Re: [Komunitas AmiBroker] (RESULT 1.1) : ASK : Pos SizingVanThrapmalah bikin sistem kurang agresif dan profit turun jauh?

Haha.. Sudah banyak cheat dari saya, kalau menyimak WS QTSD. Kebanyakan cheat, tidak kreatip nanti.

Intinya, ukuran apa yang kita gunakan, dalam membentuk filter trading actual. Tuliskan dalam AFL code.

Dan jangan terlalu extensive dulu. Satu persatu tapi komprehensif.

Contoh, kita sering bicara liquidity filter. Ada yang punya persepsi bahwa liquidity filter ini berkembang sejalan waktu, bukan sebuah static threshold? Do it. Dan objectnya Value, bukan Volume.

Contoh lagi, karena tadi siang kadung tersebut.. :) Kalau mau fully mechanized realtime entry, pastikan harga melintasi/melewati apapun threshold level kita. Jadi jangan tolerate gap. Meskipun bisa disimulate dengan entry di open, in actual, tidak bisa dilakukan dengan efektif.

Contekan sudah lumayan banyak tuh!.. :)

Selamat belajar!
-----Original Message-----
From: Rachmat Guntur <broniscoklat78@gmail.com>
Sender: amibroker-4-bei@yahoogroups.com
Date: Fri, 17 Jun 2011 19:06:22
To: <amibroker-4-bei@yahoogroups.com>
Reply-To: amibroker-4-bei@yahoogroups.com
Subject: Re: [Komunitas AmiBroker] (RESULT 1.1) : ASK : Pos Sizing
VanThrapmalah bikin sistem kurang agresif dan profit turun jauh?

Nahh ini yg lagi saya cari parameternya pak Wisnu,

hehehehe, selain setup trigger buy & sell, saya juga setup kondisi
saham harus seperti apa ( nahh ini yg biasanya manual dipilihin satu2
jadi watchlist ). cuma sepertinya mata saya masih kurang jeli pak,
bisa dikasih sdikit cheatnya pak Wisnu, selain volume yg sehat, saham
trending, terus apa lagi ya pak parameternya? thx :)

soalnya waktu saya test ke total populasi jkse, hasilnya langsung
jomplang, berarti formula afl saya blm jago milah2 sahamnya sendiri

On 6/17/11, Wisnu Mobile <wisnu.working@gmail.com> wrote:
> Hehe..
>
> Disini pointnya, B7 atau apapun stocks yang dibenci itu, bagi backtest
> hanyalah bagian dari POPULASI - diganti nama tickernya jadi BEJO pun boleh.
> Semakin padat populasinya, statistical signifinance nya naik.
>
> Gunanya secara statistics banyak, selain populasi tadi. Salah satunya
> menghilangkan bias survivorship. Logikanya begini, kita memutuskan untuk
> prefer stock X ada di filter trading actual kita, karena stock nya sehat,
> growing. Tetapi ada satu masa, dulu, bisa jadi X ini dead stock. Atau
> sebaliknya, dulu ada stocks Y, yang pernah jadi bintang pada masanya, tapi
> sekarang jadi dead stocks.
>
> Bias survivorship, terjadi ketika kita menggunakan kacamata saat ini, untuk
> membentuk keputusan di masa lalu (backtest). Kenapa tidak kita emulasikan
> saja cara kita memilih stocks, kedalam filter-filter.
>
> AB cool, Man! Hehehe.. :D
>
> BEDAKAN dengan filter trading actual, disini isinya adalah stocks2 yang
> diinginkan.
>
> Salam.
>
> 2011/6/17 Husni <husni.gumilang@gmail.com>
>
>>
>>
>> Pak Wisnu,****
>>
>> ** **
>>
>> Bisa saja BT dg menggunakan ALL SYMBOL, tapi *tidak untuk semua orang*.
>> Misalkan ada orang yg keki dgn saham B7, sampai kapanpun dia gak bakalan
>> mau
>> ambil B7. Contoh lain ada juga orang yg dendam karena menganggap kematian
>> bapaknya karena rokoik, sehingga dia tidak mau mengambil GGRM, HMSP, Atau
>> dari sisi BELIEF dia yg hanya akan ambil saham2 yg SYARIAH yg tergabung
>> dalam DES saja. Atau hal2 lain yg bersifat subyektif.****
>>
>> Biarlah perbedaan itu menjadi keindahan karena keindahan taman pun
>> disebabkan oleh berwarna-warni nya bunga yg ada ….****
>>
>> ** **
>>
>> Just my cent opinion ….****
>>
>> ** **
>>
>> *From:* amibroker-4-bei@yahoogroups.com [mailto:
>> amibroker-4-bei@yahoogroups.com] *On Behalf Of *Wisnu Mobile
>> *Sent:* Friday, June 17, 2011 3:15 PM
>> *To:* amibroker-4-bei@yahoogroups.com
>> *Subject:* Re: [Komunitas AmiBroker] (RESULT 1.1) : ASK : Pos Sizing
>> VanThrapmalah bikin sistem kurang agresif dan profit turun jauh?****
>>
>> ** **
>>
>> ****
>>
>> Pleased, Pak. Semua reseat ok juga.. Masalah tempat kan, tugasnya Pak
>> Dendo.. Huahaha.. :D****
>>
>> ** **
>>
>> Tentang bias, memang sebuah constant improvement.****
>>
>> ** **
>>
>> Mau standard baru?****
>>
>> ** **
>>
>> In the last 3-4 months, saya selalu backtest dengan ALL SYMBOL. Tidak
>> pakai
>> stock filter lagi. Semua filter ada di AFL.. :D****
>>
>> ** **
>>
>> Salam.****
>>
>> ** **
>>
>> 2011/6/17 <broniscoklat78@gmail.com>****
>>
>>
>>
>> Waduuhhh masternya turun tangan sendiri, nuhunnn pak Wisnu.
>>
>> Sdh ok ya pak Wis? Tapi CAR/MDDnya bikin ragu2 ya pak? Segede itukah? Sy
>> sdh cek doble cek triple cek, ga da yg aneh sih pak, buypricenya sesuai
>> saran pak Wisnu barusan, ga da future leak, sy cek bar reply, simulasi
>> trading recordnya jg benar semua. Set trade delay intraday, buy di H or C
>> sdh sy ganti2, stoploss sampai saya customize pakai grafik aja biar bisa
>> saya cek valid ga. Humm apalagi ya? Gitu deh...
