the weight part everything is ok and i get my curve thanks in advance Waleed
[amibroker] Re: Your 5 most important backtest statistics
--- In amibroker@yahoogroups.com, Michael.S.G. [EMAIL PROTECTED] wrote: I'm looking for the most common statistics used by people on their backtests for the inclusion in the backtest framework. Could you explain a little more? What is the backtest framework? Has this been around before or is it entirely your own project? I was planning to upload the Backtest framework as some sort of AmiBroker Community Open Source Project. From what I have seen proactive projects don't have a good track record in the forum but that might change. I will help if I can. My evaluation methodology is off the wall compared to others so it probably won't be of any use to you. No offence to Ami, as it provides all industry standard evaluation measures, but I don't use them. I only want the closed trade series and I export to Xcel for evaluation. I have a custom built model in Xcel and I run it through that. I evaluate everything differently to anyone I have seen, at least anyone who is prepared to comment about the subject in public. The model is relatively new, and a work in progress, so it is partly manual at the moment. Later I might pay a programmer to write it up as an Xcel plugin with some automation of the tasks. I doubt if it is that unique as I believe the same evaluation can be done using MCS. I prefer to use *my method* because I understand it from every which way and it *explains* evaluation to me in one single image. Unlike MCS it is not processor hungry. All trades are standardised to %. The only recogniseable stat from Ami I use is win/loss ratio. From there I use the frequency distribution of the trades; but I'm not concerned about the distribution type. I simulate the probable range of equity outcomes for different time periods and evaluate based on that. I also consider significance, once again using my own method. From the above I arrive at a trade profile: the probability of system ruin at time (t); the probability that the system metrics obtained were due to chance; and the probability of portfolio ruin at time (t). If I don't like the profile I go back to the system and change the rules, which changes the key drivers and onto the profile. MoneyManagement is inbuilt and the key drivers/profile feedback loop shows me if my MM is on the money. Ruin is defined as 50% loss of capital, in which case I would walk away from the table with half of my capital intact. The fun part is that I don't disagree with Hermans approach. My image would be not unlike his rainbow curves. I am also interested in the number of trades and that they come from a wide range of stocks. Using intraday bars to up the trade count is another technique I have considered using. It appeals, especially if the signal proves to be generic and stands up across time frames. I have noticed before, that in trading, I can agree with two apparently contradictory methods or philosophies. The trick is in understanding them enough to make them work and knowing which one you are actually using at the time. I could hold my end up in the *stats can't be relied on* argument but I don't think I have the time right now. I might have to have a go at carlacashes question if no one else does ) (god help us). Brian_z
[amibroker] Re: help with weighted index
--- In amibroker@yahoogroups.com, carlacash26 [EMAIL PROTECTED] wrote: carlacash26, I have my white cane out again. Until an expert comes along try it without the n as shown in my example below and see what happens. AddToComposite( weight * O, ~test, nO ); AddToComposite( weight * H, ~test, nH ); AddToComposite( weight * L, ~test, nL ); AddToComposite( weight * C, ~test, nC ); AddToComposite( weight * O, ~test, O ); AddToComposite( weight * H, ~test, H ); AddToComposite( weight * L, ~test, L ); AddToComposite( weight * C, ~test, C ); then plotforeign(~test, test, colorBlack, styleBar); That is my best guess until someone more knowing helps out or I can get to the manual. goodluck. Brian_z
Re: [amibroker] Re: help with weighted index
