Hello Brian Siddha,
Since money management seems to have more statistical importance for
making profits than buy/sell signals.
Don't you believe it!
In the beginning was the signal.
On the first day, God said,*Let's evaluate* and saw that it was good.
On the second day, God looked in his/her
Howard,
Thanks for your post.
I value the opportunity to talk to quality people on a quality topic.
In laymans terms; does the servitude to the objective function
require compromising the multiple sub-objectives?
If so who makes that decision; when, where and how is it made?
According to the
provided the fantastic tools within
AmiBroker, there
was not even a difficult solution.
Thanks for listening,
Howard
www.quantitativetradingsystems.com
On 3/17/07, brian.z123 [EMAIL PROTECTED] wrote:
Howard,
Thanks for your post.
I value the opportunity to talk to quality
Apologies to the forum.
Obviously the duplicate did not emanate from my actions.
BrianB2.
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED]
wrote:
Howard,
Thanks for your post.
I value the opportunity to talk to quality people on a quality
topic.
In laymans terms; does
Hello Drew,
Thanks.
Looking forward to your follow up.
For me, things got curiouser and curiouser when Mr Aronson's treatise
on *Detecting Data Mining Bias* called for *out of sample* testing.
However, I will reserve comment until after I read the book ( a few
weeks delivery to my locale).
I
, AmiBroker.com
www.amibroker.com
Song
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote:
Hello Whitne,
Thanks for your post.
Two of your leads provided new material for me.
I am not using MCP but I have it under consideration.
Conceptually, if not practically, I have
Hello Mich,
Prediction or simulation of complex systems is a very big subject.
For our context I narrow it down to the field which is based in the
attempt to replicate human consciousness in a computer environment.
Human consciousness is the machine par excellence for heuristically
matching
Howard,
Thanks for your post.
I value the opportunity to talk to quality people on a quality topic.
In laymans terms; does the servitude to the objective function
require compromising the multiple sub-objectives?
If so who makes that decision; when, where and how is it made?
According to the
Hello Whitne,
Thanks for your post.
Two of your leads provided new material for me.
I am not using MCP but I have it under consideration.
Conceptually, if not practically, I have rejected the walk forward
method, which means I am bound to consider all methods that validate
single sample tests.
ftstrades,
main menuviewselect charts and charts list is available in workspace
to the left of charts (probably this would be default view anyway).
various methods:
double click any indicator in charts list,
right click and insert from context menu
or left mouse button and drag to overlay
Hello ftstrades,
I believe the first to last point growth rates work as follows:
100$ at @ 10% for 2 yrs = = 100 * 1.10 = = 110 * 1.10 = = 121
In Ami 100*1.10^2 = = 121
To find the growth factor 100*gf^2 = = 121
so in Ami gf = = 121/100^(1/2) = = 1.1
Mathematicians are now invited to pelt
length
extracted, as input value, for the indicator to properly exhibit
the trend.
R
On 3/13/07, brian.z123 [EMAIL PROTECTED] wrote:
Thanks Bill,
I thought as much.
I am more familiar with RTM where the ST MA is optimised at max =
=
15 and the LT MA at max 5* the ST MA
into the future
with the same momentum as the past (an approximation and/or
assumption).
No recommendation of RTM as a trading method is implied.
BrianB2.
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED] wrote:
Gerard,
Bad news and good news.
I have put up a DowIndicator PDF
Hello Dave,
I hope you don't mind my uninvited comments; you aroused my empathy.
If you are not looking for advice don't read on.
Note! my comments are nothing to do with Mr Seward's site which I
know nothing about.
Loss of confidence is a fatal blow for most.
If the mentor you chose is a
Dave,
Not much help, but the best I can do.
I endorse the following comments from Mr Sewards site as principles
for a solid trading foundation:
I do recommend trading the main US exchanges for the liquidity
(trading volume).
My stock method actually recommends using cash rather than margin,
/07, brian.z123 [EMAIL PROTECTED] wrote:
Hello Tim,
Great post.
In the hall of the mathmeticians I carry a white cane but I still
found my way to the quants table.
BrianB2.
--- In amibroker@yahoogroups.com amibroker%
40yahoogroups.com, nhat
nhat@ wrote
, brian.z123 [EMAIL PROTECTED] wrote:
Final - Part 3 plus a .doc with all code used uploaded to
CompareIndexToPortfolio Folder.