>>
>> Saya reseat ya pak QTSnya, biar makin jero dan applicable :)****
>>
>> Powered by Telkomsel BlackBerry®****
>> ------------------------------
>>
>> *From: *Wisnu Mobile <wisnu.working@gmail.com> ****
>>
>> *Sender: *amibroker-4-bei@yahoogroups.com ****
>>
>> *Date: *Fri, 17 Jun 2011 13:13:10 +0700****
>>
>> *To: *<amibroker-4-bei@yahoogroups.com>****
>>
>> *ReplyTo: *amibroker-4-bei@yahoogroups.com ****
>>
>> *Subject: *Re: [Komunitas AmiBroker] (RESULT 1.1) : ASK : Pos Sizing Van
>> Thrapmalah bikin sistem kurang agresif dan profit turun jauh?****
>>
>> ** **
>>
>> ****
>>
>> Saya bantu baca Pak.. :D Mana ini alumni-alumni lain?!! Hmm...****
>>
>> ** **
>>
>> Mantap sudah itu WF nya, Pak Rachmat! OOS jelek cuma di 2008, which is
>> acceptable.****
>>
>> ** **
>>
>> Jadi assuming bias free, ready to go!****
>>
>> ** **
>>
>> Bravo!****
>>
>> 2011/6/17 Rachmat Guntur <broniscoklat78@gmail.com>****
>>
>> T____T lagi mentok nihh pak otaknya......liat grafik malah vertigo...
>>
>> mau menyepi dulu dahh ke gunung kidul......
>>
>> oya ini saya attach Walk Forward test saya, blm ahli nihh pak
>> bacanya... tolong bacain dunk? pak Husni dll mana ya? masi buta huruf
>> Walk Forward nih...
>>
>> kira2 afl saya sdh bisa go live belum ya? (belum pede nih....)
>>
>> mumpung ni afl butuh angin uptrend baru bisa terbang, makanya skr
>> mendarat aje di pojokan laptop...
>>
>> kritik2 lagi dunks rekans sekalian....****
>>
>>
>>
>>
>> On 6/17/11, Timur Langit <timurlangit.is.here@gmail.com> wrote:
>> > Lho, kemaren khan sudah diberitahu, dikelompokkan lalu 'tanya kenapa'
>> >
>> > Uihhh... jadi nggak sabar ke Bandung, pengen broniskeju,
>> > broniscoklat....
>> > hmmmm... nyummy....
>> >
>> >
>> > 2011/6/17 Rachmat Guntur <broniscoklat78@gmail.com>
>> >
>> >>
>> >>
>> >> pagi pak Timur,
>> >>
>> >> wahh kita sama saja pak :) yg pertama saya hindari risknya dulu...
>> >> makanya saya fokusnya ngejar di %loss... tapi entah kenapa side
>> >> effectnya win:lossnya jg naik, my luck then :p
>> >>
>> >> skr sy sdh nangkring optimize lagi pak sama coba abuse lagi exit
>> >> strategi saya.... sungguh melelahkan :p
>> >>
>> >> tidur jg ga enak karena sambil tidur jg persamaan matematikanya jalan
>> >> terus di otak....
>> >> T______T
>> >>
>> >> wooww dapet 2.4% pak? saya br bisa 2%an kalo pake zig T____________T
>> >> *nangis lage*
>> >>
>> >> kl blh tau avg bars heldnya brp ya pak? jgn2 7harian per posisi ya?
>> >> saya pengen bikin yg keq gitu tp blm sampe ilmunya.... avg bars held
>> >> sy masih di 17an pak... terlalu lama buat sy yg pgn trading
>> >> mingguan.... salah dr pertama ga saya abuse dulu di situ... skr kalo
>> >> disuruh ngulang koq ya pinggang brasa peugelll duluan ya... hehehehehe
>> >>
>> >> clue nya dunks pak biar bisa dibawah 10% avg lossnya? then i'll walk
>> >> confidence in live pake sistem ini :)
>> >>
>> >>
>> >> On 6/17/11, TimurLangit <timurlangit.is.here@gmail.com> wrote:
>> >> > Huebat eui Pak Rahmat.
>> >> > Keep up the spirit Pak.
>> >> >
>> >> > Sekedar utk menyemangati, CAR system saya lebih rendah dari punya Pak
>> >> > Rahmat, tapi nggak banyak. Saya orgnya risk averse shg saya kerja
>> keras
>> >> > sekali mencari system yg minimum loss. Akhirnya Alhamdulillah dapat
>> avg
>> >> > %loss cuma -2.7% dengan MaxTradeDD cuma -20%, kalau MaxSysDD rahasia
>> ya.
>> >> > Win:Loss ratio masih bagusan Pak Rahmat, saya punya 58 : 42.
>> >> >
>> >> > Tetap Semangat, see you on top.
>> >> > Timur
>> >> >
>> >> >
>> >> > -----Original Message-----
>> >> > From: Rachmat Guntur <broniscoklat78@gmail.com>
>> >> > Sender: amibroker-4-bei@yahoogroups.com
>> >> > Date: Thu, 16 Jun 2011 19:10:42
>> >> > To: <amibroker-4-bei@yahoogroups.com>
>> >> > Reply-To: amibroker-4-bei@yahoogroups.com
>> >>
>> >> > Subject: Re: [Komunitas AmiBroker] (RESULT 1.1) : ASK : Pos Sizing
>> >> > Van
>> >> > Thrap
>> >> > malah bikin sistem kurang agresif dan profit turun jauh?
>> >> >
>> >> > Haloo,
>> >> > malam semuanya, gara2 ga bisa trading, saya malah jadi sempat beberes
>> >> sistem
>> >> > :)
>> >> >
>> >> > thx pak Timur buat nunjukin cara cepat ngecek posisi loss tradenya,
>> >> > hari ini bener2 konsen ngoprek lossnya. saya sdh cukup puas dgn
>> >> > perbandingan win n lossnya, 60:30...
>> >> >
>> >> > berikut saya sertakan pdf backtest hasil perbaikan stoplossnya. kalau
>> >> > boleh pak Timur, pak Eco, pak Chris, pak Husni, pak Eko pak Wisnu dan
>> >> > yg lain jg sharing hasil backtestnya dunk? buat perbandingan....
>> >> >
>> >> > soal max consecutive loss sy blm sempat selidiki pak, badan udah
>> >> > minta
>> >> > istirahat dolo, remuk pinggang saia.... T_____T
>> >> >
>> >> > oya, ini saya pakai ticker nya pak Husni, Safe Yahoo atau apa ya itu
>> >> > namanya, jd ada 1 titik acuan yg tetap, kali2 nanti ada yg backtest
>> >> > sistemnya kalau bisa pakai settingan backtestnya pak Husni jg dgn
>> >> > watchlist beliau, sehingga perbandingannya bisa apple to apple...
