[LeeDanello]

Why not try “if” which works bar by bar

[LeeDanello]

[LeeDanello]

Plus we need heaps more of these traders in the market.

[LeeDanello]

I got half way then got lost. Someone needs to pass on Nick’s email onto this guy.

[LeeDanello]

What is the max wait time in your testing for making equity highs? That might give you a clue.

[LeeDanello]

Rob,

I like to write my systems on toilet paper. That way you can get a continuous piece of paper and least you can recycle the systems when they don’t work out. Seriously as you would know, use the kiss principle. Easier said than done though.

[LeeDanello]

Make sure you can get a good understanding of in sample and out of sample testing. Don’t optimize on all your data. keep some of it for out of sample testing

[LeeDanello]

Rob Giles wrote:

Finished Section #3, now working on building my first system….which means that I have to remember how to code, which in turn reminds me of how far I’ve got to go in that space. So basically I’m doing a heap of coding revision.

Hey most of us are in the same boat. Sometimes all you need is a wall!

[LeeDanello]

For me, it’s to be aware of the symptoms and to follow the guidelines of the course in designing a system. then it’s a matter of following it.

[LeeDanello]

I wonder how long the beginners cycle is meant to last? For me it has probably lasted 15 years but hopefully now that I’ve completed this course I can say I’ve probably left it behind.

[LeeDanello]

Thanks Nick. Good to know we are one step ahead. Always knew that discretionary trading was not my cup of tea. Maybe I don’t need that psyche….for now.

[LeeDanello]

Nick Radge wrote:

by Ben Carlson.

Quote:

Well the single biggest difference between the real world and academia is — this sounds overly scientific — time dilation. I’ll explain what I mean. This is not relativistic time dilation as the only time I move at speeds near light is when there is pizza involved. But to borrow the term, your sense of time does change when you are running real money. Suppose you look at a cumulative return of a strategy with a Sharpe ration of 0.7 and see a three year period with poor performance. It does not phase you one drop. You go: “Oh, look, that happened in 1973, but it came back by 1976, and that’s what a 0.7 Sharpe ratio does.” But living through those periods takes — subjectively, and in wear and tear on your internal organs — many times the actual time it really lasts. If you have a three year period where something doesn’t work, it ages you a decade. You face an immense pressure to change your models, you have bosses and clients who lose faith, and I cannot explain the amount of discipline you need.

You also have to be able to understand why something is not working right now and understand why it should continue to work in the future. It takes a heavy dose of intellectual honesty to know the difference between being too stubborn to admit when you’re wrong and continuing to follow a legitimate, disciplined process that isn’t currently working.

Source

With respect to the above, how does one know that they are not sabotaging their system if they are in a drawdown and they decide the system is not working? Doesn’t the saying go “Your largest drawdown maybe just around the corner”? Who can be certain about when a system doesn’t work unless it’s 5 years down the track. Is the answer to that having many varied systems?

[LeeDanello]

Rob, I’m wondering why you would use that service when the point is to master the capabilities of Amibroker?
An ETF is just another instrument to trade.

[LeeDanello]

Thanks Brent. So it’s specifically used for placing bracket trades

[LeeDanello]

The paper account is only for testing executions. I’ve had some fills on my paper account at prices that didnt even trade ie sells below the low of the day.

Maybe include this in your code

Said Bitar wrote:

I used to have the same problem it is the way the limit order calculated so it is fracture of cent lower than the low of the day.
this is why it is showing not filled in AB.

try this
ATRVal = Prec(ATR(10)* 0.75,2);

There might be another bit of code posted by Said. I’m sure Trent or maybe Julian might be able to locate it.

https://edu.thechartist.com.au/Forum/amibroker-coding-and-afl/263-amibroker-not-picking-up-trades.html

[Author]

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