The 3 parts make up a GUI + simple code method to compare trade
system equity curves and indexes.
It is biased to daily timeframes and the EOD version
Hello Gerard,
Any chance of uploading it to the group files for a few days so I can
look at it?
Webmailers don't get the attachments.
BrianB2.
--- In amibroker@yahoogroups.com, Gerard Carey [EMAIL PROTECTED]
wrote:
For those interested in the indicator, Mr Dow gives us here, just a
Hello MyTake,
I started into Ami 9 months ago with only laymans Xcel and another
Formula Language behind me.
To start I half read a basic programming book (SAMS) and MS Script
helpfile.
I was thinking about a C type book but drew the line there (I'm a
time miser).
My naive programmers view of
To the teachers.
I believe that in spite of Gigabytes of support over the
years,explaining itself is Ami's weakest link, so I appreciate your
efforts to get it out there.
Some feedback for you.
Despite the fact that video, audio etc is fashionable I personally am
not a fan of it as a
Hello Tim,
Great post.
In the hall of the mathmeticians I carry a white cane but I still
found my way to the quants table.
BrianB2.
--- In amibroker@yahoogroups.com, nhat [EMAIL PROTECTED] wrote:
Great discussion. I was a reviewer for Howard's book and found it
an
incredible source
every few days. Never hit the limit in a couple of years use.
Regds
Gerard
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote:
Hello Gerard,
Any chance of uploading it to the group files for a few days so I
can
look at it?
Webmailers don't get the attachments
, brian.z123 [EMAIL PROTECTED] wrote:
K-ratio.doc uploaded to root of group files.
--- In amibroker@yahoogroups.com, Graham kavemanperth@ wrote:
has anyone got a description in plain english to calculate the
k-ratio
I have done a search of yahoo emails and the web and found
various
it to the third party site eventually.
BrianB2.
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED]
wrote:
I have uploaded part_2 and _2b to the same folder (draft versions).
Part3 might follow in which I will try to connect the dots using
Tomasz's suggestion from the Knowledge
Graham,
I understand it was developed by Lars Klesner in 1996.
He explains it in his book Quantatative Trading Strategies.
Is that the one you are after?
It is a four page explanation including a small simulation in Xcel.
If so I will try to scan it or summarise it for you later today.
At
in the calcs?
If I can crank up the old scanner I will upload a bit more later.
BrianB2.
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED] wrote:
Graham,
I understand it was developed by Lars Klesner in 1996.
He explains it in his book Quantatative Trading Strategies
requirements
http://www.aflwriting.com
On 08/03/07, brian.z123 [EMAIL PROTECTED] wrote:
Graham,
I understand it was developed by Lars Klesner in 1996.
He explains it in his book Quantatative Trading Strategies.
Is that the one you are after?
It is a four page explanation
Thanks John,
I enjoyed that one.
So Tomasz beat me to the prize again.
BrianB2.
--- In amibroker@yahoogroups.com, john_dxd_smith
[EMAIL PROTECTED] wrote:
http://finance.groups.yahoo.com/group/amibroker/message/64408
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote:
I
K-ratio.doc uploaded to root of group files.
--- In amibroker@yahoogroups.com, Graham [EMAIL PROTECTED] wrote:
has anyone got a description in plain english to calculate the k-ratio
I have done a search of yahoo emails and the web and found various
definitions and an afl that was written, but
Gann literature.
As there is a not a lot of interest within the group I will keep it
brief.
Apologies to Gannists for being a five minute expert.
Ganns own material is difficult to read and ranges from the expected
and objective (money management, support/resistance) to the unexpected
and
There is also ODBCPlugins in the root of the group files which a clip
of the archives up until recent posts - it discusses fdata providers
and how to use the data in AmiBroker (a work in progress).
BrianB2.
--- In amibroker@yahoogroups.com, ftstrades [EMAIL PROTECTED] wrote:
I've been using
Herman,
The original post implied; Are there any success stories in the forum?
People value different things and join the forum for different reasons;
social, programming, maths, light commercial, learning Ami, trading,
trading voyeurism etc.
Success for each class is different.
It is obvious
Charles,
File with Gann fan example uploaded to the root of group files:
gann fan.doc
Not entirely correct but a starting point.
Without second guessing Tomasz, I believe he provides a full range of
features to suit various traders whether he personally endorses all
of them or not.
