I thought her last name wasn't Ikebe...
Anyway I do miss her too, what happened?
--- In amibroker@yahoogroups.com, David Weller [EMAIL PROTECTED] wrote:
Guess that answers the question if anyone is making any money using
AmiBroker. I do miss Yuki's posts over the last few months and hope she
You are free to seek for tested systems, whatever that means.
If buying MetaStock 10 and using one of the tested systems
get you to become a millionaire, there isn't anything easier
than that.
If such is not the case, then why bother with lack of tested
systems in AB?
intermilan04
picks up a
huge gap down of OVTI on 12/1.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote:
I forgot:
take also a look at this doc page
http://www.amibroker.com/f?setoption
specifically PriceBoundChecking option
Best regards,
Tomasz
.
Hope it helps in clarifying what I'm trying to do.
I welcome better implementation of what I'm trying to do, but the
method you described runs into the same problem; Backtester does not
buy and .
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED
held up by yesterday's purchase), then sell my stocks
from today and leave me with cash.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Terry [EMAIL PROTECTED] wrote:
Just set SellPrice = Open;
You are trying to fix something that Amibroker already handles with
SetTradeDelays
appreciate any insights as to why my problem has
occurred. It's driving me crazy because if things like this happen, I
might get rosier results than what reality might bring.
Regards,
intermilan04
okay, because it means the stock was above my
acceptable price of purchase, anyway.
Just my two cents,
intermilan04
--- In amibroker@yahoogroups.com, intermilan04 [EMAIL PROTECTED] wrote:
I'm using Scottrade and trade on NASDAQ only.
intermilan04
--- In amibroker@yahoogroups.com, Mark H
will definitely explore the
dollar-volume approach and filter out low-liquid stocks.(I've been
increasing my minimum volume thereby increasing the dollar-volume but
I am still far from 10-million dv you proposed.)
Thank you again for your great advice.
intermilan04
--- In amibroker@yahoogroups.com
against longer data range?
Regards,
intermilan04
--- In amibroker@yahoogroups.com, dingo [EMAIL PROTECTED] wrote:
And 75% isn't good enough for you?
And don't you think the past results just might be too good to be true?
And you checked your formula to see if it is looking into the future
in the past, but doesn't work lately. Although, as
you pointed out it is more precise approach in following the market in
a realistic manner.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, zebdez [EMAIL PROTECTED] wrote:
I have had similar experience until I set the Limit trade size
surprisingly well)
I will once again optimize with 10 years of data and see how it goes.
Thank you for your reply,
intermilan04
--- In amibroker@yahoogroups.com, sebastiandanconia
[EMAIL PROTECTED] wrote:
Without knowing any more about your method (and I'm not asking), maybe
there's nothing wrong
Hi dingo,
My Max System DD is 18.47%. Not the lowest but should be OK...
I will do some search on robust and see what has been discussed in the
past.
Thank you,
intermilan04
--- In amibroker@yahoogroups.com, dingo [EMAIL PROTECTED] wrote:
In most circles 5 years is not enough. Plus profits
Hi Duke,
I have minimum price and volume to avoid penny stocks and
nobody-is-caring stocks...that's about it.
It could be that the way I designed my system might be picking
small-cap stocks over large ones more often, though. It is a long
system which tries to pick up in a dip.
intermilan04
its
performance drops :-D but this is a whole another issue so I didn't
mention about it here.
intermilan04
--- In amibroker@yahoogroups.com, sebastiandanconia
[EMAIL PROTECTED] wrote:
Nope, I just meant that he measured all the other years from
Jan.1-Jan.1, so he's not comparing apples
interested in that side of things these days.
