Amibroker Forum (Unofficial)

Trading Related => Trading System Discussion => Topic started by: pkgmtnl on May 10, 2010, 09:51:09 am

Title: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: pkgmtnl on May 10, 2010, 09:51:09 am
Sir,
The site has abundance of knowlegable stuff, but everybody is silent on this Thread.

Nobody is discussing their  trading systems?

I read a survey at some site.

Chineese are toppers in downloading
Followed by Indians (second most)

Europeans/ & Americans are toppers Uploaders...

Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: administrator on May 10, 2010, 07:52:21 pm
I don't know i was hoping to start a nice discussion about different approaches to developing a trading system but nobody seems to be that interested. Have you back-tested your trading strategy?
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: pkgmtnl on May 11, 2010, 10:32:23 am
Actually, most of us just are TAKERS,
Look for some ready made food (AFL).

I had no knowledge of AFL, still struggling,
but one member KAKA ji of Inditraders instead of wrting an AFL for me motivated me to do experiment with AFL's and read them.
This happend about six months back, still on path of learning.
But surely I hav gained some confidence so far.

This wisestocktrader I found wonderful and amazing Full of knowledge,(especially for those who want learn syntax).
Most of the Peoples just look for new additions of AFL only.

Its law of nature,

Dnt worry sir, our this forum will gain popularity, 80 20 principle works everywhere.

tc
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: administrator on May 11, 2010, 08:15:26 pm
Hi Pkgmtnl,

You are absolutely right about that. Most just come here to download formulas and try them out to see if they can start making money from it. But i think that very few AFL's here on this site will actually make any money as is but with time experimentation and research one can make a really good system because all the pieces of the puzzle are already there just need to be put together. You are definitely on the right track to learn to program in AFL that way you can test your ideas and eventually find a system that works for you.

Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: giorgio on May 15, 2010, 10:15:17 am
Hello to administrator and tc guy too

Firstly many many thanks to you (ad.) for desposability and kindness .
I agree with (tc) that this forum should get more visitors ......

I am a newbie and started AmiB. a few mounths ago still learning day by day
If you agree I could post the matter I am working on.......it could be a base for starting a discussion with other members.
Can I ? I say so because this would be the first time that I upload an AFL file........many times I downloaded so many pieces of code  taken from others guys that
I fear to do a bad impression. I do it to put my little brick.

Regards Giorgio
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: administrator on May 15, 2010, 07:44:27 pm
Hi Giorgio

By all means post your code here for discussion maybe we can all learn something new.
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: giorgio on May 16, 2010, 05:26:23 am
Hi Giorgio

By all means post your code here for discussion maybe we can all learn something new.

Hi ad ; here is the attach with my puzzle

Thanks for any comment or help to improve it.

Giorgio
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: administrator on May 16, 2010, 08:41:21 pm
I had a look at your system Gorgio and I can tell you its showing promise. Some things I would recommend to improve it significantly is to use a Volatility based position sizing method and only risk 2% of you final equity. This should help with those nasty drawdowns that occur in a Bear and choppy market. I haven't gone through the code but I'm sure you can improve something there as well just take a look at the loosing trades and see what indicators could have helped avoid it with trial and error.
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: giorgio on May 17, 2010, 09:44:37 am
Hi ad

Thanks for the advice
I will explore ATR indicator for explore volatility

As I have posted in Ami help forum : it seems to me to have found a simple way for scaling in/out.
Is it correct coded ?

Giorgio
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: giorgio on May 27, 2010, 06:58:29 am
Hi Ad. and all

Last week I have uploaded an afl file  on which I still working on.
I introduced code to take account of possible drawndown as adviced.
Then I tried to improve it on the base of the idea of trading
in the channel of HighestHigh and LowestLow levels so calculating regression line for
supports and resistance

I upload the file to be backtested please .... I am concerned by the results and the look of an expert
could be of advantage even because I don't succeeding in plotting signal arrows to visualize the trades as  reported by backtester.

Filter for your watch list and then in analysis box repeat the choose on parameter button and type your watch list number.
So that ......MaxOpenPositions=number of stocks in your list .
Best is to backtest more than 20 stocks in the list.

Thanks for any words
Regards

Giorgio   
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: administrator on May 27, 2010, 08:29:45 pm
I tried your script but got no trades for 8 years of backtest so I removed the number of positions based on number of stocks in a watch-list and still got no trades. I think your trading rules are to strict or I am doing something wrong.
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: giorgio on May 27, 2010, 11:14:56 pm
I would provide all settings so you'll can try to reproduce the backtest.
I have gotten the backtest on different lists so I am amazed for your fail to do it.
Did you check in parameter option of analysis box for wacth list number in use ?

giorgio
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: giorgio on May 27, 2010, 11:41:48 pm
Hi I attach all results and settings

I backtested many lists with costant .....I say more/less gains ......??

giorgio
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: administrator on May 28, 2010, 04:15:22 am
Your backtest report looks good. I have tried to make it work for me but for some reason couldn't until I removed your position sizing which defeats the pupose i guess (did you use the old back-tester?). Can you back test it over the past 8 years and attach the backtest report It looks almost curve fit to me because of the number of winners but I could be wrong.

Another thing is the maximum number of open positions why are you getting it based on the number of symbols in the watch-list why don't you set it to 10?
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: giorgio on May 28, 2010, 04:45:59 am
Because in this way I can backtest different lists without taking on account of number of stocks in the list I would change the filter an do the same in the parameters box.
I forgot to focus that you put an eye on variable I named Analyze = 50 ........so go along code and you'll find that support/resistance lineshave values for Analyze*3=150 bars.

For now system is backtested on last 150 bars I know it is too short but it is interesting that I have never gotten big drawdown almost till now.

giorgio
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: giorgio on May 28, 2010, 05:02:52 am
I use new backtester ver.Ami 5.3
I hope you can make it working and I would think for code to make the sys more backtested
g-
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: giorgio on May 28, 2010, 07:52:12 am
Hi please do not bother ...... I am newbie in AmiB. and I do a try and look at work that is coming out and modify what does not work
In this attach I use the LinearReg function for Close (in the right way) so I think that now you can backtest for 8 years back
I remain for your opinion

Thanks
giorgio
Title: Re: Req:- Why are we silent on this Thread? Plz post Ur Trading systems..!
Post by: administrator on May 28, 2010, 08:05:03 pm
I got 12 trades and not so good results. But if it works for you that's the important part. Why don't you just paper trade it and see how it performs and do a monte-carlo test and see what the average return is.
Title: The Making of a Trading System
Post by: passion2excel on October 03, 2011, 02:47:07 pm
My process of building my own trading system landed me here......... Still in the process of making some refinements.

(http://posterous.com/getfile/files.posterous.com/temp-2011-10-03/iGvnrreCtBJsFdmsrCubBcdgCwfDpbfvjeDnEutiBlrawDbBgdshJaaAmJms/lt.png.scaled1000.png)
Title: My Trading System
Post by: passion2excel on October 03, 2011, 02:52:30 pm
In continuation the Candlestick Detailed Commentry Charts.

(http://posterous.com/getfile/files.posterous.com/temp-2011-10-03/IJkbsdeqxpHlsEwCGyjsJdHIrmnibHpBuCExsIvxxDIygtnbkjffDaDqyBDq/can.png.scaled1000.png)