Since no
DM,
Not having a go at you but in the belief I am helping.
I also had a quick look at the Gummy site and I have to ask:
Is this a joke?.
I wouldn't research my ideas from a site like that.
To me trading is a game, but it is one that should be approached in a
business-like manner; as if we
Hello John,
Thanks for your efforts.
I tried it out today and it worked beautifully.
10 years of history in approx eight hours on my slow old regional
Australia broadband.
Cheers,
BrianB2.
--- In amibroker@yahoogroups.com, jrswindle2001 [EMAIL PROTECTED] wrote:
If anyone is interested, I
Paul,
Thanks for correcting my error - humble apologies DM.
BrianB2.
--- In amibroker@yahoogroups.com, Paul Ho [EMAIL PROTECTED] wrote:
This is what you need
buy = cross(c, ref(llv(c, 52), -1)* 1.04);
sell = cross(ref(hhv(c, 52), -1)*0.96, c);
_
From:
bar.
Seems i misunderstood.
Let's see what the plot shows.
Regards
Robert
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote:
Hello Robert,
No.
No problemo!
If you plot barcount and barindex you will see it works a little
differently than you think
. It does not change
when you zoom in/zoom out. It may only change when you add new
quotations
to the database or when you change the interval (for example daily
to intraday).
Best regards,
Tomasz Janeczko
amibroker.com
- Original Message -
From: brian.z123 [EMAIL PROTECTED
DM,
I don't think it matters if you stipulate Fri or not.
Fri Close is the *default* close for weekly bars.
In 2006 only one week did not close on a Fri (public holiday?) in the
US market (4/13/2006 was a Thursday weekly close).
I think that if you accepted the weekly close for all weeks your
Hello Robert,
No.
No problemo!
If you plot barcount and barindex you will see it works a little
differently than you think.
BrianB2.
--- In amibroker@yahoogroups.com, rhoemke [EMAIL PROTECTED] wrote:
It seems that there is at least a problem with Barcount and BarIndex
().
As i understand,
.
Unless of course you are a dancing bear.
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED] wrote:
Example files in the group files section based on Dingos example.
CompareIndexToPortfolio Folder.
I had to break the PDF to upload it.
It is in draft form.
It won't be up
symbols - creating a watchlist corresponding to symbols with data
cut the time in half in my case).
Regards
Gerry
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote:
Hello gerryjoz,
I don't entirely understand your point.
If you have a .tls list of the symbols
Hello gunovanengel.
Thankyou.
Looks good to me.
I couldn't get the Xcel file but that is a minor point.
BrianB2.
--- In amibroker@yahoogroups.com, gunovanengel [EMAIL PROTECTED]
wrote:
http://www.icc-az.com/Update-AB.html
--- In amibroker@yahoogroups.com, taracent taracent@ wrote:
Hello gerryjoz,
I don't entirely understand your point.
If you have a .tls list of the symbols you want then you can download
data for that exact list via AQ.
There are also ways to do what you want (get rid of unwanted symbols)
e.g. right click watchlist in AB and import a watchlist from a
I don't go into tech details unless forced to (not enough hours in
the day!).
The alpha-techs would be horrified at how little I know about what is
under my computers bonnet.
I have been clean for 3-4 years.
I have forgotten what my computer tech guy looks like.
My only defence is set and
Alex,
I have used Cum() extensively in a similar manner to your example
without any problems whatsoever.
I used it for *manually* calculating ProfitFactor outside of the
Backtester, so I will discuss it in that context.
I calculate PF using the Wins/Losses * Ave%Won/Ave%Loss compared to
the
Hello Alex,
I only have a minute and can't go into your code fully,
On the off chance it helps.
I was debugging today and found the cause of my challenge was
ValueWhen - it only looks back so far - the number bars lookback is
limited - at least in my code anyway.
Plot this and scroll any
Example files in the group files section based on Dingos example.
CompareIndexToPortfolio Folder.
I had to break the PDF to upload it.
It is in draft form.
It won't be up there for long.
Part2 will come out later - it goes into some variations and examples
of plotting the equity curve as an
Hello jk,
Over at Ensign they are calling it chART...it's good fun.
A new art medium is born;-)
Thanks.
BrianB2.
P.S You forgot to sign it!