Brian, finally i have made it , it works great, but take care that the stock symbol is case sensitive , also you must but your stocks in one group and filter it during scanning. hope this help cheers /* AddToComposite statements are for Automatic Analysis - Scan */ /* add Close price to our index OHLC fields */ SetBarsRequired(1,1); weight = IIf( Name() == ELSH, 5, IIf( Name() == UNIT, 4, IIf( Name() == ELKA, 6, IIf( Name() == OCDI, 7, IIf( Name() == AREI, 3, IIf( Name() == MNHD, 3, IIf( Name() == HELI, 2, 0 ) ) ) ; AddToComposite( weight * O , ~housing, O ); AddToComposite( weight * H , ~housing, H ); AddToComposite( weight * L , ~housing, L ); AddToComposite( weight * C , ~housing, C ); AddToComposite( V , ~housing, V ); /* add one to open intest field (we use this field as a counter) */ AddToComposite( 1, ~housing, I ); Buy = 0; // required by scan mode /* this part is for Drawing */ PlotForeign(~housing,Housing Index,colorRed); brian_z321 wrote: --- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com, carlacash26 [EMAIL PROTECTED] wrote: carlacash26, I have my white cane out again. Until an expert comes along try it without the n as shown in my example below and see what happens. AddToComposite( weight * O, ~test, nO ); AddToComposite( weight * H, ~test, nH ); AddToComposite( weight * L, ~test, nL ); AddToComposite( weight * C, ~test, nC ); AddToComposite( weight * O, ~test, O ); AddToComposite( weight * H, ~test, H ); AddToComposite( weight * L, ~test, L ); AddToComposite( weight * C, ~test, C ); then plotforeign(~test, test, colorBlack, styleBar); That is my best guess until someone more knowing helps out or I can get to the manual. goodluck. Brian_z
[amibroker] Re: help with weighted index
--- In amibroker@yahoogroups.com, Waleed Khalil [EMAIL PROTECTED] wrote: Brian, finally i have made it , it works great. Hello Waleed Khalil, Thanks for the feedback. Your code looks good. I had just uploaded some example files when I saw your post. They are superfluous now but I will leave them up for a while as they might help someone else. CompareIndexToPortfolio folder. WeightedIndex.doc WeightedIndexes.xls I downloaded a few bars as per carlacash26's code, ran the scan and exported all the data into Xcel. The yellow cells are the equivalent of the composite calculated in Xcel from the raw data. It matches the exported values for ~test. CC26's modified code START OF CODE weight = IIf( Name() == AA, 5, IIf( Name() == C, 4, IIf( Name() == CAT, 6, IIf( Name() == GE, 7, 0 ) ) ) ); AddToComposite( weight * O, ~test, O ); AddToComposite( weight * H, ~test, H ); AddToComposite( weight * L, ~test, L ); AddToComposite( weight * C, ~test, C ); Buy = 0; PlotForeign(~test,test,colorBlack,styleCandle); END OF CODE Brian_z
[amibroker] Re: Your 5 most important backtest statistics
I could hold my end up in the *stats can't be relied on* argument but I don't think I have the time right now. Good comments. As for the stats can't be relied on I think a solid argument could be made for this on the general consensus. But I also believe every variable has its place in trading. Of course, this is assuming you don't just take those statistics at face value. Depending on how you test your systems, you are able to see which variables are showing you what you want to see as opposed to how they will actually hold up in real time trading. I think most traders initially get fooled by fantastic numbers that they don't sufficiently run stress tests on their systems. Even then the statistics gathered can only provide a guide. Different things work for different traders. Cheers! David --- In amibroker@yahoogroups.com, brian_z321 [EMAIL PROTECTED] wrote: --- In amibroker@yahoogroups.com, Michael.S.G. OzFalconAB@ wrote: I'm looking for the most common statistics used by people on their backtests for the inclusion in the backtest framework. Could you explain a little more? What is the backtest framework? Has this been around before or is it entirely your own project? I was planning to upload the Backtest framework as some sort of AmiBroker Community Open Source Project. From what I have seen proactive projects don't have a good track record in the forum but that might change. I will help if I can. My evaluation methodology is off the wall compared to others so it probably won't be of any use to you. No offence to Ami, as it provides all industry standard evaluation measures, but I don't use them. I only want the closed trade series and I export to Xcel for evaluation. I have a custom built model in Xcel and I run it through that. I evaluate everything differently to anyone I have seen, at least anyone who is prepared to comment about the subject in public. The model is relatively new, and a work in progress, so it is partly manual at the moment. Later I might pay a programmer to write it up as an Xcel plugin with some automation of the tasks. I doubt if it is that unique as I believe the same evaluation can be done using MCS. I prefer to use *my method* because I understand it from every which way and it *explains* evaluation to me in one single image. Unlike MCS it is not processor hungry. All trades are standardised to %. The only recogniseable stat from Ami I use is win/loss ratio. From there I use the frequency distribution of the trades; but I'm not concerned about the distribution type. I simulate the probable