Dennis
On Aug 30, 2006, at 7:32 PM, intermilan04 wrote:
I wish I was making 75% up to now :-)
The 75% is the result of my system which is optimized between
2001-2006. Since I'm always trying to improve my system, I don't
necessarily have
follow your own system
if following it ends up influencing the market against you. It sounds
like a Zen question so I put it aside for now and focus on the first
issue.
intermilan04
--- In amibroker@yahoogroups.com, dingo [EMAIL PROTECTED] wrote:
As far as this is a whole another issue - I
Fred,
I believe my case was the latter. Today I was trying to buy 900
shares of a 5-dollar stock and got caught. I am now making change to
my volume limit so I won't make this mistake again.
intermilan04
--- In amibroker@yahoogroups.com, Fred [EMAIL PROTECTED] wrote:
If your trades
a genius to
design a system that works during that span.
I have a feeling we are better off backtesting against a down market
to truely assess your system though.
Lots of work to do on my part to come up with a system that keeps on
working, but thank you for your advice.
intermilan04
avoiding those because I obviously do
not want my order to cause a gap-up in the morning. Simple approach
is to buy more expensive stocks, and/or to buy stocks with higher volume.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga [EMAIL PROTECTED] wrote:
Hi intermilan04
dollar-value. This means
you could be looking at an $80 stock with volume of only 30,000.
It is debatable but I wouldn't like to buy stocks with such a low
volume. On the other hand, $6 with 400,000 shares traded is OK, in my
scope.
intermilan04
--- In amibroker@yahoogroups.com, Terry [EMAIL
Hi Yuki,
Let me do some simulation with Amibroker and get back to you on this.
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga [EMAIL PROTECTED] wrote:
Hi intermilan04,
Thursday, August 31, 2006, 9:56:24 AM, you wrote:
i I believe my case was the latter. Today I was trying
Here are the results:
60days: $797,633 Dollar-Volume
120days: $713,400
240days: $553,708
intermilan04
--- In amibroker@yahoogroups.com, intermilan04 [EMAIL PROTECTED] wrote:
Hi Yuki,
Let me do some simulation with Amibroker and get back to you on this.
intermilan04
--- In amibroker
[EMAIL PROTECTED] wrote:
Hi intermilan04,
Thursday, August 31, 2006, 11:57:29 AM, you wrote:
i Hi Yuki,
i There are stocks, low-cap stocks where 900 shares buy order
overnight
i is actually huge. I'm not saying 100% that my stock of today was
i indeed the case...I do have a reason
.
Sincerely,
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga [EMAIL PROTECTED] wrote:
Hi intermilan04,
Well, you have something promising, at least in the sense that the
volume for the past quarter is up about 50 percent over the volume of
the past year. Assuming price is rising
Or you could design your code in such a way that it wouldn't trigger
buy and sell when OHLC are close...
--- In amibroker@yahoogroups.com, Terry [EMAIL PROTECTED] wrote:
If you are getting simultaneous buy and short triggers, design your code
to pre-trade the system, possibly using a loop, but
I'm using Scottrade and trade on NASDAQ only.
intermilan04
--- In amibroker@yahoogroups.com, Mark H [EMAIL PROTECTED] wrote:
Just curious, which broker do you use?
I use IB and trade at open. I can get the open prices probably 95%
of the times. Not bad but not like the 100% your broker get
is especially cool since
it's all computer-based and there is no market maker's intervention.
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga [EMAIL PROTECTED] wrote:
Hi Bob,
Tuesday, August 22, 2006, 1:27:43 PM, you wrote:
BJ and how can you pontificate that the exchange doesn't
I was about to point out the same thing.
Very smart idea to ask a question with one ID then follow up with another.
--- In amibroker@yahoogroups.com, dingo [EMAIL PROTECTED] wrote:
are you (ges x), techsmart and danielwardadams all the same person?
