hey mate.
thanks for that info. I didnt know that amibroker had the AFL code wizard, that is something that interests me greatly. As for sharing code, thats up to you. I would definitely share that type of thing over email with any of you guys who are genuinely interested but wouldn't be putting up system specifics on here, just a little nudge towards the right resources to help you guys be able to confidently build your own. VVX and i have shared system specifics over email but i think youd be surprised how many people will read this and a system loses its edge with the more people that use it.
So did VV have the auto timer addon when you subscribed? thats what im using it for. If you know what it is then skip this but if you don't i dont mind explaining. I got the feeling that it was reasonably new addon feature.
So it automates your system (the search/ranking of the stocks, the parameters for the system, the market timing features and the profit/loss points) and updates it every night and sends you alerts according to your system or portfolio. Also keeps track of it all so you dont have to enter it all into excel!. I don't want to be doing any human input besides the execution of the trades. All the work goes in before the system goes live.
Did it have the backtester and the portfolio and genius function when you had it?
On top of this i have some external montecarlo testing i do with excel that i'd be happy to share.
Does Amibroker have a montecarlo testing function? One thing i find frustrating about the backtesting feature in VV for australia is taht it only goes back to 2007. The other countries go back a fair bit further. I currently have my second country set as canada and am using that for my out of sample testing. Was thinking of having a play around with one of the european markets next.
The autotimer add on was around $500AUD so i had a bit of a sunk cost but then more recently VVX and myself came second and third in the all countries system challenge and my cash prize nearly covered that cost and VVX's did with change. hoping we can go alright again next year!
All my systems are end of day and are shortish term, i htink the average hold on the system which makes up about 75% of my capital allocation is 1-2 months with some lasting only a week and so far none have lasted more than 3 months.
Yes i agree the STT content never really matched the stocks i was getting into with these new systems but i kept on hanging over there to keep my finger on the pulse. Even though i perfectly understand the theory side of it I am absolutely terrible at discretionary trading so i figured this was my only long term viable option if i wanted to trade long term. Just find a tiny edge and repeat it over and over and over and over.
One thing im happy to share is my performance graph. You will note my dispicable timing for launching these systems however they are still well within the max drawdowns that i got from backtesting and montecarlo testing.
Are you doing similar EOD stuff or shorter term intraday? do you use market timing?
here have a laugh at this seems i launched on the 4th of sep. think i launched in august but didnt get any buy signals till september.