range of equity outcomes for different time periods and evaluate based on that. I also consider significance, once again using my own method. From the above I arrive at a trade profile: the probability of system ruin at time (t); the probability that the system metrics obtained were due to chance; and the probability of portfolio ruin at time (t). If I don't like the profile I go back to the system and change the rules, which changes the key drivers and onto the profile. MoneyManagement is inbuilt and the key drivers/profile feedback loop shows me if my MM is on the money. Ruin is defined as 50% loss of capital, in which case I would walk away from the table with half of my capital intact. The fun part is that I don't disagree with Hermans approach. My image would be not unlike his rainbow curves. I am also interested in the number of trades and that they come from a wide range of stocks. Using intraday bars to up the trade count is another technique I have considered using. It appeals, especially if the signal proves to be generic and stands up across time frames. I have noticed before, that in trading, I can agree with two apparently contradictory methods or philosophies. The trick is in understanding them enough to make them work and knowing which one you are actually using at the time. I could hold my end up in the *stats can't be relied on* argument but I don't think I have the time right now. I might have to have a go at carlacashes question if no one else does ) (god help us). Brian_z
Re: [amibroker] Your 5 most important backtest statistics
1. Max system % drawdown 2. Max trade % drawdown 3. Max Flat (from Fred Tonetti's Portfolio.afl) 4. RAR 5. CAR Michael.S.G. wrote: [Revised List] Question for everyone, What are your 5 most important backtest statistics. You may choose from the following list (From AB backtest report/statistics) Number of stocks (new) Initial capital Ending capital Net Profit Net Profit % Exposure % Net Risk Adjusted Return % Annual Return % Risk Adjusted Return % All trades (Number of trades) Avg. Profit/Loss Avg. Profit/Loss % Avg. Bars Held # of Winners Total Profit Avg. Profit Avg. Profit % Avg. Bars Held Max. Consecutive Largest win # bars in largest win # of Losers Total Loss Avg. Loss Avg. Loss % Avg. Bars Held Max. Consecutive Largest loss # bars in largest loss Max. trade drawdown Max. trade % drawdown Max. system drawdown Max. system % drawdown Recovery Factor CAR/MaxDD RAR/MaxDD Profit Factor Payoff Ratio Standard Error Risk-Reward Ratio Ulcer Index Ulcer Performance Index Sharpe Ratio of trades K-Ratio
Re: [amibroker] Fetch from yahoo for indian stock in amibroker - intraday
THANKS , .ENJOY FOR 7 DAYS RIGHT.[ DEMO] kailash pareek [EMAIL PROTECTED] wrote: Hi, Here is installation files. Just install it n follow the instruction. enjoy johnny --- kailash pareek [EMAIL PROTECTED] wrote: hi, This is install guide in next mail there will be installer johnny __ Get your own web address. Have a HUGE year through Yahoo! Small Business. http://smallbusiness.yahoo.com/domains/?p=BESTDEAL __ No need to miss a message. Get email on-the-go with Yahoo! Mail for Mobile. Get started. http://mobile.yahoo.com/mail - Heres a new way to find what you're looking for - Yahoo! Answers
[amibroker] Exit Swing Indicator
Does anyone have the Metastock code for their Exit Swing Indicator so that I can convert it?
Re: [amibroker] Re: Developing Data Plugin for Amibroker
Hello Hetal
Can you provide me step by step guidance on how to configure Aq for RT data
and to configure aqd.format for indian stocks? TIA
Looking for help
Sujan
- Original Message -
From: Hetal [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Sunday, April 08, 2007 2:10 AM
Subject: [amibroker] Re: Developing Data Plugin for Amibroker
Hello Kailash,
I doubt that it is free
i hope u are not talking of ffy which u have also posted made by
datafetchers.com
Is that free No i suppose. It is Rs 5000/- and it doesnt get realtime
then why not simply use amiquote as eod every 5 mins
First of all it is .net based and there were complains from other
users that recently it didnt get realtime quotes even after logging
in to yahoo
Even Others on this board and our Great Great Tomhaz has recommended
to not prefer .net based even for rt data charting etc etc.
WHy not use amiquote which can give u true real time quotes charts
than 1 minute with some tweaks in aqd.format file only for
realtime data
and i had tried that and it was successful
You may probably not be knowing the true power of Amiquote.
You also have the options to select the box for rt data and it also
recongnizes yahoo cookies to get real time quotes.
ffy or any other sware cant get u so fast as amiquote along with true
volume.I can bet on that.
