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Friday 11 March 2011

Re: [Komunitas AmiBroker] My new book, Modeling Trading System Performance



terima kasih pak Wisnu

On Sat, Mar 12, 2011 at 2:15 PM, Wisnu Mobile <wisnu.working@gmail.com> wrote:
 

Presentasi Darvas yang baik. Memang seperti itulah dulu Pak Darvas - yang pekerjaan utamanya adalah seorang penari - melakukan tradingnya.

Sebelum jadi too excited dengan buy high - sebaiknya dikenali dulu batasan-batasan nya, dan direfleksikan ke pribadi masing-masing, apakah style seperti ini fit untuk anda. Saya sebutkan kelemahannya:

1. Perlu kesabaran luar biasa - untuk stay out, ketika market trendless atau bearish - yang bisa berbulan-bulan. Cuma masuk ketika bullish.
2. Perlu kesabaran luar biasa - untuk tidak masuk, ketika saham saham sudah mulai ijo rebound, yang sering terlihat spektakuler.
3. Cuma beli di harga tertinggi.. :)
4. Sering ketendang initial stoploss.. :)
5. Banyak losing trades dibandingkan winning trades.. :)

Supaya tidak tanggung, dan kecewa ditengah jalan, direnungkan dulu. Banyak membaca buku2 biografi trader trader besar YANG DITULIS SENDIRI, akan membantu untuk mengenali insight-nya.

TURTLES, pada dasarnya sama. Breakout based + EXCEPTIONAL RISK MANAGEMENT. Bisa dibaca dari buku-buku para turtles nya sendiri, atau dari THE MARKET WIZARDZ -nya Jack D. Schwager. Buku-buku turtles lebih lengkap menurut saya untuk mendapatkan ispirasi bagaimana menjadi trader yang lengkap.

Buku-buku Turtles pernah saya rekomendasikan, dan beberapa AFL-nya ada di Library. Silahkan dibaca dan dipelajari.

Salam belajar.

On Sat, Mar 12, 2011 at 10:43 AM, alex susanto <anddreeee@gmail.com> wrote:


saya share gambar tentang trading with darvas trading system
semoga berguna
asyiknya kalau ada yang bikin afl darvas yang bisa dirubah rubah time framenya (kalau saya ga salah darvas entrynya jika tertinggi setahun ditembus) ,nah kalau bisa boxnya dirubah rubah dari 3 hari- 250 hari pasti lebih seru
demikian juga explorationnya yang bisa dirubah rubah time framenya.

dan yang gak kalah serunya  turtle trading 
pak Wisnu kalau boleh terangin dong  cara trading dengan turtle trading
dan apakah bisa dibuat aflnya untuk kapan entry kapan tambah dan kapan clnya
misal entry arrow hijau tambah arrow biru  stop loss  /trailing stop berupa garis merah

mohon pak Wisnu mau membagi ilmu buat kami yang masih newbie.
Turtle trading system menurut penciptanya Richard deniss ini sepertinya bagus untuk market yang lagi bullish.

terima kasih

ini cuplikan artikel tentang turtle trading

The Most Successful Trading Methods Ever Revealed!

The "Turtle" trading program started by Richard Dennis is, by any measure, one of the greatest success stories in the entire history of trading.

Here's a brief background: Richard Dennis was a successful (he turned a $400 family loan into $200 million!) Chicago trader and money manager who firmly believed that successful trading methods could be taught. His partner disagreed. Dennis then went out and recruited 14 people -­ some of whom had NO trading experience -­ and taught them his trading methods. He called them his "Turtles" and, after a brief training period, they went on to become masters of the markets.

By one estimate, the Turtles made Richard Dennis over $200 million in profits, while earning $35 million for themselves. But that was then and this is now. What have they done lately?

Still Hugely Successful

In 1989, a (soon to become famous and often quoted) article was written by Stanley Angrist in the Wall Street Journal, pointing out that the Turtles as a group for the past five years (meaning 1984-1989) had earned $35 million dollars for themselves, as their percentage of the $175 million they made for their employer (Richard Dennis).  The author thought that was a lot of money back then, and really spoke to superior performance by these young traders, compared to all the rest of the financial industry. Was this just a few years of lucky trading, or would this famous 'experiment' continue to stand the test of time ?  Now fast forward twenty years later.  It is early 2009, and according to Autumn Gold, an independent rating service of money managers, the six largest members (as measured by assets under management), of the famous Turtles group of traders, currently manage over two billion dollars of customer money, and in calendar year 2008, they earned over five hundred million dollars in profits for themselves and their clients.  These traders posted an average of about +25 % annual return, in a year when the overall stock market (as measured by the Dow Jones) had losses of over -30% !!  That's pretty good if you ask me.  And guess what ? Russell Sands and his Raintree Futures Inc. management firm posted a +29.52% return for 2008, in other words, at least for last year, Russell beat the best of the best !! 

