Uncategories Re: [amibroker] Most profitable way to optimize

Re: [amibroker] Most profitable way to optimize

Coolman 10.47
 

Hi Howard,
 
We use amibroker and the data that we get comes from qcharts.........it looks like the best.
 
We have data come into our system and use it to execute orders on IB.
 
The EOD test results I showed you use data that was prepared by qcollector.
 
We trade with think or swim and IB.
 
Our software is connected to IB and can do it all automatically.
 
I personally prefer trading futures but since we are tied to IB TWS via API, and it is more price efficient we used fx pairs. ....much of the time.
 
 
I hope this answers your questions
 
Ron
 
 
-------Original Message-------
 
From: Howard B
Date: 5/4/2016 10:13:59 AM
To: Ron J
Subject: Re: [amibroker] Most profitable way to optimize
 
Hi Ron --

Thanks for posting your videos.

You are doing a lot, and it is very impressive.

Could you expand a little on the issues you trade, the data you use, the platforms you use?

In some screens, that data appears to be FOREX pairs, such as AUDNZD.  In one screen capture, it looks like the live feed is coming from Interactive Brokers.  In another, the platform seems to be AmeriTrade's Investools.  And there are test results from AmiBroker.

To focus on a specific -- FOREX:

Where does the historical data come from?  Are you satisfied with that data?  What other sources did you consider?

How did you prepare the data for use by AmiBroker?

What platform are you running the FOREX trading system on?  That is, what platform is running the model that accepts the real-time data and generates the buy and sell signals?

Does your system issue orders itself, such as using IB TWS API?  Or is the signal read by a person who then enters the order on a separate screen that interfaces to a trading platform?

How closely do the prices at which your orders are filled agree with the data feed at the time the signal is generated and at the time the order is filled?

Where the currency pair includes a US dollar component, such as USDCAD, have you considered using the CME futures contract? 

Best regards,
Howard




On Tue, May 3, 2016 at 12:30 PM, Ron J <ronj@san.rr.com> wrote:
Hi Howard,
I have found that too much optimizing leads to too much disappointment.  There are two techniques that I have found useful.
 
1) System stacking. What I do is run multiple systems at once. This results in the $$ being used over 70% of the time. We show how we do this in this short video I made for a friend Sunday. https://www.youtube.com/watch?v=u8Z1midt4Rk
 
2) Combining time frames. Attached is a screen shot of a trade I still have on..........you can see the entry value on the right.
The trick to getting this kind of a result is by using small intraday time frame signals with larger daily or weekly patterns.
 
The benefit is that I do not have the 2% per trade risk I might otherwise have. The risk here was reduced by about 90%.
 
Regards
Ron Jaenisch
 
 
-------Original Message-------
 
Date: 5/3/2016 11:57:39 AM
Subject: Re: [amibroker] Most profitable way to optimize
 
 

Hi Cam --

The technique being described will lead to an overly optimistic result -- over estimating profit potential and under estimating risk.

There are several videos that might help with system development.  Begin here:
http://www.blueowlpress.com/video-presentations

Best,
Howard

On Tue, May 3, 2016 at 2:18 AM, cam_111000@yahoo.com.au [amibroker] <amibroker@yahoogroups.com> wrote:
 

Hello,

Say I'm trading the top 200 stocks of an exchange, buying any stock which meeet the long criteria.

I can't work out whether it's better to individually optimize each stock or optimize the whole 200 at once.  Presumably the second option is going to be more robust, but then again, the first option is likely to be much more profitable.  My PC processing power is limited, and so individually optimizing without 'cmae' engine is going to be impossible, even though there's only two variables.

Not really sure where to start.  Has anyone done this?  Thanks,




 

 

__._,_.___
Posted by: "Ron J" <ronj@san.rr.com>
Reply via web post • Reply to sender • Reply to group • Start a New Topic • Messages in this topic (6)
**** IMPORTANT PLEASE READ ****
This group is for the discussion between users only.
This is *NOT* technical support channel.

TO GET TECHNICAL SUPPORT send an e-mail directly to
SUPPORT {at} amibroker.com

TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at
http://www.amibroker.com/feedback/
(submissions sent via other channels won't be considered)

For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/


.

__,_._,___


EmoticonEmoticon

Langganan: Posting Komentar (Atom)