Try the amiquote way and u will be surprised
and if u need any further help on aqd.format tweak please email me
i will guide yoiu ofcourse FREE .LIKE TRADERS HELPING FELLOW TRADERS
Happy Trading
hetal
--- In amibroker@yahoogroups.com, kailash pareek [EMAIL PROTECTED]
wrote:
HI ,
DATAFATCHER.COM HAVE THAT UTILITY FREE. I AM USING N
ITS FINE
JOHNNY
--- Uma Shankar Ladha [EMAIL PROTECTED]
wrote:
Hi,
I have seen that earlier, but since its paid, I
thought of developing one
myself.
On 3/27/07, hareshbhai patel [EMAIL PROTECTED]
wrote:
Pl visit www.datafetchers.com for complete
details. I am using their
utility withh full satisfaction.
*Uma Shankar Ladha [EMAIL PROTECTED]*
wrote:
Hi,
I would like to develop a data plugin for
amibroker which would get the
real time data from yahoo and update the amibroker
database. Any directions
on this would be useful.
If anybody have done this kind of thing, let me
know. I would like to make
this publicly available.
Thanks.
Thanking you with Kind Regards,
Haresh Patel
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Re: [amibroker] bar counter
Hey can anybody help me... Plz write how to take data from yahooto amibroker...I m struggining from few months..but not able to get data to see chart in amibroker..plz help ..guys or send me mail about amibroker on [EMAIL PROTECTED] TC On 07 Apr 2007 11:05:26 -0700, nasdaq trader [EMAIL PROTECTED] wrote: Hello, I am trying to implement a bar counter - this will indicate the number of bars between two ends of a trendline. The trendline in Amibroker(when double clicked) shows the x and y position of its ends, but I am not sure how to access this from a script. Any help in this would be greatly appreciated. To give a general idea of how this is used, I have a system which relies on static bar counts from a starting point. The attached chart for Thursday (for the SP500) shows how turns are projected using 100 bar increments (on a 1min chart) starting from a low (blue arrow). The chart was generated with Wave59. I want to do the same using Amibroker. Thank you in advance, -VJ -- Looking for earth-friendly autos? Browse Top Cars by Green Ratinghttp://autos.yahoo.com/green_center/;_ylc=X3oDMTE4MGw4Z2hlBF9TAzk3MTA3MDc2BHNlYwNtYWlsdGFncwRzbGsDZ3JlZW5jZW50ZXI-at Yahoo! Autos' Green Center.
[amibroker] make a formula
hello sir please help me to make a formulla for intraday swing trade. for buy = i wants when ema 5 minutes is crossover to 10minutes ema and 10minutes ema cross to 20 minutes ema, and stochastic slow %k 9periouds D- cross D+ above below10 , and rsi 9periods is near or below 30; sell = ema 5minutes cross below 10minutes ema, and 10 minutes ema cross below 20minutes ema, and stochastic slow %9periods D- cross below D+ near 70, and rsi 9 periods is near 70; sir please help i m a big looser in stock markit and i think if any body inteligent person help me to make this formulla i m very very thankfull or sir if u have any other swing traid formula please share with me . please help DHIRAJ [EMAIL PROTECTED]
Re: [amibroker] Re: Your 5 most important backtest statistics
Hi Brian, Has this been around before? Not realy. And yes I have started the project, But I hope others will extend it. It also seems to be something that is missing from the AmiBroker platform. What is the backtest framework? It is a very simple framework for backtesting trading systems. I like to think of it as a Set of standards for backtesting. It's not going to be of use for everyone. Especially if you have very complicated trading styles. But it's simplicity should also enable flexibility enough to support reasonably complicated systems/styles. Could you explain a little more? It was originally Building a Trading system in AB but that got put on the shelf. It has been revived as Backtest framework. It now has a somewhat different purpose than what the original system concept was. From what I have seen proactive projects don't have a good track record... Agreed. And I'm still at pains to make it easy for the average Joe to participate in. At the very least, It needs some sort of upload system similar to AFL library, But with the ability to cleanly upload Zip files. Basic performance stats can be copied to the library description for people to see if system is worth evaluating. ATB Michael. brian_z321 wrote: --- In amibroker@yahoogroups.com mailto:amibroker%40yahoogroups.com, Michael.S.G. [EMAIL PROTECTED] wrote: I'm looking for the most common statistics used by people on their backtests for the inclusion in the backtest framework. Could you explain a little more? What is the backtest framework? Has this been around before or is it entirely your own project? I was planning to upload the Backtest framework as some sort of AmiBroker Community Open Source Project. From what I have seen proactive projects don't have a good track record in the forum but that might change. I will help if I can. My evaluation