--- In amibroker@yahoogroups.com, ckinsey2003 [EMAIL PROTECTED] wrote:
Read some posts about needing Color in their Charts.
I have played with
in this thread.
DY
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote:
Yes, I agree with that.
I'm not a masochist.
I sleep in a water bed and not on the floor so I can't be
derogatory
about comfort.
It is just in my nature to explore the truth and take
Hello Trading Humble,
I am not having a go at you or pushing any agenda; I am trying to
understand what the chartists want for my own reasons
(if they are using charts in a way that I am not and it is
contributing to their trading success I want to know about it).
The problem is no-one can
charting techniques, have you
considered looking at some of the programs, including those mentioned
in previous messages, on a trial basis?
Bill
- Original Message -
From: brian.z123 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Sunday, February 18, 2007 8:31 AM
Subject
D
Thanks.
Works for me for indexes.
Couldn't be easier.
BrianB2.
--- In amibroker@yahoogroups.com, dingo [EMAIL PROTECTED] wrote:
Open a chart with your benchmark symbol.
Click the button ! To open the AA window.
In the AA window click the Edit button.
In the AA window Click
; point and figure, eqivolume?
BrianB2
--- In amibroker@yahoogroups.com, wavemechanic [EMAIL PROTECTED] wrote:
- Original Message -
From: brian.z123 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, February 15, 2007 8:47 PM
Subject: [amibroker] Re: I think the real
to the list. Say
for
example use the 100 ValueLine #1 rated stocks with your favorite
moving averages to signal entries and exits.
Works for me
ReefBreak
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote:
Joe PS...always good to see you around the forum.
PS
Thanks Erik,
It looks like an option.
I'll try it and add to the list for future reference.
Brian.
--- In amibroker@yahoogroups.com, eodeen [EMAIL PROTECTED] wrote:
After reading the threads below about fundamental database
backtesting in AB I decided to share the following idea. Why not
the probability, as in:
=NORMSDIST(-2.17-.76*-.22+.35*5.25)
Using current spread (^TNX-^IRX) and Fed Funds values the reading
will
be 43.44%.
S.
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote:
Sebastian,
Any chance of a reference to the Wright source(s) or better still
Hello David,
I have uploaded a file that has a list of historical fdata providers
that I researched about 3-6 months ago for use with AB via the SQL
plugin.
FundamentalDataProviders.xls in the group files
The list contains everyone I could find so some of them might be
rather vague leads.
I
Joe PS...always good to see you around the forum.
PS...thanks for your efforts with AB/database/fdata accessibility
over the years.
Top effort.
Re stats etc - I haven't read that big book yet but I am working
privately on the Quant leads given late last year and have had some
satisfying
Sebastian,
Any chance of a reference to the Wright source(s) or better still a
doc of the relevant page or chapter?
Brian.
--- In amibroker@yahoogroups.com, sebastiandanconia
[EMAIL PROTECTED] wrote:
Thanks for the response, but I've already put together an indicator
based on your idea.
.
Sursod
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@
wrote:
Sursod,
I bookmarked your post.
email me brian.z123@
if you want some feedback later when I do a study on RSI SRSI
as
discussed by you.
I will mail you off the air if I find anything worth
Hello Tim,
I had the trial version for a while.
I couldn't find any AB archives at the PG site and I didn't download
mine to the site either.
It wasn't really necessary in the end as I downloaded 10 years or so (I
went right back to the beginning of this archive) and got it in a
resonable
Graham
AB-Write Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriti http://www.aflwriting.com ng.com
On 05/02/07, brian.z123 [EMAIL PROTECTED]
mailto:brian.z123%40yahoo.com.au com.au wrote:
Hello Sursod,
Thankyou.
I don't
not to go below AW/AL of 2.
Regards,
Sursod
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@
wrote:
Continuing.(I had to go and change a light bulb).
My hypothesis that primary indicators (price, vol, OI) are more
accurate and have less lag than secondary
Professional AFL Writing Service
Yes, I write AFL code to your requirements
http://www.aflwriting.com
On 05/02/07, brian.z123 [EMAIL PROTECTED] wrote:
Hello Sursod,
Thankyou.
I don't have the time to become involved in a lot of that type of
discussion, and also the forum isn't
, there is no
holy bible and no absolute truth except the inconvenient truth at
the bottom line of the trading account.