>> >> > duhh
>> >> > lemes...
>> >> >
>> >> > pak Chris, bpk jg trading di market Sing n US ya pak? kalau blh tau
>> >> > pakai broker apa ya pak? karena saya blm confidence menaruh uang
>> >> > ratusan jt rp di broker luar....terus soal setting vol amibroker gmn
>> >> > bpk ngakalinnya ya pak? kan beda setting dgn yg di luar, di indo
>> >> > harus dibagi 500 seperti pak Dendo kmrn bilang?
>> >> >
>> >> > thanks all buat diskusinya, mantabb
>> >> >
>> >> > mao tidur dolo ane... :)
>> >> >
>> >> > On 6/16/11, Christopher Tahir <chris_tahir@ymail.com> wrote:
>> >> >> Hahahhaa...
>> >> >> Pak Rahmat kocak abis....
>> >> >> Sy taunya jg obrak abrik Helpnya mpok Ami...
>> >> >> Coba cari keywork pake Backtest ato Walkforward, ntar byk tuh
>> >> >> settingannya
>> >> >> yg bisa dimasukin ke dlm coding pak...
>> >> >> Nah ada lg tuh code TickSize, jadi kita bs set fraksi harga saham
>> >> kita...
>> >> >> Saya akalin dgn MarketID();
>> >> >> Kebetulan sy trade di 3 bursa, jd ticksize yg Indo ga bs pake di US,
>> so
>> >> >> sy
>> >> >> pakenya gini pak:
>> >> >> Ticksize= iif( marketid(1) == IHSG , syarat tick size IHSG , foreign
>> >> >> ticksize );
>> >> >> Ini bs membantu dlm backtesting saham bukan hanya terkunci di IHSG,
>> tp
>> >> di
>> >> >> luaran jg bisa...
>> >> >>
>> >> >> Best Regards,
>> >> >> Christopher Tahir
>> >> >> Blog: http://ez-stock.blogspot.com
>> >> >> MSN: chris_tahir@hotmail.com
>> >> >> YM: chris_tahir@ymail.com
>> >> >>
>> >> >> Sent from my iPad
>> >> >>
>> >> >> On Jun 16, 2011, at 9:42 AM, Rachmat Guntur <
>> broniscoklat78@gmail.com>
>> >> >> wrote:
>> >> >>
>> >> >>> oiya pak Chris,
>> >> >>>
>> >> >>> benull juga *tepok jidattttt*
>> >> >>>
>> >> >>> thanks masterrr
>> >> >>>
>> >> >>> On 6/15/11, Christopher Tahir <chris_tahir@ymail.com> wrote:
>> >> >>> > Tambakan RoundLotSize = 500;
>> >> >>> > Soal yg lain coba tny para master...
>> >> >>> >
>> >> >>> > Best Regards,
>> >> >>> > Christopher Tahir
>> >> >>> > Blog: http://ez-stock.blogspot.com
>> >> >>> > MSN: chris_tahir@hotmail.com
>> >> >>> > YM: chris_tahir@ymail.com
>> >> >>> >
>> >> >>> > Sent from my iPad
>> >> >>> >
>> >> >>> > On Jun 15, 2011, at 9:50 PM, Rachmat Guntur <
>> >> broniscoklat78@gmail.com>
>> >> >>> > wrote:
>> >> >>> >
>> >> >>> >> Malam para mechanical traders :)
>> >> >>> >>
>> >> >>> >> saya rada kaget jg nemuin tulisan pak Eco di bawah ini soal
>> >> >>> >> position
>> >> >>> >> sizing, karena ini yg lagi saya terapkan di trading real saya.
>> >> thanks
>> >> >>> >> so much pak Eco.
>> >> >>> >>
>> >> >>> >> nahh masalahnya, waktu saya backtest hasilnya koq lebih jelek ya
>> >> >>> >> dibanding position sizing biasa ( jumlah capital/max open
>> >> >>> >> position).
>> >> >>> >> dalam hal CAR/MDD dan ending capitalnya?
>> >> >>> >>
>> >> >>> >> untuk max system drawdownnya mmg jadi kecil bgt kalau pakai
>> >> >>> >> position
>> >> >>> >> sizing, cuma -6%, sdg kalau pakai cara biasa sampai -16.65%.
>> >> >>> >>
>> >> >>> >> oya, bedanya max system drawdown dgn max trade drawdown itu apa
>> ya?
>> >> >>> >>
>> >> >>> >> i think i need a little punch in the head, something big mistake
>> >> that
>> >> >>> >> i do but i cant see it
>> >> >>> >>
>> >> >>> >> coba tolong saya dikeroyok rame2 (dgn komen2 tentunya :D) biar
>> saya
>> >> >>> >> bisa liat gajah di pelupuk mata saya ini :)
>> >> >>> >>
>> >> >>> >> oya, position sizingnya pak Eco saya ganti sedikit dgn formula
>> >> >>> >> yg
>> >> >>> >> sy
>> >> >>> >> pakai, 1ATR, dan trailstop ATRnya ga saya pakai (lohh jgn2 salah
>> >> saya
>> >> >>> >> disini ya? o_O)
>> >> >>> >>
>> >> >>> >> oya, saya jg rada bingung membulatkan hasil lot yg hrs sy beli
>> >> >>> >> ke
>> >> >>> >> standar lot 500lembar di perhitungan afl pos sizing saya, jadi
>> saya
>> >> >>> >> leave it be aja dulu...
>> >> >>> >>
>> >> >>> >> ini afl pos sizing sy :
>> >> >>> >>
>> >> >>> >> MaxOpenPos=Param("MaxOpenPositions", 8, 1, 10, 1);
>> >> >>> >> SetOption("MaxOpenPositions", MaxOpenPos);
>> >> >>> >>
>> >> >>> >> TrailStopAmount = 1 * ATR( 15 );
>> >> >>> >> Capital = 100000000; /* IMPORTANT: Set it also in the Settings:
>> >> >>> >> Initial Equity */
>> >> >>> >> pasang = Capital/MaxOpenPos;
>> >> >>> >>
>> >> >>> >> Risk = 0.02*pasang;
>> >> >>> >> PositionSize = (Risk/TrailStopAmount)*BuyPrice;
>> >> >>> >>
>> >> >>> >> jd yg sy pakai cuma pos sizing aja, sell stopnya ga saya pakai
>> >> >>> >>
>> >> >>> >> terlampir hasil backtest saya
>> >> >>> >>
>> >> >>> >> btw mau tanya, bagaimana membatasi backtest di tahun yg kita mau
>> >> >>> >> saja?
>> >> >>> >> misal 2005-2010 saja?
