[LeeDanello]

Hi Craig…a little confused on the selection bias front when it comes to trend following systems. In the **Eliminating Selection Bias** thread, within the AmiBroker Coding and AFL category, Nick intimated a preference towards using “MCS with trend systems because of start date dependency”.

Given your response to Roberto, could I please trouble you to clarify the preferred approach (if in fact you are now using specific selection bias code for trend systems as opposed to/in addition to MCS)?

If selection bias code is now applicable, could I also trouble you for a copy of same as it applies to trend following systems.

Thanks
Lee

[LeeDanello]

Hi Nick,

Perhaps something on seasonality…Jay Kaeppel comes to mind and is someone who more often than not provides thought provoking material on his blog.

http://jayonthemarkets.com/

Regards
Lee

[LeeDanello]

Well he did work for The Motley Fool Australia and had his own thing going there with some sort of system. Their subscription service is a piece of crap. All of those tips sheet services are crap. Never made any money out of any of them. You’d be a fool to waste your money with them.

[LeeDanello]

If you are an Aussie resident you have no choice but to be with IB Australia or are you just stating we are now more susceptible than the American clients.

[LeeDanello]

Of course. Haven’t designed one yet.

[LeeDanello]

Whats the worst case scenario taking into account selection bias?

[LeeDanello]

We need more of those guys on the other side of the fence. I hope he’s one of those guys that uses 15 indicators to confirm his buy or sell signal. Go python.

[LeeDanello]

Julian Cohen wrote:

And quite a lot of big Noahs too! I’ve seen them…from a cage mind you.

Not sure if a cage will save you. Did you see the You Tube video where a shark made it into the cage thru the gap.
There goes your stop.

[LeeDanello]

Hi Tamas. I hope you go well.

[LeeDanello]

Yeah same here. They’re all saying that it’s not too late to get in. Reminds of that game tamagotchi

[LeeDanello]

Might be time to switch to the Aussie market as the resource sector will hot up in 2018. The industry is starting to see a lot more interest in the employment sector. Haven’t seen this for at least 5 years.

[LeeDanello]

So what’s the outcome from the above. I would like to know what’s been causing this glitch.

[LeeDanello]

Julian Cohen wrote:

I wanted to stress test my systems by randomising the open.

I used this:

Code:

Variance = Open * RandPercent(MCRP);
LEPrice = Min(Ref(BuyLim,-1),Variance);

Am I missing something as the results seem a little strange…basically it improved the results dramatically, and none of the 500 tests were below my normal result, so I suspect an error.

It seems obvious that Open * RandPercent(MCRP) < Open. Do an exploration and check it out

[LeeDanello]

void

[LeeDanello]

When they develop AI that trades on Fundemantals then we should be fine again.

[Author]

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