Sursod
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@
wrote:
Hello Bill,
I'm pleased you read the reply as I hadn't seen you around for a
couple of days
Hello Bill,
I'm pleased you read the reply as I hadn't seen you around for a
couple of days and thought you might have disappeared.
Trialling (it's not in my dictionary either - I haven't been to
school for a while) = = trial and error (paper trading or virtual
trading where you visualise
First a little philosophy (ideas rule!).
Words do not have absolute meanings.
They can have different meanings to different people and also vary
depending on the context in which they are used.
The most important thing is to be 100% clear on what they mean to you.
Don't be afraid to step
, brian.z123 wrote:
I recently stumbled over a download to some PDF files by Dr
Edward O
Thorp, mathematician and trader, that might interest some.
...
http://www.arbtrading.com/kelly.htm
or go to the homepage:
http://www.arbtrading.com/index.htm
Money ManagementKelly
Hello Anthony,
It's good to see you around the forum again.
Some of your earlier contributions were impressive and have been
helpful to me.
One of my first Ami projects for the year will be to setup an SQL
database with sectors, industries and user categories etc (assumming
I can get the data
Belated New Year greetings to Tomasz and family and the AmiBroker
community.
Here's to a successful year and some great trading.
I recently stumbled over a download to some PDF files by Dr Edward O
Thorp, mathematician and trader, that might interest some.
They dovetail quite nicely with
you to save the
results
from the OOS backtest ( as IO does ) then after a succession of WF
tests you have a complete equity curve consisting of the original
IS
and all OOS segments that show as a whole end to end much of which
is
OOS ...
--- In amibroker@yahoogroups.com, brian.z123
on the Sharpe ratio there.
Thanks
chuck
- Original Message -
From: brian.z123 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, November 07, 2006 7:21 PM
Subject: [amibroker] Re: Margin of Error
Hello Ton,
Thankyou for the compliment.
In the example given
? is
such
an
important question with trading systems, since a good answer to
that
question can lead to a good answer for another important
question, When
WON'T it work?
S.
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@
wrote:
OT:margin of error example.
As the trader
?
S.
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote:
OT:margin of error example.
As the trader is more interested in the general population of
future
trades than the test sample, what can be learnt from the sample?
One answer is to trade the system for a decade
that the effectiveness
of the
system does not change over time...
chuck
- Original Message -
From: brian.z123 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Tuesday, November 07, 2006 2:21 AM
Subject: [amibroker] Re: Margin of Error
OT:margin of error example
-
From: brian.z123
To: amibroker@yahoogroups.com
Sent: Tuesday, November 07, 2006 1:51 AM
Subject: [amibroker] Margin of Error
Part1 of Project Based Training No1.
The objective of the project is to introduce new traders to the
main
concepts of system design/testing
Jerry,
Grant posted the code at message # 103037.
I haven't followed up on it yet, or any of the other leads kindly
supplied it that topic.
I have them parked until after I finish my forum project.
I'll provide some feedback on the leads later if anything new comes
up.
PS I sent you an email
.
As they say:*I can be happy but not satisfied*.
BrianB2.
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED]
wrote:
INTRODUCTION TO SYSTEM DESIGN AND TESTING.
Over the next week or two I will be running a series of topics
that
together make-up a rudimentary training project using
Part1 of Project Based Training No1.
The objective of the project is to introduce new traders to the main
concepts of system design/testing and demonstrate their application
in AmiBroker.
At the same time it is hoped that the ideas presented will provoke
discussion and provide trading
to use StdError when
applied to trading?
BrianB2 º
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED]
wrote:
Part1 of Project Based Training No1.
The objective of the project is to introduce new traders to the
main
concepts of system design/testing and demonstrate
(WinnersAvgProfit) );
bo.AddCustomMetric( 8.total$profit : total$loss, st.GetValue
(WinnersTotalProfit) / abs(
st.GetValue(LosersTotalLoss) ) );
/code
brian.z123 wrote:
Grant,
I haven't made it to the CBT as yet but I would love a copy of
your
work.
I can park it for a while
Capra?
BrianB2.
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED]
wrote:
Thanks to the forum for allowing me some *room to move* to discuss
Trading Philosophy and Psychology.
I'll try not to abuse the privilige.
We can't be one person outside the trading room and someone else
no
guarantee of future profitability. But this is an easy way to get
a
decent estimate of how much better than chance your OOS metrics
are.