methodology is off the wall compared to others so it probably won't be of any use to you. No offence to Ami, as it provides all industry standard evaluation measures, but I don't use them. I only want the closed trade series and I export to Xcel for evaluation. I have a custom built model in Xcel and I run it through that. I evaluate everything differently to anyone I have seen, at least anyone who is prepared to comment about the subject in public. The model is relatively new, and a work in progress, so it is partly manual at the moment. Later I might pay a programmer to write it up as an Xcel plugin with some automation of the tasks. I doubt if it is that unique as I believe the same evaluation can be done using MCS. I prefer to use *my method* because I understand it from every which way and it *explains* evaluation to me in one single image. Unlike MCS it is not processor hungry. All trades are standardised to %. The only recogniseable stat from Ami I use is win/loss ratio. From there I use the frequency distribution of the trades; but I'm not concerned about the distribution type. I simulate the probable range of equity outcomes for different time periods and evaluate based on that. I also consider significance, once again using my own method. From the above I arrive at a trade profile: the probability of system ruin at time (t); the probability that the system metrics obtained were due to chance; and the probability of portfolio ruin at time (t). If I don't like the profile I go back to the system and change the rules, which changes the key drivers and onto the profile. MoneyManagement is inbuilt and the key drivers/profile feedback loop shows me if my MM is on the money. Ruin is defined as 50% loss of capital, in which case I would walk away from the table with half of my capital intact. The fun part is that I don't disagree with Hermans approach. My image would be not unlike his rainbow curves. I am also interested in the number of trades and that they come from a wide range of stocks. Using intraday bars to up the trade count is another technique I have considered using. It appeals, especially if the signal proves to be generic and stands up across time frames. I have noticed before, that in trading, I can agree with two apparently contradictory methods or philosophies. The trick is in understanding them enough to make them work and knowing which one you are actually using at the time. I could hold my end up in the *stats can't be relied on* argument but I don't think I have the time right now. I might have to have a go at carlacashes question if no one else does ) (god help us). Brian_z
[amibroker] Re: Your 5 most important backtest statistics
Thanks. Good luck. I'm sure I will learn from it. Brian_z --- In amibroker@yahoogroups.com, Michael.S.G. [EMAIL PROTECTED] wrote: Hi Brian, Has this been around before? Not realy. And yes I have started the project, But I hope others will extend it. It also seems to be something that is missing from the AmiBroker platform. What is the backtest framework? It is a very simple framework for backtesting trading systems. I like to think of it as a Set of standards for backtesting. It's not going to be of use for everyone. Especially if you have very complicated trading styles. But it's simplicity should also enable flexibility enough to support reasonably complicated systems/styles. Could you explain a little more? It was originally Building a Trading system in AB but that got put on the shelf. It has been revived as Backtest framework. It now has a somewhat different purpose than what the original system concept was. From what I have seen proactive projects don't have a good track record... Agreed. And I'm still at pains to make it easy for the average Joe to participate in. At the very least, It needs some sort of upload system similar to AFL library, But with the ability to cleanly upload Zip files. Basic performance stats can be copied to the library description for people to see if system is worth evaluating. ATB Michael. brian_z321 wrote: --- In amibroker@yahoogroups.com mailto:amibroker% 40yahoogroups.com, Michael.S.G. OzFalconAB@ wrote: I'm looking for the most common statistics used by people on their backtests for the inclusion in the backtest framework. Could you explain a little more? What is the backtest framework? Has this been around before or is it entirely your own project? I was planning to upload the Backtest framework as some sort of AmiBroker Community Open Source Project. From what I have seen proactive projects don't have a good track record in the forum but that might change. I will help if I can. My evaluation methodology is off the wall compared to others so it probably won't be of any use to you. No offence to Ami, as it provides all industry standard evaluation measures, but I don't use them. I only want the closed trade series and I export to Xcel for evaluation. I