If so,
please use just one id - very
I started placing orders overnight;
if I start to get some erratic opening prices, I will do some
investigation and see what I can do.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, M Webb [EMAIL PROTECTED] wrote:
You might want to do a sensitivity test to see what happens to your
accurate.
intermilan04
--- In amibroker@yahoogroups.com, Phsst [EMAIL PROTECTED] wrote:
If you place your order 5 seconds after the bell, then you might not
get the opening price; but if your order has been open throughout
pre-market, you should get the opening price as everyone else
With all due respect I do not believe people will post systems that
work great. If you look at old posts on this forum, you see a guy
claiming to post his working system...he never did.
intermilan04
--- In amibroker-ts@yahoogroups.com, wavemechanic [EMAIL PROTECTED] wrote:
Are you familiar
% this week.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Phsst [EMAIL PROTECTED] wrote:
The simple answer is ... DON'T ... It's like trading with a blind
fold on ... Blind folds are only good if you are at the wrong end of a
firing squad or the object of humor in pin the tail
Hi Joe,
Thank you for mentioning about Bright Trading. While I hadn't heard
about it, I will google it and see if I can learn from it.
intermilan04
--- In amibroker@yahoogroups.com, [EMAIL PROTECTED] wrote:
Just heard a web conference by Don Bright last night and as I
(superficially
Fred,
In order to avoid situations you described below, one has to close out
positions intraday, i.e. daytrade.
Any positions overnight are subject to huge gap ups and downs.
intermilan04
--- In amibroker@yahoogroups.com, Fred [EMAIL PROTECTED] wrote:
Pt was right.
It is only money.
We
data
(there are ways to get around it but not everyone knows how).
If you have one hard drive but two logical drives, say C and D drive,
when your C drive with Windows on it get infected and you format the C
drive, the D drive's data remains.
Regards,
intermilan04
--- In amibroker@yahoogroups.com
Hi,
Are colorGreen and colorWhite boolean variables?
If so, I think you can simply do:
Buy = ExRem( EntrySignal, ExitSignal ) AND (colorGreen OR colorWhite)
intermilan04
--- In amibroker@yahoogroups.com, Bargains Club [EMAIL PROTECTED]
wrote:
I want BUY = (when color is GREEN or WHITE
toward not using margin and try to automate the
process as much as possible.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, cohndw [EMAIL PROTECTED] wrote:
One thing to consider versus Buying At Open is to buy about 5-30
minutes after opening. This of course requires you to be present
to the great people on this forum.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, brian.z123 [EMAIL PROTECTED] wrote:
Intermilan004,
Thanks for your post as it raises some interesting trading issues.
1. 10 20 year trading systems.
I empathize with you that your `tried and tested
market orders overnight?
I'm not quite sure how the first trade occurs, in theory I sell to the
highest bidder but with low liquidity of pre-market trading, what if
the highest bid is absurdly low?
Any thoughts on this is greatly appreciated.
Regards,
intermilan04
Please note that this group
playing stocks with low volume and grabbed some bad
prices before, so I'm integrating volume into my system so I don't
grab them.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga [EMAIL PROTECTED] wrote:
Hi intermilan04,
This is, of course, not a one-size-fits-all situation
after a while, but I don't know, I
guess my timing of entry has been off lately because of this new trend
I just described. Hope it will change soon.
intermilan04
--- In amibroker@yahoogroups.com, jacklweinberg [EMAIL PROTECTED] wrote:
You might want to ensure a delay (i.e. rade at tomorrow's open
Hi Mark,
Very interesting approach. How do you limit the volume like how you
do? I am aware you can limit by % of one bar's volume, but not sure
if you could do like 1% of 50 period EMA of volume.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Mark H [EMAIL PROTECTED] wrote:
Yes
-working system disguised like working.
Your approach of using EMA as a limit is very interesting however.
I will see how I can incorporate it into my system.
Thank you,
intermilan04
--- In amibroker@yahoogroups.com, Mark H [EMAIL PROTECTED] wrote:
Limit shares by % of one bar's volume is one
Hi Tomasz,
Thank you for your clear explanation regarding the trade pair.
I will investigate further to see the working of Backtest / Scan /
Explore.