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote:
Thanks to the silent majority for your patience with me on the
Psychology
this information or is it just an academic
exercise?
Bill
- Original Message -
From: brian.z123 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Thursday, October 26, 2006 10:59 PM
Subject: [amibroker] Re: OT: Statistics
Hypothesis for Bill.
I promised Bill *The Wave
Hello Dburru,
Fundamental data or other data can be stored in external databases,
such as Access or SQL, and read by AmiBroker via the universal
database plug-in.
BrianB2.
--- In amibroker@yahoogroups.com, dbirru [EMAIL PROTECTED] wrote:
Tomsz, is it possible to include custom data fields
Apologies for the spelling dbirru.
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED]
wrote:
Hello Dburru,
Fundamental data or other data can be stored in external
databases,
such as Access or SQL, and read by AmiBroker via the universal
database plug-in.
BrianB2
Correction.
I should have said when IIf(ROC(M,1) 0,1,0);
changes from 0 to 1 the chosen MA is at a pivot point.
BrianB2.
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED]
wrote:
Hello Paul,
Eventually, if you keep going, you will develop your own trading
style
on a similar issue. My
current
search is calculating standard deviations in the outcomes of a
system.
On Thu, 26 Oct 2006 01:31:44 -0400, brian.z123 [EMAIL PROTECTED]
wrote:
Hello Jerry and Mr Davis,
Thanks for your posts.
Statistical indicators may be something else again.
I
Hello Dennis,
I think it was just a mis-understanding really.
Sometimes that happens on the internet where our intentions can be mis-
interpreted.
Right or wrong it takes a lot of class to apologise in front of a few
thousand people so thankyou for that.
Tomasz welcomes suggestions.
There is a
Chi
Square
many years ago.
Some would say the Yates correction (subtracting .5) is unnecessary
in this example because of the high frequencies but I'd always
apply
it because it makes the final value more conservative.
--- In amibroker@yahoogroups.com, brian.z123 brian.z123@ wrote
, however, successfully developed and tested a trading system
based on another hypothesis that was derived from the above
GeneralTheory.
BrianB2..:-)..(the last of the coneheads?).
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED]
wrote:
Statistics for traders.
Can anyone
Statistics for traders.
Can anyone recommend a book on statistics written specifically for
traders or that applies statistical methods to trading examples?
I am looking for an author who has done a good job on the subject.
Even if it is only a section of a book that would do provided it
goes
-
// Date 11/23/03
// Source Anthony Faragasso
// Type Indicator, Exploration, AB PT
// Patterns Wedge, Broad, Upchannel, Bearish.
- Original Message -
From: brian.z123
Message -
From: brian.z123 [EMAIL PROTECTED]
To: amibroker@yahoogroups.com
Sent: Wednesday, October 25, 2006 8:05 AM
Subject: [amibroker] OT: Statistics
Statistics for traders.
Can anyone recommend a book on statistics written specifically
for
traders or that applies
and Purpose - Faragasso Pattern
Recognition -
// Date 11/23/03
// Source Anthony Faragasso
// Type Indicator, Exploration, AB PT
// Patterns Wedge, Broad, Upchannel, Bearish.
- Original Message -
From: brian.z123 [EMAIL PROTECTED
on Katz and McCormicks Encyclopedia of Trading
Strategies to complete the set.
They are not the be all and end all but they do provide a solid
foundation.
BrianB2.
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED]
wrote:
Hello Joe,
Welcome back.
Hope you enjoyed your short
For the record.
Rounding off some sub-topics from this topic.
1. We are over-emphasising the programming aspects of AB.
To me a programmer is a person who writes applications or parts
thereof.
Most of the time that is not what we are doing in Ami.
We are simply using a prescribed and supplied
Hello Jim,
Do you mean the chart patterns from Bulkowskis encyclopedia (over 60
patterns)?
If you want to code them in AFL some have been done by Dmitiris
Tsokakis (Hello Dimitris, I hope the fish are jumping into your
boat)from the AFL library.
Formula name: Pattern Recognition
(this is slightly more advanced).
It will take time until it clicks but believe me it is not
rocket
science.
If it was I wouldn't be doing it.
Know your limitations; I don't try to trade like Fred, he's an
Alpha-
Tech and I am not.
I trade like Brian.z123, end of story.
I did copy his
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