>> >> >>> >>
>> >> >>> >> thanks in advance
>> >> >>> >>
>> >> >>> >> On 6/8/11, Eco Syariah <esyariah@gmail.com> wrote:
>> >> >>> >> > Nemu lagi...
>> >> >>> >> >
>> >> >>> >> >
>> >> >>> >> > For the end, here is an example of Tharp's ATR-based position
>> >> >>> >> > sizing
>> >> >>> >> > technique coded in AFL:
>> >> >>> >> >
>> >> >>> >> > Buy = <your buy formula here>
>> >> >>> >> > Sell = 0; // selling only by stop
>> >> >>> >> >
>> >> >>> >> > TrailStopAmount = 2 * ATR( 20 );
>> >> >>> >> > Capital = 100000; /* IMPORTANT: Set it also in the Settings:
>> >> >>> >> > Initial
>> >> >>> >> > Equity
>> >> >>> >> > */
>> >> >>> >> >
>> >> >>> >> > Risk = 0.01*Capital;
>> >> >>> >> > PositionSize = (Risk/TrailStopAmount)*BuyPrice;
>> >> >>> >> > ApplyStop( 2, 2, TrailStopAmount, 1 );
>> >> >>> >> >
>> >> >>> >> > The technique could be summarized as follows:
>> >> >>> >> >
>> >> >>> >> > The total equity per symbol is $100,000, we set the risk level
>> at
>> >> >>> >> > 1%
>> >> >>> >> > of
>> >> >>> >> > total equity. Risk level is defined as follows: if a trailing
>> >> >>> >> > stop
>> >> >>> >> > on
>> >> >>> >> > a
>> >> >>> >> > $50
>> >> >>> >> > stock is at, say, $45 (the value of two ATR's against the
>> >> >>> >> > position),
>> >> >>> >> > the
>> >> >>> >> > $5
>> >> >>> >> > loss is divided into the $1000 risk to give 200 shares to buy.
>> >> >>> >> > So,
>> >> >>> >> > the
>> >> >>> >> > loss
>> >> >>> >> > risk is $1000 but the allocation risk is 200 shares x
>> >> >>> >> > $50/share
>> >> >>> >> > or
>> >> >>> >> > $10,000.
>> >> >>> >> > So, we are
>> >> >>> >> > allocating 10% of the equity to the purchase but only risking
>> >> >>> >> > $1000.
>> >> >>> >> > *(Edited
>> >> >>> >> > excerpt from the AmiBroker mailing list)*
>> >> >>> >> >
>> >> >>> >> >
>> >> >>> >> >
>> >> >>> >> > 2011/6/8 Eco Syariah <esyariah@gmail.com>
>> >> >>> >> >
>> >> >>> >> >> Ini saya nemu di menu help... mungkin yg dimaksud dynamic
>> >> position
>> >> >>> >> >> size
>> >> >>> >> >> atau position size yang berubah sesuai dengan perubahan
>> >> >>> >> >> volalitas
>> >> >>> >> >> harga
>> >> >>> >> >> ?
>> >> >>> >> >>
>> >> >>> >> >> *You can also use more sophisticated position sizing methods.
>> >> >>> >> >> For
>> >> >>> >> >> example
>> >> >>> >> >> volatility-based position sizing (Van Tharp-style):*
>> >> >>> >> >>
>> >> >>> >> >> *PositionSize = -2 * BuyPrice/(2*ATR(10));*
>> >> >>> >> >>
>> >> >>> >> >> *That way you are investing investing 2% of PORTFOLIO equity
>> in
>> >> >>> >> >> the
>> >> >>> >> >> trade
>> >> >>> >> >> adjusted by BuyPrice/2*ATR factor.*
>> >> >>> >> >> Thanks,
>> >> >>> >> >> ES
>> >> >>> >> >>
>> >> >>> >> >>
>> >> >>> >> >>
>> >> >>> >> >> 2011/6/8 Husni <husni.gumilang@gmail.com>
>> >> >>> >> >>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Ini mas Rachmat Guntur kan... mudah2an ndak salah ingat.
>> >> >>> >> >>>
>> >> >>> >> >>> //==========
>> >> >>> >> >>>
>> >> >>> >> >>> Pertama: terima kasih mas Husni untuk penjelasannya... kalo
>> >> >>> >> >>> berkenan
>> >> >>> >> >>> porsi
>> >> >>> >> >>> perjelasan Position Size ditambah lagi... dari contoh
>> >> >>> >> >>> PositionSize
>> >> >>> >> >>> =
>> >> >>> >> >>> Equity / MaxOpenPosition misal Equity sisa 80 MaxOpenPos 8
>> -->
>> >> >>> >> >>> PosSize
>> >> >>> >> >>> =
>> >> >>> >> >>> 80/8 atau 10 per open position (cmiiw)... pertanyaannya:
>> apakah
>> >> >>> >> >>> metode
>> >> >>> >> >>> ini
>> >> >>> >> >>> maksimal ? bagaimana kalau PosSize nya ndak rata2 10 per
>> >> >>> >> >>> posisi...
>> >> >>> >> >>> misal
>> >> >>> >> >>> ada
>> >> >>> >> >>> yang 5 25 50 = 80, apakah dengan cara ini hasilnya akan
>> >> >>> >> >>> lebih
>> >> >>> >> >>> buruk/baik
>> >> >>> >> >>> ?
>> >> >>> >> >>>
>> >> >>> >> >>> Dari contoh, Equity adalah Rp. 800juta, OpenPosition kita
>> >> >>> >> >>> adalah
>> >> >>> >> >>> 7
>> >> >>> >> >>> saham
>> >> >>> >> >>> dgn PositionSize sekitar Rp. 100 juta-an. Sisanya tinggal 1
>> >> >>> >> >>> lagi
>> >> >>> >> >>> kesempatan
>> >> >>> >> >>> BUY saham dg CASH Rp. 80 juta . Jadi PositionSize = Equity
>> >> >>> >> >>> (Cash
>> >> >>> >> >>> tersisia) / Open Position yg tersisa = 80 juta / 1 = Rp. 80
>> >> juta.
>> >> >>> >> >>> Jadi
>> >> >>> >> >>> persamaannya berubah seiring dengan perubahan dalam Cash dam
>> >> Sisa
>> >> >>> >> >>> OpenPosition.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Kedua: mas Rachmat... kesannya memang seperti tidak
>> bergeser...