have a custom built model in Xcel and I run it through that. I evaluate everything differently to anyone I have seen, at least anyone who is prepared to comment about the subject in public. The model is relatively new, and a work in progress, so it is partly manual at the moment. Later I might pay a programmer to write it up as an Xcel plugin with some automation of the tasks. I doubt if it is that unique as I believe the same evaluation can be done using MCS. I prefer to use *my method* because I understand it from every which way and it *explains* evaluation to me in one single image. Unlike MCS it is not processor hungry. All trades are standardised to %. The only recogniseable stat from Ami I use is win/loss ratio. From there I use the frequency distribution of the trades; but I'm not concerned about the distribution type. I simulate the probable range of equity outcomes for different time periods and evaluate based on that. I also consider significance, once again using my own method. From the above I arrive at a trade profile: the probability of system ruin at time (t); the probability that the system metrics obtained were due to chance; and the probability of portfolio ruin at time (t). If I don't like the profile I go back to the system and change the rules, which changes the key drivers and onto the profile. MoneyManagement is inbuilt and the key drivers/profile feedback loop shows me if my MM is on the money. Ruin is defined as 50% loss of capital, in which case I would walk away from the table with half of my capital intact. The fun part is that I don't disagree with Hermans approach. My image would be not unlike his rainbow curves. I am also interested in the number of trades and that they come from a wide range of stocks. Using intraday bars to up the trade count is another technique I have considered using. It appeals, especially if the signal proves to be generic and stands up across time frames. I have noticed before, that in trading, I can agree with two apparently contradictory methods or philosophies. The trick is in understanding them enough to make them work and knowing which one you are actually using at the time. I could hold my end up in the *stats can't be relied on* argument but I don't think I have the time right now. I might have to have a go at carlacashes question if no one else does ) (god help us). Brian_z
[amibroker] Fetch from yahoo for indian stock in amibroker - intraday
Can I also have this utility? Thanks. gakkhar On Mon, 09 Apr 2007 18:57:27 +0530, dev soni [EMAIL PROTECTED] wrote: Hello Mr.Kailashbhai, Your utility is working very well, thankyou very much for this FFY. kailash pareek [EMAIL PROTECTED] wrote: Hi, Here is installation files. Just install it n follow the instruction. enjoy johnny --- kailash pareek [EMAIL PROTECTED] wrote: hi, This is install guide in next mail there will be installer johnny __ Get your own web address. Have a HUGE year through Yahoo! Small Business. http://smallbusiness.yahoo.com/domains/?p=BESTDEAL __ No need to miss a message. Get email on-the-go with Yahoo! Mail for Mobile. Get started. http://mobile.yahoo.com/mail - Here’s a new way to find what you're looking for - Yahoo! Answers
[amibroker] Increase Number decimal place in tile
when i plot the following code, the ROI value is shown in two decimal place. How Can I increase it to 5 decimal places? Days = 251; ROI = ROC(Close, Days); Plot( ROI, ROI, colorBlack, styleLine ); Thanks
Re: [amibroker] Increase Number decimal place in tile
Look up Prec() in Help or Preferences|Misc
Bill
- Original Message -
From: tipequity [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Monday, April 09, 2007 8:02 PM
Subject: [amibroker] Increase Number decimal place in tile
when i plot the following code, the ROI value is shown in two decimal
place. How Can I increase it to 5 decimal places?
Days = 251;
ROI = ROC(Close, Days);
Plot( ROI, ROI, colorBlack, styleLine );
Thanks
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
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Re: [amibroker] esignal vs equis
As far as I am aware MetaStock QuoteCenter from Equis does not save data
LOCALLY on your hard disk in MS format . So if you want to use it with AB
the only option remains DDE route for linking to MSQC. Last I used MSQC,
AB's DDE plug-in would not connect to MSQC and I had to use Excel to
retrieve data from MSQC and send it to AB. If things have changed now I am
not aware of that, so you should verify the current status yourself. If
however you are contemplating changing your charting platform then the
choice of MSQC becomes a viable option.
R
On 4/10/07, murthysuresh [EMAIL PROTECTED] wrote:
With Esignal raising thier rates and scrapping the basic version, I am
reviewing other vendors including Equis. I belive that we can get equis
in metastock format with 500 symbols. Have any one used it with
amibroker. How good is it?
