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LeeDanelloParticipantTrent Rothall wrote:Scott McNab wrote:My watchlists are unpopulated. Is there a link saying how to access pre-configured watchlists in NDU please ?
That happened to me too. I just reset my comp, ran an ndu update and maintenance and they populated.
Start there maybe
Do you mean restart?
I’m having trouble seeing the watchlists alsoLeeDanelloParticipantA good step by step guide on combining equity curves.
How To Combine Equity CurvesLeeDanelloParticipantJust got my email this morning. Let’s see if I have any problems
LeeDanelloParticipantScott McNab wrote:EODData sent me an email saying historical data is half price over the weekend in case anyone wants to pick up another exchange or two for backtestingHad a look but don’t see any discount. Is there a coupon code?
LeeDanelloParticipantTrent, I haven’t received the email so I haven’t crossed over yet.
LeeDanelloParticipantThe following book from Art Collins discusses many MOC strategies that could be adapted to short term systems. Lots of ideas to explore in here. Even if they don’t work too great now they might spark an ah ha moment. Found this thru “Better System Traders”
Beating the Financial Futures Market: Combining Small Biases Into Powerful Money Making Strategies
LeeDanelloParticipantWhy don’t you go back to the old database?
LeeDanelloParticipantJulian Cohen wrote:What could possibly go wrong?Can you loan me some money?
LeeDanelloParticipantJulian Cohen wrote:What should be the ‘correct’ set up?Does it really matter in the long run?
Julian,
The set up is as the pic above. I accidentally had the ordinary cash dividends checked. I noticed that the results from the PDU explorations did not align with the normal Premium database. It affects the backtest results.
LeeDanelloParticipantThe reason why I had a mismatch between databases was because I had ordinary cash dividends checked under configure database settings in Amibroker.
It has slightly affected the backtest results.LeeDanelloParticipantYes. I’d be interested to know whether you could do a scan on both your database’s and see if you have any differences in signals.
LeeDanelloParticipantSaid Bitar wrote:I ran backtest the results are good , I have no idea why i did not implement itanyhow it is good to test and verify
On the ASX it reduces exposure and cuts some some good MR trades.
This may work better on a trend following system
LeeDanelloParticipantKit Lui wrote:Hi Oliver and Nick,I’ve started doing some online research into mean reversion regimes and found the above idea i.e. buying the weakest momentum stocks using a one-month lookback period, quite interesting because it’s a mean reversion strategy derived from a momentum-based strategy.
I stumbled on something similar last night called the Clenow Plunger strategy.
Article: http://www.followingthetrend.com/2014/06/a-counter-trend-indicator/
Rules: http://www.followingthetrend.com/?mdocs-file=2643&mdocs-url=falseAgain, it’s a mean reversion strategy derived from a momentum strategy, in this case Andreas Clenow’s.
Just wondering if you (or anyone you know) has tested these rules before and if yes, how it compares with the Antonacci mean reversion strategy described above?
I’m still making my way through the trading system mentor course and haven’t reached the point of testing system ideas…probably getting a little ahead of myself, but this is interesting
Plunger AFL
This might give you a start.LeeDanelloParticipantJulian,
If you’re wanting to know how to perform a backtest on two or more systems maybe the following links may help.
Simulating a Portfolio of Strategies in Amibroker (1/2)
Simulating a Portfolio of Strategies in Amibroker (2/2)I haven’t tried it myself.
LeeDanelloParticipantThis is the better way to go.
Paste the formula into the AFL editor and save it. You can then plot it as an indicator.
You can also save it to the reports folder where it will be included in the backtest report.Code:eqname = “~~~EQUITY”;
if( Name() != eqname ) SetForeign( eqname );
eq = Close;bslh = HighestBars(eq);
MaxWaitBars = Highest(bslh);
Plot(bslh, “#bars since last high”, colorred, styleHistogram, 0, 10 * LastValue( Highest( bslh ) ) );
Plot(MaxWaitBars, “Max Wait Bars”, colorBlack, styleline); -
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