Please note: The performance result of Russell Sands and Raintree Futures Inc. is not necessarily indicative of "The Turtle System" being offered for sale on this website,  Clients who purchased and traded the Turtle system in 2008 have had widely varying results, including both better and worse than the 29.52% posted by Russell Sands and Raintree Futures.  Past performance is not indicative of future results.
.
ini link pdfnya turtle
http://www.google.co.id/url?sa=t&source=web&cd=4&ved=0CDwQFjAD&url=https%3A%2F%2Fwww.bsp-capital.com%2Fdocuments%2Fturtlerules.pdf&rct=j&q=turtle%20trading&ei=Aed6TdCXAo6mvQOs59TYBw&usg=AFQjCNFpoSJdgY9PxTrtn5qkw4WUrU2gjQ&sig2=XVuBffxr28OSuWS7K0LGKw&cad=rja


On Fri, Mar 11, 2011 at 8:56 PM, Wisnu Mobile <wisnu.working@gmail.com> wrote:
 

Supaya tidak salah memahami:


1. Darvas TIDAK PERNAH jual di resist. Dia tidak punya konsep resistance.

2. Darvas CUMA paham Highest High, dan Trailing Stop, ketika box barunya terbentuk.

Mungkin perlu baca bukunya Darvas lebih dulu.

Salam.


On Fri, Mar 11, 2011 at 7:46 PM, hakitrader <hakitrader@gmail.com> wrote:



Pada darvas box beli di harga support jual di harga resisten, sedang pada mirip mahal beli bila berhasil menembus harga break peak (resisten), lalu let profit run selama harga naik  dan tidak turun menembus  harga support atau bisa juga  take profit bila harga sudah tidak mau naik lagi. Keduanya sama bagusnya asalkan bisa menghasilkan cuan yg optimal dan rugi  yg minimum.
----- Original Message -----
From: adi noe
Sent: Friday, March 11, 2011 7:05 PM
Subject: Re: [Komunitas AmiBroker] My new book, Modeling Trading System Performance

 

Jadi bagusan mirip yg mahal pak haki?

Sent from my smartnoe®


From: "hakitrader" <hakitrader@gmail.com>
Date: Fri, 11 Mar 2011 02:13:10 +0700
Subject: Re: [Komunitas AmiBroker] My new book, Modeling Trading System Performance

 



afl mirip mahal berbeda dg darvas box. Afl mirip mahal ada harga current support  dan harga break peak
----- Original Message -----
From: adi noe
Sent: Thursday, March 10, 2011 2:54 PM
Subject: Fw: [Komunitas AmiBroker] My new book, Modeling Trading System Performance

 

Pak haki, bedany ama afl mirip yg mahal apa ya?

Sent from my smartnoe®


From: "hakitrader" <hakitrader@gmail.com>
Date: Thu, 10 Mar 2011 13:32:05 +0700
Subject: Re: [Komunitas AmiBroker] My new book, Modeling Trading System Performance

 



// AFL Darvas Box

box1=

0;

box2=0;

SetBarsRequired

(10000,10000);

procedure

fillDarvas(start,end,swap,top, bottom )

{

for ( j = start; j < end; j++)

{

if( box1[j] == swap)

box1[j]= top ;

else

box1[j]= bottom;

if(box2[j] == swap)

box2[j]= bottom ;

else

box2[j]= top;

}

}

BoxArr1 =

0;

BoxArr2 =

0;

StateArray =

0;

DBuy =

0;

DSell =

0;

TopArray =

0;

BotArray =

0;

tick=

0;

BoxTop = High[

0];

BoxBot = Low[

0];

swap=

0;

state =

0;

BoxStart =

0;

for

(i=0; i<BarCount; i++)

{

if (state==5)

{

TopArray[i]=BoxTop;

BotArray[i]=BoxBot;

if (Low[i]<(BoxBot*(1-tick/100)) || High[i]>(BoxTop*(1+tick/100)))

{

fillDarvas(BoxStart,i,swap,BoxTop,BoxBot);

state =

1;

swap = !swap;

BoxTop = High[i];

BoxStart = i;

}

}

else

{

if (High[i]<BoxTop)

