Curve fitting is one of the two main pitfalls in stock system development
(the other is survivorship bias).
They come in many forms and have cost me a lot of $$$.
I would be very cautious if there are more than 3 degrees of freedom
(variables). Forward walking and 3-D analysis would help, but it is hard to
eliminate, especially when getting all too excited about those phenomenal
performance numbers.


On Wed, Sep 16, 2009 at 5:00 PM, Brandon_Ridenour <
[email protected]> wrote:

>
>
> Its a fair point...i really need to look into switching over to the CBI. I
> need to quit my job so i can do this full time.
>
> I have had my share of experiences with curve fitting, but i really thought
> i had a solid system this time. 10+ years of backtesting, 1000's of trades,
> consistent profit year after year...and then this slight change, which only
> impacted a few trades per year, radically altered the performance.
>
> Its really crazy since I had been tweaking positionscore with this system
> previously, causing it to take different sequences of trades, and the
> performance was staying solid.
>
> Not sure what to make of it...
>
>
> --- In [email protected] <amibroker%40yahoogroups.com>, Mark Hike
> <markh...@...> wrote:
> >
> > I read Graham's note as that you can use the value in sell array to tell
> > what has happened, probably for reporting purpose. Obviously there is
> some
> > undocumented effect of setting the value. I would be wary of this kind of
> > "hack", because sometimes one doesn't really know what's going on. I like
> > the low level CBI because you can look at all the signals, positions,
> > trades, equity etc bar by bar and have total control of what's going on.
> >
> > As to your bigger problem, been there done that :-)
> >
> > On Wed, Sep 16, 2009 at 4:04 PM, Brandon_Ridenour <
> > brandon_riden...@...> wrote:
> >
> > >
> > >
> > > I had reached the same conclusion, that i would need to use the CBI to
> work
> > > around this, but I'm very happy to have avoided it.
> > >
> > > This problem only happens if you are managing your stops manually --
> here
> > > is how you can fake it so it thinks you are using applystop(), and it
> solves
> > > this problem. Its in the notes at the bottom of the link.
> > >
> > > Now, my bigger problem is a system I have been using and had backtested
> > > over 10 years no longer performs adequately after making this change.
> :-/
> > >
> > > -------
> > >
> > > http://www.amibroker.com/guide/afl/afl_view.php?id=20
> > >
> > > Graham Kavanagh
> > > gkavanagh [at] e-wire.net.au
> > > 2004-09-30 21:55:42 from equity comments
> > >
> > > Depending on kind of the stop various values
> > > are written back to sell/cover array to enable you to distinguish if
> given
> > > signal was generated by regular rule or by stop.
> > >
> > > 1 - regular exit
> > > 2 - max. loss
> > > 3 - profit target
> > > 4 - trailing
> > > 5 - n-bar stop
> > > 6 - ruin stop
> > >
> > > --- In [email protected] <amibroker%40yahoogroups.com><amibroker%
> 40yahoogroups.com>,
> > > "sdkingman" <markhike@> wrote:
> > > >
> > > > Interesting. I could not find anything in the user guide saying that
> you
> > > can set sell/cover signal to 4 or other value to affect the way stops
> > > behave. (The only thing I found was in Equity() function, sell/cover
> arrays
> > > would be filled with some number to indicate what kind of exit has
> taken
> > > place)
> > > >
> > > > To handle the complex situation you described, I think that low level
> CBT
> > > would be the right way to go.
> > > >
> > > > --- In [email protected] 
> > > > <amibroker%40yahoogroups.com><amibroker%
> 40yahoogroups.com>,
> > > "Brandon_Ridenour" <brandon_ridenour@> wrote:
> > > > >
> > > > > I may have found a solution to this. When I manually set the
> sell/cover
> > > signal, I am now setting it to a value of '4', rather than '1'. When
> setting
> > > it this way, ActivateStopsImmediately seems to apply properly.
> > > > >
