Uncategories Re: [amibroker] Most profitable way to optimize [1 Attachment]

Re: [amibroker] Most profitable way to optimize [1 Attachment]

Coolman 12.30
 
[Attachment(s) from 'Ron J' ronj@san.rr.com [amibroker] included below]

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,




 

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