{

if ((state<3) || (Low[i]>BoxBot))

{

state++;

}

else

{

state=

3;

}

if (state==3)

BoxBot=Low[i];

}

else

{

state=

1;

BoxTop=High[i];

}

}

StateArray[i] = state;

}

fillDarvas(BoxStart,BarCount,swap,BoxTop,BoxBot);

Plot

(C,"",1,64);

Plot

( box1, "" , 1 + statearray, styleLine );

Plot

( box2, "" , 1 + statearray , styleLine );
----- Original Message -----
Sent: Thursday, March 10, 2011 10:51 AM
Subject: RE: [Komunitas AmiBroker] My new book, Modeling Trading System Performance

 

Betul pak, 3 bln neh ga bs trade,jadinya pindah rumah ke amrik deh...
Hahaha

Best Regards,
Christopher Tahir
Blog: http://ez-stock.blogspot.com
MSN: chris_tahir@hotmail.com
YM: chris_tahir@ymail.com

Mail to my Y!Group:
ez-stock-subscribe@yahoogroups.com
-----Original Message-----
From: Wisnu Mobile
Sent: 10/03/2011 10:07:20 AM
Subject: Re: [Komunitas AmiBroker] [amibroker] My new book, Modeling Trading System Performance

Bukunya Darvas paling authoritative adalah buku pertama-nya, How I Made 2
Million Dollars in Stock Market. Buku ini ditulis sesaat setelah Darvas
berhenti trading. Cari edisi terakhirnya - karena ada tambahan interview
dengan Nicholas Darvas beberapa tahun setelah buku ini dikeluarkan.

Tentu saja tidak bisa di kopi verbatim tekniknya, tetapi wisdomnya tetap
relevan. Tinggal bagaimana kita mengaktualkan saja ke masa sekarang.

Untuk AFL-nya, anda masuk milis Darvas di YahooGroups, kemudian download di
Files. Still the best Darvas code, compared to many others..

Summary tekniknya Darvas:

1. Hanya trading di bullish market. Bukan karena dia tahu kapan bullish atau
bearish market terjadi. Tetapi dia cuma beli di highest high. Dan ketika
mulai bearish, stoplossnya kick-in. Dan tidak masuk masuk lagi sampai
highest high berikutnya.

2. Hanya trading di leading sector. Sektor yang bagi ekonomi US pada waktu
itu memimpin.

3. Hanya trading leading stock di leading sector.

Saya sendiri adalah breakout trader - kalau anda pengguna T3B, mestinya ada
kemiripan. Contohnya, tidak trading di 3 bulan ini. Hehe..

Salam.

On Thu, Mar 10, 2011 at 9:49 AM, Christopher Tahir <chris_tahir@ymail.com>wrote:

> Om Wisnu, tanya nih...
> Sy uda 1 minggu ini penasaran dgn Darvas yg katanya gandain duitnya dr 36k
> jd 2jt dlm 18bln.
> Nah, pak Wisnu bs rekomen sy buku2nya apa aja?
> Hehehe
> Dan apakah temen2 ada afl-nya Darvas Box? Yg di library membingungkan
> banget codingnya, mau oprek aja bingung dan sy ada bandingkan dgn yg di MS,
> koq beda ya...
>
> Best Regards,
> Christopher Tahir
> Blog: http://ez-stock.blogspot.com
> MSN: chris_tahir@hotmail.com
> YM: chris_tahir@ymail.com
>
>
> Mail to my Y!Group:
> ez-stock-subscribe@yahoogroups.com
> -----Original Message-----
> From: Wisnu Mobile
> Sent: 10/03/2011 9:43:43 AM
> Subject: Re: [Komunitas AmiBroker] FW: [amibroker] My new book, Modeling
> Trading System Performance
>
>
> Buku bagus!
>
> Rekomendasi saya ,ditambah dengan bacaan2 dari Turtles, Alexander Elders,
> Darvas, untuk mendapatkan trader wisdom-nya.
>
> Buku Pak Bandy ini, bagi saya, adalah HOW-nya. Saya banyak belajar dari
> buku
> Pak Bandy sebelumnya. Sedangkan buku atau biografi trader trader besar itu
> adalah WHY-nya.
>
> Salam belajar.
>
> On Thu, Mar 10, 2011 at 8:43 AM, Iman Chandra <iman.chandra@gmail.com
> >wrote:
>
> >
> >
> > FYI
> >
> > ---------- Forwarded message ----------
> > From: howardbandy <howardbandy@gmail.com>
> > Date: Mon, Mar 7, 2011 at 4:07 AM
> > Subject: [amibroker] My new book, Modeling Trading System Performance
> > To: amibroker@yahoogroups.com
> >
> >
> >
> >
> > Greetings all --
> >
> > I have finished writing my newest book, Modeling Trading System
> > Performance, and sent it to the editors.
> >
> > In the past, they have taken about a week to make their comments and send
> > the book back to me. With the two previous books, they have been gentle
> with
> > me and have not suggested major changes, so my work to get the book ready
> to
> > send to the printer should be easy and done quickly. While the main body
> of
> > the book is being edited, I will finish the index.
> >
> > During this period before the book goes to the printer, you can order a
> > copy at a pre-publication discounted price.
> >
> > The retail price of the book is $69.95. The pre-publication price of the
> > book is $49.95. Shipping charges will be additional. The discount is a
> > reward to those of you who have supported me over the past several years.
> >
> > The pre-publication price will be available from now through Sunday,
> March
> > 13.
> >
> > On Monday, March 14, the price will change to the retail price. The
> > quantity of books pre-ordered will help me decide how large the printing
> run
> > should be.
> >
> > The printer tells me to expect delivery of finished books about five
> weeks
> > from the day they receive the printable files. I will begin shipping
> books
> > as soon as I receive them. Assuming the printer and freight carrier stay
> on
> > schedule, the first books should be to me and ready to ship to customers
> > about May 1.
> >
> > Modeling Trading System Performance is a sequel to my earlier book,
> > Quantitative Trading Systems.
> >
> > The focus of the new book is on the practicalities of trading as a
> > business.
> >
> > Key topics include:
> > • Analysis of trading results, such as frequency, holding period,
> win/loss
> > ratio, expectancy
> > • Estimation of profit potential and drawdown
> > • Use of Monte Carlo simulation
> > • How to tell whether the system is working or broken
> > • How to apply position sizing
> >
> > Several trading systems are analyzed in detail.
> >
> > Everything is completely explained, including use of free or low cost
> tools
> > that will enable you to perform similar analysis of your own trading
> > systems. Other than Microsoft Excel, the book is platform independent. It
> is
> > equally applicable to people who develop using TradeStation, MetaStock,
> > AmiBroker, Wealth-Lab, or any other trading system development platform.
> >
> > People who have reviewed early drafts are enthusiastic. One person said
> he
> > thought this was the most important technical analysis book he had ever
> > read.
> >
> > Several "common wisdom," "traditional method," and "sacred cow" ideas and
> > recommendations are examined in detail; with results showing that many of
> > them are poor advice. All of the tools used are fully explained so you
> can
> > repeat the tests using your own systems and data.
> >
> > You can learn more about the book at its website:
> > http://www.modelingtradingsystemperformance.com/
> >
> > You can download and read chapters 1 and 2 of the book, the contents, and
> > the index from:
> > http://www.modelingtradingsystemperformance.com/book.html
> >
> > To order your copy, go to the book's website:
> > http://www.modelingtradingsystemperformance.com/
> >
> > There are several Buy Now buttons. Each is for a single copy of the book
> > including shipping. The differences in price are due to shipping costs
> for
> > different destinations and different priorities.
> > Unfortunately, because of the way the US Postal Service prices packages
> of
> > various sizes, weights, destinations, and shipping methods, there is no
> > advantage to putting several books into a single package.
> >
> > I am still working on Advanced AmiBroker, and expect it to be available
> > later this year.
> >
> > Thanks,
> > Howard Bandy
> > howard --at-- blueowlpress.com
> > March 6, 2011
> >
> >
> > --
> > Salam,
> >
> > Iman
> > Sudahkah anda bersepeda hari ini?
> >
> >
> >
>
>
>
> ------------------------------------
>
> Apabila membutuhkan software AmiBroker, Realtime Intraday Data & Pelatihan
> silahkan kontak : Dendo Valentino | Cell : 08159304868 | e-mail:
> amibrokerfreak{at}yahoo.co.id | YM id : dendov |
> http://www.facebook.com/dendo.amibrokerfreak |
> http://www.amibroker-4-bei.org
>
> Yahoo! Groups Links
>
>
>
>











__._,_.___


Apabila membutuhkan software AmiBroker, Realtime Intraday Data & Pelatihan silahkan kontak : Dendo Valentino | Cell : 08159304868 | e-mail: amibrokerfreak{at}yahoo.co.id | YM id : dendov | http://www.facebook.com/dendo.amibrokerfreak | http://www.amibroker-4-bei.org





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