> > > > > Basically, this fakes out as if I were using the ApplyStops
> function (i
> > > think)
> > > > >
> > > > >
> > > > > --- In [email protected] 
> > > > > <amibroker%40yahoogroups.com><amibroker%
> 40yahoogroups.com>,
> > > "Brandon_Ridenour" <brandon_ridenour@> wrote:
> > > > > >
> > > > > >
> > > > > > I noticed this additional note:
> > > > > >
> > > > > > "a) (if you want to have stops executed AFTER regular signals, so
> > > cash from stopped out positions is NOT available to enter trades the
> same
> > > day)
> > > > > > ActivateStopsImmediately turned ON "
> > > > > >
> > > > > >
> > > > > > It seems to suggest that ActivateStopsImmediately addresses this
> > > issue of making sure the freed up equity is not made available the same
> day.
> > > > > >
> > > > > >
> > > > > > In my case, because I have custom stop logic and am not using the
> > > ApplyStops function, I am using regular Sell/Cover signals to close
> > > positions. I set tradedelays(1,0,1,0).
> > > > > >
> > > > > > If I understand the logic correctly, the backtester is improperly
> > > using my capital in this scenario, and because my stop logic is custom,
> > > activatestopsimmediately is not effective.
> > > > > >
> > > > > > Is there any way to prevent this issue from occurring?
> > > > > >
> > > > > > Thanks
> > > > > >
> > > > > > --- In [email protected] 
> > > > > > <amibroker%40yahoogroups.com><amibroker%
> 40yahoogroups.com>,
> > > "sfclimbers" <sfclimbers@> wrote:
> > > > > > >
> > > > > > > Read the notes provided for ActiveStops and see if you
> recognized
> > > your strategy.
> > > > > > >
> > > > > > > http://www.amibroker.com/guide/afl/afl_view.php?id=20
> > > > > > >
> > > > > > > You may find that changing the setting (from AA window) for
> > > > > > >
> > > > > > > ActivateStopsImmediately will fix your problem.
> > > > > > >
> > > > > > > Mike
> > > > > > >
> > > > > > > --- In [email protected] 
> > > > > > > <amibroker%40yahoogroups.com><amibroker%
> 40yahoogroups.com>,
> > > "Brandon_Ridenour" <brandon_ridenour@> wrote:
> > > > > > > >
> > > > > > > >
> > > > > > > > By the way, i have trade delays for Buy and Short set to 1,
> > > meaning it buys on the morning after the signal is generated. I just
> need it
> > > to use the available balance from either the day the signal was
> generated,
> > > or at the exact market open. It seems to be calculating available
> > > funds/balance based on the close of the next day.
> > > > > > > >
> > > > > > > >
> > > > > > > > --- In 
> > > > > > > > [email protected]<amibroker%40yahoogroups.com><amibroker%
> 40yahoogroups.com>,
> > > "Brandon_Ridenour" <brandon_ridenour@> wrote:
> > > > > > > > >
> > > > > > > > > Hi,
> > > > > > > > >
> > > > > > > > > I have a system that opens positions only at the market
> open of
> > > a trading day. At market open, it should calculate the position size
> based
> > > on the funds currently available at that time.
> > > > > > > > >
> > > > > > > > > Today there was a signal at market open but no funds
> available.
> > > Later during the day, a trailing stop was hit on one of my open
> positions,
> > > causing that position to be closed.
> > > > > > > > >
> > > > > > > > > Tonight when I updated all quotes and ran the backtest,
> > > Amibroker shows the position from market open being opened, even there
> are
> > > no funds available. I can only assume that it believes funds were
> available
> > > because of the position which was exited later in the day.
> > > > > > > > >
> > > > > > > > > Obviously, the system should not be able to use funds which
> > > have not actually come available yet. How can I ensure that it will
> only
> > > open positions if the funds are available at market open?
> > > > > > > > >
> > > > > > > > > Thanks,
> > > > > > > > > Brandon
> > > > > > > > >
> > > > > > > >
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> > >
> > >
> >
>
>  
>

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