Sincerely,
intermilan04
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote:
Hello,
You should check the archives
signaled, but it seems to
me that the Backtester doesn't even see the same thing as Scan or
Explore.
I am willing to disclose more codes if necessary to troubleshoot.
Any help regarding this matter is greatly appreciated.
Regards,
intermilan04
Yahoo! Groups Sponsor
trade signals that Scan would see, and Backtest
picks from the pool?
What's happening to me is that the Backtester doesn't see the same
Entry signals as Scan.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Graham [EMAIL PROTECTED] wrote:
Scan gives all raw trade signals
Portfolio
necessarily
take all siginaled positions due to constraints, but at least it needs
to recognize the same things as Explore.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Graham [EMAIL PROTECTED] wrote:
do you have delays in the settings? looks like you have 1 bar delays
setting
--
Cheers
not match with Exploring for signals of 7/21 on 7/24...
Might anyone know what could be causing the problem? Is there a way
to match the above? In the meantime, I'm trying to figure out myself
by backtesting/exploring/scanning but haven't figured yet.
Regards,
intermilan04
--- In amibroker
.
Thank you in advance for any help.
Regards,
intermilan04
Yahoo! Groups Sponsor ~--
Great things are happening at Yahoo! Groups. See the new email design.
http://us.click.yahoo.com/TISQkA/hOaOAA/yQLSAA/GHeqlB/TM
Hi dingo,
Thank you for your quick response. I'll check out Batman.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, dingo [EMAIL PROTECTED] wrote:
Look for a program called Batman in the amibroker-ts goup:
http://finance.groups.yahoo.com/group/amibroker-ts/files/
It can run
Check your Equity. My case was that although Scan finds signals,
Backtest didn't enter trades due to insufficient funds available at
the time of trade.
intermilan04
--- In amibroker@yahoogroups.com, cstrader232 [EMAIL PROTECTED] wrote:
Well, I guess I could see something like
Tomasz,
Thank you very much. I will take a look at detailed log option and
see what I can find.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, cstrader232 [EMAIL PROTECTED] wrote:
Thanks Tomasz!
- Original Message -
From: Tomasz Janeczko [EMAIL PROTECTED
Hi all,
I have a trading system where I buy at today's open then sell at
tomorrow's open. For instance if I buy ABC on 6/27 open, I sell ABC
on 6/28 open then use the proceeds to buy something else on 6/28 open,
say DEF.
Upon investigating the detailed log, it seems to me that the
Backtester
.
intermilan04
--- In amibroker@yahoogroups.com, MailYahoo [EMAIL PROTECTED] wrote:
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 is ridiculous, but you can't really argue
against someone who is making money in the market. Heck, you don't
even have to have a system to make money, anyway.
intermilan04
--- In amibroker@yahoogroups.com, MailYahoo [EMAIL PROTECTED] wrote:
intermilan04,
Actually not if he has to back
against stock's daily volume. I believe that
was the reason why my long-term backtest escaped the year 2004 without
much damage, while the short-term result got hit.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Tomasz Janeczko [EMAIL PROTECTED] wrote:
Hello,
Yes it checks
Hi Ed,
I guess the only option you have left is to try uninstall and
reinstall the software and see if that solves your problem.
I don't like to upgrade software; I prefer to uninstall first then
install a newer version.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Ed Cottrell
By reading the manual/help file?
I don't argue against people asking simple questions, but I'd rather
see advanced topics whose answers don't reside in the user manual.
intermilan04
--- In amibroker@yahoogroups.com, Keith McCombs [EMAIL PROTECTED] wrote:
Graham and Dingo --
See who got
Hi Jim,
It seems like you are in the same or similar situation as me.
One conclusion I have reached is that when I download new data,
sometimes past quotes get updated and affect the result.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, James Hutchison [EMAIL PROTECTED] wrote:
I
with the system no matter how good it is.