>> >> >>> >> >>> buat
>> >> >>> >> >>> saya
>> >> >>> >> >>> pribadi kalo ada materi yg diulang2 tidak ada salahnya dan
>> >> >>> >> >>> semakin
>> >> >>> >> >>> memantapkan pemahamannya... tapi saya setuju bhw diskusinya
>> >> harus
>> >> >>> >> >>> bergeser
>> >> >>> >> >>> maju... dan dengan Kerangka Trading System ini, saya
>> >> >>> >> >>> berharap
>> >> >>> >> >>> kita
>> >> >>> >> >>> punya
>> >> >>> >> >>> panduan mengenai apa saja yang akan dibahas dan sudah sampai
>> >> >>> >> >>> dimana
>> >> >>> >> >>> pembahasannya, makanya tolong dikoreksi kalau Kerangka itu
>> >> >>> >> >>> salah
>> >> >>> >> >>> sehingga
>> >> >>> >> >>> kita mempunyai panduan lengkap dan utuh dalam membangun
>> >> >>> >> >>> suatu
>> >> >>> >> >>> Trading
>> >> >>> >> >>> System
>> >> >>> >> >>> dan evaluasinya.
>> >> >>> >> >>>
>> >> >>> >> >>> Bagi saya, saya harus menghargai setiap pertanyaan yg ada.
>> >> Karena
>> >> >>> >> >>> pemahaman setiap orang berbeda . Karena itulah milis AB ada
>> >> >>> >> >>> ,untuk
>> >> >>> >> >>> saling
>> >> >>> >> >>> berbagi dan membantu. Satu saat kita bertanya (take), saat
>> >> >>> >> >>> yg
>> >> >>> >> >>> lain
>> >> >>> >> >>> kita
>> >> >>> >> >>> menjawab (give). Balance lah
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Ketiga: bongkar dapur dan time frame... saya lihat mas Husni
>> >> >>> >> >>> hanya
>> >> >>> >> >>> ngasih
>> >> >>> >> >>> contoh saja, ndak bongkar dapur koq... juga mengenai time
>> >> >>> >> >>> frame,
>> >> >>> >> >>> diskusi
>> >> >>> >> >>> ini
>> >> >>> >> >>> sebenarnya applied ke All Time Frame, tinggal kita yang
>> >> >>> >> >>> menyesuaikan.
>> >> >>> >> >>> Misal:
>> >> >>> >> >>> kalau kita mau bangun sistem dengan time frame yang lebih
>> >> >>> >> >>> panjang...
>> >> >>> >> >>> maka
>> >> >>> >> >>> gunakan data weekly/monthly atau indikatornya di set ke yang
>> >> >>> >> >>> periodnya
>> >> >>> >> >>> panjang... contoh Sistem MA pendek: Cross(C, MA5)... MA
>> >> >>> >> >>> Panjang:
>> >> >>> >> >>> Cross(MA50,
>> >> >>> >> >>> MA100) dll.
>> >> >>> >> >>>
>> >> >>> >> >>> Tapi yang pasti belum bergeser itu peserta diskusi orangnya
>> >> >>> >> >>> cuma
>> >> >>> >> >>> yang
>> >> >>> >> >>> itu-itu doang... hehehe... mudah2an temen2 ndak bosan.
>> >> >>> >> >>>
>> >> >>> >> >>> Kalau ada contoh AFL kumplit untuk suatu sistem, memang
>> >> >>> >> >>> lebih
>> >> >>> >> >>> bagus...
>> >> >>> >> >>> sehingga kita tinggal membahas item2nya saja... tapi disatu
>> >> >>> >> >>> sisi
>> >> >>> >> >>> saya
>> >> >>> >> >>> khawatir tidak mendidik, karena rata2 orang senengnya copas
>> >> tanpa
>> >> >>> >> >>> mengerti
>> >> >>> >> >>> apa yang dicopas.
>> >> >>> >> >>>
>> >> >>> >> >>> Tolong dibenerin.
>> >> >>> >> >>>
>> >> >>> >> >>> Thanks,
>> >> >>> >> >>> ES
>> >> >>> >> >>>
>> >> >>> >> >>> 2011/6/8 <broniscoklat78@gmail.com>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Halo paks,
>> >> >>> >> >>> Mumpung lagi sepi marketnya, nice discussion, cuma sy liat
>> sdh
>> >> >>> >> >>> bbrp
>> >> >>> >> >>> lama
>> >> >>> >> >>> koq cuma muter2 di pemakaian testnya saja ya? :)
>> >> >>> >> >>>
>> >> >>> >> >>> Mmg betul utk berperang senjatanya harus bagus dan hrs tau
>> cara
>> >> >>> >> >>> pakainya.
>> >> >>> >> >>> Makanya saya ga nyesel beli amibroker :D
>> >> >>> >> >>>
>> >> >>> >> >>> Cuma saya liat diskusinya sdh harus digeser. Dari optimasi
>> >> >>> >> >>> penggunaan
>> >> >>> >> >>> tools ke implementasi nya. Soalnya kan ini QTS, bkn WF dan
>> MOCA
>> >> >>> >> >>> di
>> >> >>> >> >>> ami,
>> >> >>> >> >>> WF
>> >> >>> >> >>> dan MOCA di ami cuma bagian penting dr QTS utk pengujian
>> sistem
>> >> >>> >> >>> kan?
>> >> >>> >> >>> Seharusnya kl sdh QTS berarti goalnya ke automatic trading,
>> >> >>> >> >>> tapi
>> >> >>> >> >>> yg
>> >> >>> >> >>> profitable, karena sdh diuji dgn baik.
>> >> >>> >> >>>
>> >> >>> >> >>> Sepemikiran sy, begitu pakai QTS, analisa pola langsung sdh
>> ga
>> >> >>> >> >>> kepakai,
>> >> >>> >> >>> karena ga bisa automatic. Skr, kl analisa2 tradisional itu
>> >> >>> >> >>> ga
>> >> >>> >> >>> dipakai,
>> >> >>> >> >>> kita
>> >> >>> >> >>> grogi ga? Seharusnya kl spt pak Wisnu yg sdh mantav, ga
>> >> >>> >> >>> grogi
>> >> >>> >> >>> lagi
>> >> >>> >> >>> :)
>> >> >>> >> >>>
>> >> >>> >> >>> Sy dpt buku dr internet, tentang automatic system ini, (dr
>> >> >>> >> >>> 4shared)
>> >> >>> >> >>> di
>> >> >>> >> >>> buku itu, jaman sblm ą∂ą ami, dibandingkan macam2 sistem dgn
>> >> >>> >> >>> drawdownnya
>> >> >>> >> >>> masing2, apa itu sistem MA,dll.
