[LeeDanello]

For the reasons you stated I bit the bullet and got this one. It had to be a laptop for portability.
It too me a little while to work out why things in Amibroker were different to the old machine.
MC analysis on the S&P 500 for 20 years takes about an hour and 10

[LeeDanello]

Lots of trading books that you can read online
including magazines

[LeeDanello]

Got myself a new laptop – HP ProBook 470 G3.

These are the specs..

Processor: Intel® Core™ i7-6500U with Intel HD Graphics 520 (2.5 GHz, up to 3.1 GHz with Intel Turbo Boost Technology, 4 MB cache,)
Operating system: Windows 10 Pro 64
Memory: 16 GB DDR3L SDRAM (2 x 8 GB)
Storage: 1 TB 5400 rpm SATA
SSD: Kingston 480Gb M.2 SSD (3rd party)
Displays: 17.3″” diagonal HD+ SVA anti-glare flat LED backlit (1600 x 900)
Display and Graphics: AMD Radeon™ R7 M340 (2 GB DDR3 dedicated)
Ports: 2 USB 3.0; 2 USB 2.0; 1 HDMI; 1 headphone/microphone combo; 1 AC power; 1 RJ-45; 1 VGA

Basically it just needs wings. The biggest problem is migrating from a 32 bit enviroment to 64 bit which means that you can’t use an image to transfer from the old computer. Correct me if I’m wrong. The biggest pain was loading a new install of Amibroker and replicating all my old layouts. On the old computer I stored all my data on a separate hard disk, using the primary disk for the operating system. When you have a SSD you want everything on that and not on a seperate disk unless that is an SSD. Basically a lot of my old formulas didn’t quite work on the new computer because they had references to the old hard disk. This affected include files also. The old computer had only 2GB of ram which meant that a MC analysis could take hrs maybe 4 or 5. With 16GB it takes an hour and a half.

I now I have the capability of producing heaps of reports for Nick to read. I just hope it’s not all crap! Garbage in = Garbage out and sometimes that can be Garbage in = (Garbage Out)ⁿ where n = the number of output reports

[LeeDanello]

1st thing I do after I code something up and run it is to see whether it’s profitable. Then I check drawdowns and then I put the chart and the relevant indicators on it. One thing that I like doing is writing the output of my trading rules to the interpretation window. Then I’m able to check whether the trades are being taken as intended. For me that’s the most important step of testing my strategy.

[LeeDanello]

There are certain videos in the course that I’d like to watch again. They can be hard to find unless they can be referenced somewhere.

[LeeDanello]

Thanks Said, You couldn’t have made it any easier

[LeeDanello]

Is it possible to add a bookmark or even a check mark next to the sections that you consider important so you can revisit at a later date?

For example I may want to revist the In Sample Out of Sample video or the Amibroker code that refers to the ParamOptimize function.

[LeeDanello]

Hi Said this is an excellent initiative.

I use MSOffice 2007. I will test it and see how I go.
It would be nice to include a dummy trading system spreadsheet with the appropriate values in each sheet so that it’s easier to understand what is being generated by the macros.

I found your 1st sheet a little bit difficult to understand, maybe the following is a little clearer?

Maybe some instructions in the appropriate Excel sheets of what to paste will make it easier. Instructions could be in cell A1 ie paste single run output from Amibroker etc

[LeeDanello]

You’re too kind

[LeeDanello]

Just got myself a new computer and in the process of getting all my stuff from the old computer to the new one. Problem is the new one is 64 bit and the old one is 32 bit so restoring the image probably isn’t the way to go. So slowly slowly getting Amibroker and Premium data loaded. It’s a painfully slow process. It’s been a few weeks since I was doing any stress testing and now I have to go back over the notes and find out what I need to do after the Monte Carlo. Will have to make some notes of the procedure of stress testing. Need to set up a cookbook method.

Maybe

1. Single run backtest
2. Monte Carlo
3. Walk Forward In Sample out of Sample
4. Rolling Analysis
etc etc

[LeeDanello]

I have a few others including Dual_Momentum_Investing_-_Gary_Antonacci_2014 in Kindle format. All found using google. If anyone wants it or some others drop me a line at [email protected].

[LeeDanello]

I found a copy of Howard Bandys Mean Reversion book on the internet if you want it

[LeeDanello]

I tried it and the pivots are anchored so I would say it works. I tried a 20% swing (ZZ%). There are some clever coders out there, mind you I think it was Tomasz.

[LeeDanello]

Saw this on the Amibroker site where the zig zag highs and lows are plotted without using the zig zag function. Using volatility and and a swing percentage off the high/ lows the zig zag is able to be plotted using a line array formula. Is this still peaking in the future? Based on my limited knowledge I would say no. I will check with the bar replay function.

The 1-2-3 Wave Count

[LeeDanello]

A ppt outlining the strategies in the book. Good for some ideas.

Short term strategies that work

[Author]

Posts