The price oriented statements are superfluous ... With the settings I have they do not change the results one iota ...
--- In [email protected], "laster" <[EMAIL PROTECTED]> wrote: > > > > Your code should be fixed with > > Buy = C > Ref(C, -1); > > BuyPrice=C; > > Sell = C < Ref(C, -1); > > SellPrice=C; > > Short = Sell; > > ShortPrice= C; > > Cover = Buy; > > CoverPrice=C; > > > > > > And the returns are much lower. Get your point anyway. > > Jerry > > _____ > > From: [email protected] [mailto:[EMAIL PROTECTED] On Behalf > Of Fred > Sent: Monday, October 16, 2006 18:56 > To: [email protected] > Subject: [amibroker] Re: Amibroker vs. other software > > > > To me this is not an academic exercise ... there either is the > potential to make money using a product or there isn't ... If you > don't want to program but you want to make money and you have some > ideas of how to do that then I suggest you spend it on someone to > write code for you as opposed to some product with canned systems in > it ... As I said ( or asked ) before ... Do you really believe that > someone has a system for sale that makes money ? At one time I used > to be privy to every piece of existing or new trading related > software coming on the market some of which had price tags an order > of magnitude and more beyond what TradingBlox wants to charge ... > I've yet to see a canned system that worked well out of sample ... > You wanna spend two grand for the personal experience ... Don't let > me stand in your way. > > By the same token one can find little gems out there that aren't very > complicated that can be successful ... > > Here are the returns for a nice simple 4-line system over a 13 year > period of RUT. There was no optimization to this as it has NO > parameters thus it is all out of sample ... > > Statistics | Charts | Trades | Formula | Settings | Symbols > > Statistics > All trades Long trades Short trades > Initial capital 10000.00 10000.00 10000.00 > Ending capital 3944049.63 2842235.59 1111814.04 > Net Profit 3934049.63 2832235.59 1101814.04 > Net Profit % 39340.50 % 28322.36 % 11018.14 % > Exposure % 99.97 % 58.48 % 41.48 % > Net Risk Adjusted Return % 39352.98 % 48427.54 % 26559.78 % > Annual Return % 61.43 % 57.24 % 45.85 % > Risk Adjusted Return % 61.44 % 97.88 % 110.53 % > > ---------------------------------------------------------- > ---------- > > All trades 1227 614 (50.04 %) 613 (49.96 %) > Avg. Profit/Loss 3206.23 4612.76 1797.41 > Avg. Profit/Loss % 0.50 % 0.62 % 0.39 % > Avg. Bars Held 3.57 4.00 3.13 > > ---------------------------------------------------------- > ---------- > > Winners 570 (46.45 %) 330 (26.89 %) 240 (19.56 %) > Total Profit 6381352.25 3861524.30 2519827.95 > Avg. Profit 11195.35 11701.59 10499.28 > Avg. Profit % 1.61 % 1.59 % 1.64 % > Avg. Bars Held 5.00 5.42 4.42 > Max. Consecutive 7 11 5 > Largest win 267549.47 267549.47 231569.01 > # bars in largest win 10 10 12 > > ---------------------------------------------------------- > ---------- > > Losers 657 (53.55 %) 284 (23.15 %) 373 (30.40 %) > Total Loss -2447302.62 -1029288.71 -1418013.91 > Avg. Loss -3724.97 -3624.26 -3801.65 > Avg. Loss % -0.45 % -0.50 % -0.42 % > Avg. Bars Held 2.33 2.36 2.31 > Max. Consecutive 8 6 12 > Largest loss -92804.31 -55524.28 -92804.31 > # bars in largest loss 2 2 2 > > ---------------------------------------------------------- > ---------- > > Max. trade drawdown -92804.31 -86737.98 -92804.31 > Max. trade % drawdown -4.65 % -4.65 % -4.58 % > Max. system drawdown -228156.35 -169809.15 -191309.55 > Max. system % drawdown -9.02 % -9.52 % -18.62 % > Recovery Factor 17.24 16.68 5.76 > CAR/MaxDD 6.81 6.01 2.46 > RAR/MaxDD 6.81 10.28 5.94 > Profit Factor 2.61 3.75 1.78 > Payoff Ratio 3.01 3.23 2.76 > Standard Error 548831.63 338884.76 217581.17 > Risk-Reward Ratio 0.35 0.36 0.32 > Ulcer Index 1.42 2.01 5.62 > Ulcer Performance Index 39.58 25.84 7.20 > Sharpe Ratio of trades 2.28 2.43 1.67 > K-Ratio 0.0223 0.0228 0.0207 > > ... and the AFL ? > > Buy = C > Ref(C, -1); > Sell = C < Ref(C, -1); > Short = Sell; > Cover = Buy; > > This won't work past mid 2000 ... but put it up on RUT prior to that > time ... you'll be suprised what little nothing systems can do ... > > --- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com, > allansn@ wrote: > > > > Fred, > > I know you may find it hard to believe,but Blox is a very reputable > product.We may all agree that it dam well should be for close to > 3,000,but it doesnt take away from the fact that it is..I am sure you > are aware that not everyone is as gifted as you and many others when > it comes to programming,and there are many incredibly successful > traders who do not employ systems at all... > > > > I have followed this board for quite some time,and am exremely > impressed at the depth of knowledge and higher understanding of > topics such as ploynomial trendlines and Hurst cycles.This board is > exceedingly oriented toward the "technology/programming" crowd,but > in no way is that the only method of trading. > > > > In the final analysis,the best tool is the one you can and will use. > > > > > > > > > > > > > > > > > > ----- Original Message ----- > > From: Fred > > Date: Monday, October 16, 2006 3:32 pm > > Subject: [amibroker] Re: Amibroker vs. other software > > To: [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com > > > > > Given your description one would assume what you get with TB is > > > a > > > variety of Black Boxes ... As a result one would need to ask > > > themselves the following questions ... > > > > > > 1. How likely is it that someone would sell a profitable trading > > > system ... at any price ? > > > > > > 2. Do i really want to trade a system that I can't see, so as a > > > result I won't how it operates nor if and when it's broken or > > > why > > > nor will I be able to "fix" it ? > > > > > > There are probably a dozen other questions but those two should > > > be > > > enough ... > > > > > > --- In [EMAIL PROTECTED] <mailto:amibroker%40yahoogroups.com> ps.com, > "Angelo" wrote: > > > > > > > > Hi, > > > > > > > > I was forgetting two other real important differences: > > > > > > > > - Amibroker can test intraday data, Trading Blox doesn't allow > > > > intraday testing; > > > > > > > > - Amibroker can build weekly and monthly data to test starting > > > from > > > > daily data and can emply more than one timeframe in testing > > > (Ex > > > Elder > > > > Triple screem system). Trading Blox doesn't. > > > > > > > > Greetings, > > > > > > > > Angelo. > > > > > > > > > > > > > > > > > > > > > > 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 Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