>> >> >>> >> >>>
>> >> >>> >> >>> Sy ‎?gªg tau apa buku itu masih valid ‎?gªg, tapi sy pgn
>> >> >>> >> >>> liat
>> >> >>> >> >>> para
>> >> >>> >> >>> masters
>> >> >>> >> >>> mulai bergeser berdiskusi tentang sistemnya. Ga usah bongkar
>> >> >>> >> >>> dapur,
>> >> >>> >> >>> tapi
>> >> >>> >> >>> saling membandingkan saja, kelebihan dan kelemahannya.
>> Diskusi
>> >> >>> >> >>> sistem
>> >> >>> >> >>> ini
>> >> >>> >> >>> sy
>> >> >>> >> >>> pikir lgsg jd bias, karena tiap org beda timeframe dan
>> >> >>> >> >>> resikonya
>> >> >>> >> >>> :)
>> >> >>> >> >>> tapi
>> >> >>> >> >>> kayanya bakal menarik :)
>> >> >>> >> >>>
>> >> >>> >> >>> Kan ini QTS, Quantitative Trading system (dev). Belum
>> keliatan
>> >> >>> >> >>> nih
>> >> >>> >> >>> system
>> >> >>> >> >>> devnya, baru cara ngujinya aja (pengertian Q nya aja:))
>> >> >>> >> >>>
>> >> >>> >> >>> Sori no offend ya :)
>> >> >>> >> >>>
>> >> >>> >> >>> Powered by Telkomsel BlackBerry®
>> >> >>> >> >>> ------------------------------
>> >> >>> >> >>>
>> >> >>> >> >>> *From: *"Husni" <husni.gumilang@gmail.com>
>> >> >>> >> >>>
>> >> >>> >> >>> *Sender: *amibroker-4-bei@yahoogroups.com
>> >> >>> >> >>>
>> >> >>> >> >>> *Date: *Wed, 8 Jun 2011 11:28:12 +0700
>> >> >>> >> >>>
>> >> >>> >> >>> *To: *<amibroker-4-bei@yahoogroups.com>
>> >> >>> >> >>>
>> >> >>> >> >>> *ReplyTo: *amibroker-4-bei@yahoogroups.com
>> >> >>> >> >>>
>> >> >>> >> >>> *Subject: *RE: KERANGKA TRADING SISTEM : Max Open Position -
>> >> >>> >> >>> Watch
>> >> >>> >> >>> List -
>> >> >>> >> >>> Position Size (was: Re: [Komunitas AmiBroker] Mengapa harus
>> >> >>> >> >>> MoCa
>> >> >>> >> >>> ?)
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Mas Husni... terima kasih atas pencerahannya...
>> >> >>> >> >>>
>> >> >>> >> >>> Saya mau ulangi pelajarannya ttg MaxOpenPosition sesuai
>> dengan
>> >> >>> >> >>> yang
>> >> >>> >> >>> saya
>> >> >>> >> >>> pahami... please CMIIW.
>> >> >>> >> >>>
>> >> >>> >> >>> *Pengertian MaxOpenPosition
>> >> >>> >> >>> *
>> >> >>> >> >>> 1) Jika MaxOpenPos = 8 --> maka secara simultan maximum open
>> >> >>> >> >>> position
>> >> >>> >> >>> (in
>> >> >>> >> >>> trade) yg akan dilakukan sistem = 8 open position
>> >> >>> >> >>> berdasarkan
>> >> >>> >> >>> Sisa
>> >> >>> >> >>> Equity...
>> >> >>> >> >>> atau sistem akan selalu cek --> Sisa Equity/Sisa MaxOpenPos
>> >> >>> >> >>> =
>> >> >>> >> >>> Open
>> >> >>> >> >>> Position.
>> >> >>> >> >>> 2) Misal saat ini sudah ada 6 posisi open (in trade) -->
>> >> >>> >> >>> maka
>> >> >>> >> >>> dari
>> >> >>> >> >>> banyak
>> >> >>> >> >>> sinyal Buy, sistem hanya akan buka 2 open position lagi
>> >> >>> >> >>> berdasarkan
>> >> >>> >> >>> sisa
>> >> >>> >> >>> Equity.
>> >> >>> >> >>>
>> >> >>> >> >>> 1. MaxOpenPos = 8 , tidak berarti langsung buka 8 posisi
>> >> >>> >> >>> pada
>> >> >>> >> >>> hari
>> >> >>> >> >>> pertama,,, kalau misalkan sinyal BUY yg valid hanya ada 2,
>> maka
>> >> >>> >> >>> YANG
>> >> >>> >> >>> DI-BUY
>> >> >>> >> >>> HANYA 2 SAJA pada hari itu, sehingga yg tersisa 6. Misalkan
>> >> >>> >> >>> keesokan
>> >> >>> >> >>> harinya ternyata tidak ada SINYAL BUY yg valid, maka tidak
>> ada
>> >> >>> >> >>> transaksi
>> >> >>> >> >>> pada hari tsb dan sisa tetap 6. Kalau besoknya ada 1 sinyal
>> BUY
>> >> >>> >> >>> dan
>> >> >>> >> >>> tidak
>> >> >>> >> >>> ada sinyal SELL thd saham yg sudah diOPEN maka OpenPosisi
>> hari
>> >> >>> >> >>> tsb
>> >> >>> >> >>> adalah
>> >> >>> >> >>> 3,
>> >> >>> >> >>> dengan sisa 5. Demikian seterusnya.
>> >> >>> >> >>>
>> >> >>> >> >>> 2. Misalkan 1 bulan kemudian Open Position kita sudah 8,
>> >> sehingga
>> >> >>> >> >>> tidak
>> >> >>> >> >>> bisa beli yg baru lagi. Misalkan juga Equity awal Rp. 800
>> juta,
>> >> >>> >> >>> sehingga
>> >> >>> >> >>> setiap buka posisi sekitar Rp. 100 juta. Kenapa pakai
>> >> >>> >> >>> istilah
>> >> >>> >> >>> 'sekitar'
>> >> >>> >> >>> ,karena kita transaksi menggunakan lot (500 saham) sehingga
>> >> pasti
>> >> >>> >> >>> tidak
>> >> >>> >> >>> akan
>> >> >>> >> >>> pas Rp.100 juta untuk setiap transaksi. Katakanlah ada sisa
>> >> >>> >> >>> equity
>> >> >>> >> >>> (cash
>> >> >>> >> >>> )
>> >> >>> >> >>> Rp. 5 juta. Dan hari itu ada sinyal SELL 1 saham A dgn
>> >> >>> >> >>> posisi
>> >> >>> >> >>> Cutloss
>> >> >>> >> >>> (negative) dgn nilai jual Rp. 75 juta. Di akhir hari itu
>> posisi
>> >> >>> >> >>> Cash
>> >> >>> >> >>> kita
>> >> >>> >> >>> adalah Rp. 80 juta yg berasal dari Rp. 5 juta sisa cash dan
>> Rp.