Thank you in advance,
intermilan04
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
Hi all,
I was able to solve the issue myself. I went in and modified the
binary of AmiQuote so it only goes to the working servers.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, intermilan04 [EMAIL PROTECTED] wrote:
Hi all,
I've been running AmiQuote and I started getting
, it wouldn't work though.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, soundscribe_studios [EMAIL PROTECTED] wrote:
I have a system where I need to place orders at the close (or very
near the close) based on the closing price. Obviously, I can't know
the closing price until it's closed
by one unit, i.e. in
the example above I'd use 0.98 instead of 0.97. So yeah, I do not
think it's a major bug but seems like a bug to me nonetheless.
I apologize if this problem has already been covered elsewhere.
Regards,
intermilan04
Please note that this group is for discussion between
experience. And remember, this is a daytrading
strategy, not a swing or holding-for-a-month strategy. I would not
use 3% stop for longer holding strategies.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga [EMAIL PROTECTED] wrote:
Hi Bob,
Tuesday, April 18, 2006, 1:04:44 PM, you
Hi, I'm running AmiQuote 1.81 and I have the same issue as Sebastian.
Please advise us, if there are ways to get around this.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, sebastiandanconia
[EMAIL PROTECTED] wrote:
I'm running AB 4.75.2 beta, using EOD quotes. When I use
Tomasz,
My bad, I think it's working again. Thank you for your help!
Regards,
intermilan04
--- In amibroker@yahoogroups.com, intermilan04 [EMAIL PROTECTED] wrote:
Hi Tomasz,
I just checked my database and the first symbol is A, which is NYSE
company called Agilent Technologies Inc
than 3% (I've seen
that to happen on my position before). A 3% stop-loss order might not
get you out at 3% all the time, but it is the best one can do to limit
the loss.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Yuki Taga [EMAIL PROTECTED] wrote:
Hi intermilan04,
Let me take
Postscript:
I did not mean to say that 3% stop loss is the universal best solution.
I meant that having a stop-loss order is the best way to preserve your
capital.
--- In amibroker@yahoogroups.com, intermilan04 [EMAIL PROTECTED] wrote:
Hi Yuki,
Thank you for your thorough reply.
While I
@yahoogroups.com [mailto:[EMAIL PROTECTED]
On Behalf
Of intermilan04
Sent: Tuesday, April 18, 2006 8:02 AM
To: amibroker@yahoogroups.com
Subject: [amibroker] Re: System Performances
Postscript:
I did not mean to say that 3% stop loss is the universal best solution.
I meant that having a stop-loss order
Mark,
I have not seen NASDAQ Level II. Thank you for the information, it
seems it's possible to set someone up whose stop order has been set in
place.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, MailYahoo [EMAIL PROTECTED] wrote:
As far as I am concerned your Stop order is open
, intermilan04 intermilan04@
wrote:
I know it depends on what you want personally for risk/reward, but
I'm
curious as to what other people's systems (developed in Amibroker)
are
performing like. You don't have to share your code or the idea behind
your system (unless you want to), but I'm
, 17 Apr 2006 13:48:03 - Fred [EMAIL PROTECTED]
writes:
Are the numbers you posted in sample or out of sample ?
--- In amibroker@yahoogroups.com, intermilan04 intermilan04@
wrote:
I know it depends on what you want personally for risk/reward, but
I'm
curious
to.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Fred [EMAIL PROTECTED] wrote:
A Comment and a suggestion ...
- DrawDowns ... I could be wrong but I suspect most people can't
tolerate 28% DD's ... To bring that number down to the point where
at least some people would be comfortable
there is no gap ups and downs.
Regards,
intermilan04
--- In amibroker@yahoogroups.com, Fred [EMAIL PROTECTED] wrote:
Just keep in mind that a 3% stop loss does not necessarily limit
losses to 3% ...
--- In amibroker@yahoogroups.com, intermilan04 intermilan04@
wrote:
Phsst,
I don't like
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