Appreciate feedback.
Seede
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
Re: [amibroker] Increase Number decimal place in tile
use Preferences/Miscellaneous/Decimal places in..
tipequity wrote:
when i plot the following code, the ROI value is shown in two decimal
place. How Can I increase it to 5 decimal places?
Days = 251;
ROI = ROC(Close, Days);
Plot( ROI, ROI, colorBlack, styleLine );
Thanks
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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
[amibroker] Re: help with weighted index
Thank you so much! This thread will probably be good for reference in the future! --- In amibroker@yahoogroups.com, brian_z321 [EMAIL PROTECTED] wrote: --- In amibroker@yahoogroups.com, Waleed Khalil waleedkhalil@ wrote: Brian, finally i have made it , it works great. Hello Waleed Khalil, Thanks for the feedback. Your code looks good. I had just uploaded some example files when I saw your post. They are superfluous now but I will leave them up for a while as they might help someone else. CompareIndexToPortfolio folder. WeightedIndex.doc WeightedIndexes.xls I downloaded a few bars as per carlacash26's code, ran the scan and exported all the data into Xcel. The yellow cells are the equivalent of the composite calculated in Xcel from the raw data. It matches the exported values for ~test. CC26's modified code START OF CODE weight = IIf( Name() == AA, 5, IIf( Name() == C, 4, IIf( Name() == CAT, 6, IIf( Name() == GE, 7, 0 ) ) ) ); AddToComposite( weight * O, ~test, O ); AddToComposite( weight * H, ~test, H ); AddToComposite( weight * L, ~test, L ); AddToComposite( weight * C, ~test, C ); Buy = 0; PlotForeign(~test,test,colorBlack,styleCandle); END OF CODE Brian_z
[amibroker] Re: What's Wrong With This Line? Charles
Chuck Hi I hope that you See this as I am going through the same thing that it appears you did. Trying to learn how to specify a start and end point in charting a specific period with out using the click of the mouse. If you haven't commited suicide and have an example to share it would greatly be appreceated or if you could look what I'm going through. What I am closing in on is this, aperiod = Cum(testperiod=yrperiod%3=3); testperiod would be a quarter and aperiod would be a reference to a specific quarter? How do I plot the 7th quarter? Thanks for any help and I hope that you found your solution! mytake --- In amibroker@yahoogroups.com, Charles J. Dudek [EMAIL PROTECTED] wrote: Exactly! This is why all of the solutions that have been suggested so far won't work because I want to look at periods where the start and end points are both in the past. Conceptually it's a very simple thing, but programming it using AmiBroker is something else. I thought about doing the same thing as you are considering, but HOLY MACKERAL, what a headache! I cannot believe there isn't a quick and dirty way to get what I want without a Cray computer and a PhD in information technology. I just want to be able to specify a start and end point for the regression and standard deviation calculations, but from a calculation elsewhere in the code and not from manual input. That doesn't seem like an impossible dream, but MAN what a hassle! Using LastValue I can get this no problem. But I don't always want to use the last value in the array and that's the problem I have. I'm absolutely sure there is a simple answer to this and I'm just missing it because my brain is so fried from thinking about it. Chuck --- In amibroker@yahoogroups.com, Robert Nemeth rjnemeth@ wrote: Interesting you are trying to solve this problem at this time. I am trying to find the STDERR function between two points of my choseing in the past. The only thing I have thought of, outside of rolling my own, is to create an array for each possible period # I might use to fit my conditions of start and stop points. Then code would have to be written to chose the appropriate array and its value to build the final solution array. I'm still thinking about it and am interested in the topic. Hope you find a solution. Robert Charles J. Dudek trader@ wrote: And how do I fix it. I'm getting a type mismatch error, but I can't see where I'm trying to put an entire array into one cell. aL[i] = LinRegIntercept( C [i] , Longcount[i] ); Does LinRegIntercept create an array? If so, how do I get around that? I'm trying to create trendlines at various points throughout the history that start and end based on other calculations. This is driving me CRAZY!!! Are there any examples of this kind of thing I could refer to? I know I could use LineArray, but I also need to calculate standard deviations based on the same periods, so I don't think that will help me, will it? Chuck - Sponsored Link Mortgage rates as low as 4.625% - $150,000 loan for $579 a month. Intro-*Terms