>> >> >>> >> >>> 75
>> >> >>> >> >>> juta
>> >> >>> >> >>> dr
>> >> >>> >> >>> hasil penjualan saham A. Besoknya ada sinyal BUY saham B,
>> tentu
>> >> >>> >> >>> saja
>> >> >>> >> >>> kita
>> >> >>> >> >>> tidak bisa membuka posisi Rp. 100 juta, wong cashnya Cuma
>> >> >>> >> >>> ada
>> >> Rp.
>> >> >>> >> >>> 80
>> >> >>> >> >>> juta.
>> >> >>> >> >>> Nah dengan perintah SetOption("AllowPositionShrinking",
>> >> >>> >> >>> *True*)pada
>> >> >>> >> >>> system kita maka akan dilakukan pembelian saham B di sekitar
>> >> >>> >> >>> Rp.
>> >> >>> >> >>> 80
>> >> >>> >> >>> juta
>> >> >>> >> >>> tsb. Istilahnya Pak Wisnu itu MEMAKSIMALKAN MODAL , dak mau
>> >> >>> >> >>> rugi
>> >> >>> >> >>> he
>> >> >>> >> >>> he
>> >> >>> >> >>> he
>> >> >>> >> >>> …Kalau tidak ada perintah diatas maka pembelian saham B
>> >> >>> >> >>> tidak
>> >> >>> >> >>> akan
>> >> >>> >> >>> dilakukan.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 3. Kita bisa melihat dan BELAJAR BANYAK bagaimana AB
>> melakukan
>> >> >>> >> >>> Manajemen Modalnya dengan merubah Settingan Report menjadi
>> >> >>> >> >>> *Detailed
>> >> >>> >> >>> Log*
>> >> >>> >> >>> seperti di bawah ini :
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Kalau dilakukan BackTest maka hasilnya seperti ini :
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Bisa juga dilihat posisi Equity dan Cash kita :
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Untuk memudahkan melihat dan menganalisa, report tsb bisa
>> >> >>> >> >>> diexport
>> >> >>> >> >>> ke
>> >> >>> >> >>> format CSV sehingga bisa dilihat di EXCEL,,,
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> *Apakah ada kaitan MaxOpenPos ini dengan watch list ?* -->
>> >> >>> >> >>> jelas
>> >> >>> >> >>> ADA.
>> >> >>> >> >>>
>> >> >>> >> >>> 3) Pertama, isi watch list TIDAK terbatas 8 saham pilihan
>> >> saja...
>> >> >>> >> >>> tapi
>> >> >>> >> >>> boleh 10, 20 atau 30 dst... Ambil contoh WList berisi 20
>> saham.
>> >> >>> >> >>> 4) Kemudian sistem dapat 5 sinyal buy lagi dari 20 saham yg
>> ada
>> >> >>> >> >>> di
>> >> >>> >> >>> WList... tapi sisa maximum open position cuma ada 2 ?
>> >> >>> >> >>> 5) Maka sisa 2 maximum open position itu akan DIPILIH oleh
>> >> sistem
>> >> >>> >> >>> berdasarkan PositionScore spt yg dijelaskan mas Husni.
>> >> >>> >> >>>
>> >> >>> >> >>> Untuk 'rule of thumb' MaxOpenPosition adalah 10% dari
>> Watchlist
>> >> >>> >> >>> yg
>> >> >>> >> >>> ada
>> >> >>> >> >>> .Jadi kalau MaxOpenPos = 5, Watchlist ada sekitar 50 saham
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> *Apakah ada kaitan antara MaxOpenPosition, WList dengan
>> >> >>> >> >>> PositionSize
>> >> >>> >> >>> ?*
>> >> >>> >> >>>
>> >> >>> >> >>> PositionSize = Equity / MaxOpenPosition .
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Silahkan dilanjutkan mas Husni dan teman2 ... sekali lagi
>> >> >>> >> >>> please
>> >> >>> >> >>> CMIIW
>> >> >>> >> >>> dlm
>> >> >>> >> >>> pemahaman saya di atas.
>> >> >>> >> >>>
>> >> >>> >> >>> Thanks,
>> >> >>> >> >>> ES
>> >> >>> >> >>>
>> >> >>> >> >>> 2011/6/7 Husni <husni.gumilang@gmail.com>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Pak Eko, coba saya bantu sesuai dengan pemahaman saya yg
>> >> >>> >> >>> sederhana
>> >> >>> >> >>> (newbie) :
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 1. Dalam konteks BackTest, misalkan kita sudah tentukan
>> Maximal
>> >> >>> >> >>> Open Position kita 8. Artinya maximal portofolio kita adalah
>> 8
>> >> >>> >> >>> saham.
>> >> >>> >> >>> Akibat
>> >> >>> >> >>> lainnya setiap kita buka posisi (BUY) maka menggunakan Rp.
>> >> Equity
>> >> >>> >> >>> /
>> >> >>> >> >>> 8
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 2. Katakanlah saat ini kita sudah memiliki 6 posisi dalam
>> >> >>> >> >>> portofolio kita, sehingga SISA YG BOLEH KITA BELI ADALAH 2
>> >> >>> >> >>> SAHAM
>> >> >>> >> >>> LAGI.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 3. Misalkan system kita memberikan SINYAL BUY untuk 5 SAHAM.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 4. Pertanyaannya adalah, 2 saham manakah yg akan kita pilih
>> >> >>> >> >>> diantara 5 SAHAM tsb ? .Karena kita hanya boleh pilih
>> >> >>> >> >>> maximum
>> 2
>> >> >>> >> >>> SAHAM
>> >> >>> >> >>> SAJA
>> >> >>> >> >>> ..
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 5. Disinilah kita gunakan konsep POSITION SCORE, agar bisa
>> >> >>> >> >>> MENGURUTKAN mana yg terbaik sehingga yg diambil adalah 2
>> SAHAM
>> >> >>> >> >>> TERATAS
>> >> >>> >> >>> oleh
>> >> >>> >> >>> AB . Sedangkan 3 sisanya KITA ABAIKAN .
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 6. Lalu bagaimana CARANYA ?. Tergantung kita pakai system
>> >> >>> >> >>> apa
>> …
>> >> >>> >> >>> Kalau kita memakai system yg beli di harga murah (BLSH) maka
>> >> >>> >> >>> Position
>> >> >>> >> >>> Score
>> >> >>> >> >>> diurutkan dgn INDIKATOR yg sebanding dgn murah/mahalnya
>> >> >>> >> >>> saham
>> >> >>> >> >>> tsb.
