Unfortunately your back-testing only curve fits your trade system making it optimal with already known data.

If you were to use IO with it out of sample I would think that it would fall apart and you would have to wait for that huge win to dig you out

 

I rather have my system with a Mdd of about 9% and Annret of 38%

 

 

Mark

 

 

 


From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Mark H
Sent: Monday, June 19, 2006 10:02 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Has anybody made any money???

 

That's why I said it was the most difficult part of the system :-) 

When I couldn't sleep at night, I just ran a backtest again, and compared the current market conditions with historical conditions with similar drawdowns.

That helped me breathe and relax!

 

----- Original Message -----

From: MailYahoo

Sent: Monday, June 19, 2006 8:56 PM

Subject: RE: [amibroker] Has anybody made any money???

 

Mark,

40% MDD?

I would be up all night with that

To me that is not a trading system that I could live with, more of a hope and pray type of system

Mark

size=2 width="100%" align=center tabIndex=-1>

From: amibroker@yahoogroups.com [mailto:[EMAIL PROTECTED] On Behalf Of Mark H
Sent: Monday, June 19, 2006 5:30 PM
To: amibroker@yahoogroups.com
Subject: Re: [amibroker] Has anybody made any money???

Dr Gaine$

My strategy is dip buying. When the market is bullish, buy strong stocks when they dip steeply and sell them when they rise.

The secret is to use time stops (5-8 days) to let your capital work harder for you.

The most difficult part is to sit tight when market is not good and also stomach the drawdown up to 40%.

Backtest helps a lot to pull the trigger when you are down 40%.

- Mark

----- Original Message -----

Sent: Sunday, June 18, 2006 9:40 AM

Subject: Re: [amibroker] Has anybody made any money???

Share your strategy with us Mark.

Dr Gaine$

Mark H <[EMAIL PROTECTED]> wrote:

Absolutely. Average 126% for the last three years.

But you should know that software are just tools and not money printing machines. It is what between your ears matters.

----- Original Message -----

From: tom_katch

Sent: Saturday, June 17, 2006 7:04 AM

Subject: [amibroker] Has anybody made any money???

I own Amibroker software, and have the latest version (standard). I
also have Metastock, Vectorvest and some other software. But I am
sorry to say that Amibroker is the only software I ever bought that I
did not study up on. I understand that most of the users are very
pleased with it from looking at this forum. Most of the postings are
of a technical nature, with questions as how to understand and use the
software. But I don't recall seeing postings from people noting their
success in using the software. Have any of you had great/good/fair
success in using it? Have you made a lot/some/little money with it?
Maybe some of your positive comments will give me a kick in the ass,
and I'll start on the 800 page manual.

Thanks

Fred

__________________________________________________
Do You Yahoo!?
Tired of spam? Yahoo! Mail has the best spam protection around
http://mail.yahoo.com

__._,_.___

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 other support material please check also:
http://www.amibroker.com/support.html






SPONSORED LINKS
Investment management software Real estate investment software Investment property software
Software support Real estate investment analysis software Investment software


YAHOO! GROUPS LINKS




__,_._,___

Reply via email to