>> >> >>> >> >>> Misalkan PositionScore
>> >> >>> >> >>> = 100 – RSI() . Sebaliknya kalau system kita BREAKPEAKER
>> (BHSH)
>> >> >>> >> >>> maka
>> >> >>> >> >>> bisa
>> >> >>> >> >>> berupa PositionScore = RSI() . Ini hanya contoh saja, ide yg
>> >> lain
>> >> >>> >> >>> boleh2
>> >> >>> >> >>> saja digunakan, yg penting filosofinya sama …
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 7. Mari kita pake contoh. Misalkan saat ini system kita
>> >> >>> >> >>> mengeluarkan 5 SINYAL BUY untuk 5 SAHAM (A,B,C,D,E).
>> Katakanlah
>> >> >>> >> >>> RSI(A)
>> >> >>> >> >>> =
>> >> >>> >> >>> 30,
>> >> >>> >> >>> RSI(B) = 90, RSI(C) = 50, RSI(D) = 10, RSI(E) = 45.
>> >> >>> >> >>>
>> >> >>> >> >>> Kalau kita menggunakan PositionScore = 100 – RSI() maka :
>> >> >>> >> >>>
>> >> >>> >> >>> PositionScore(A) = 100 – 30 = 70
>> >> >>> >> >>>
>> >> >>> >> >>> PositionScore(B) = 100 – 90 = 10
>> >> >>> >> >>>
>> >> >>> >> >>> PositionScore(C) = 100 – 50 = 50
>> >> >>> >> >>>
>> >> >>> >> >>> PositionScore(D) = 100 – 10 = 90
>> >> >>> >> >>>
>> >> >>> >> >>> PositionScore(E) = 100 – 45 = 55
>> >> >>> >> >>>
>> >> >>> >> >>> Jadi 2 saham yg diambil oleh AB dalam BackTesting adalah *D
>> >> >>> >> >>> *dgn
>> >> >>> >> >>> PosScore 90, dan *A* dgn PosScore 70 karena 2 saham inilah
>> >> >>> >> >>> yg
>> >> >>> >> >>> nilai
>> >> >>> >> >>> PositionScore nya TERTINGGI
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Sedangkan kalau kita menggunakan PositionScore = RSI() maka
>> >> >>> >> >>> :
>> >> >>> >> >>>
>> >> >>> >> >>> PositionScore(A) = 30
>> >> >>> >> >>>
>> >> >>> >> >>> PositionScore(B) = 90
>> >> >>> >> >>>
>> >> >>> >> >>> PositionScore(C) = 50
>> >> >>> >> >>>
>> >> >>> >> >>> PositionScore(D) = 10
>> >> >>> >> >>>
>> >> >>> >> >>> PositionScore(E) = 45
>> >> >>> >> >>>
>> >> >>> >> >>> Jadi 2 saham yg diambil oleh AB dalam BackTesting adalah *B
>> >> >>> >> >>> *dgn
>> >> >>> >> >>> PosScore 90, dan *C* dgn PosScore 50 karena 2 saham inilah
>> >> >>> >> >>> yg
>> >> >>> >> >>> nilai
>> >> >>> >> >>> PositionScore nya TERTINGGI
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 8. Itu kan dalam BackTest …. , kalau dalam RealTrading
>> >> >>> >> >>> bagaimana
>> >> >>> >> >>> ?
>> >> >>> >> >>> Salah
>> >> >>> >> >>> satu idenya kita menggunakan fasilitas Explore di AB yg
>> >> memfilter
>> >> >>> >> >>> saham2
>> >> >>> >> >>> apa saja yg SIAP BELI/ SIAP JUAL dimana SALAH SATU KOLOMNYA
>> >> >>> >> >>> menggunakan
>> >> >>> >> >>> formula yg sama dgn PositionScore , misalkan
>> >> >>> >> >>> AddColumn(RSI(),
>> >> >>> >> >>> "RSI",
>> >> >>> >> >>> 1.2
>> >> >>> >> >>> ); dan ambil yg RSI nya TERTINGGI .
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Contoh hasil Explore nya :
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 9. Semoga bisa membantu Pak Eko …
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Salam Belajar
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Husni
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> //==============================================
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 2011/6/7 Wisnu Wijayanta <wisnu.working@gmail.com>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Sorry, saya koreksi sedikit:
>> >> >>> >> >>>
>> >> >>> >> >>> 1. Saya bukan tidak meyakini, justru saya SANGAT YAKIN,
>> >> >>> >> >>> kalau
>> >> >>> >> >>> membalik
>> >> >>> >> >>> positionscore, TIDAK AKAN memberikan extreme worst result.
>> >> >>> >> >>>
>> >> >>> >> >>> 2. Sebaiknya tidak me-multi-tafsirkan metodologi. Saya
>> >> >>> >> >>> selalu
>> >> >>> >> >>> berpikir,
>> >> >>> >> >>> who am I against those well established science? Jadi
>> mestinya
>> >> >>> >> >>> bukan
>> >> >>> >> >>> tentang
>> >> >>> >> >>> open minded atau bukan.
>> >> >>> >> >>>
>> >> >>> >> >>> 3. Saya malah lebih bisa mengerti, apabila seseorang mau
>> >> >>> >> >>> abusing
>> >> >>> >> >>> metodologi, mengerti penuh risk nya.
>> >> >>> >> >>>
>> >> >>> >> >>> So that is, I make my stand very clear.
>> >> >>> >> >>>
>> >> >>> >> >>> Salam.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 2011/6/7 Wisnu Mobile <wisnu.working@gmail.com>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Ketika kita berhadapan dengan multiple entry signal, kita
>> perlu
>> >> >>> >> >>> melakukan
>> >> >>> >> >>> perankingan, Pak Eko.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Supaya backtest bisa mengikuti dan mensimulasikan, kita
>> buatkan
>> >> >>> >> >>> logika
>> >> >>> >> >>> PositionScore. Logikanya bisa macam-macam.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Logika ini bisa diuji, dioptimisasi, sehingga mendapatkan
>> >> OPTIMUM
>> >> >>> >> >>> result.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Dititik ini, artinya kita punya PositionScore, yang secara
>> >> >>> >> >>> statistic-historikal, adalah logika perankingan terbaik.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Trading actual kita akan berusaha mengikuti logika yang
>> >> >>> >> >>> sudah
>> >> >>> >> >>> optimized
>> >> >>> >> >>> ini.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Yang sedari tadi didiskusikan, adalah extreme cases dengan
>> >> >>> >> >>> membolak-balik
>> >> >>> >> >>> PositionScore, yang statistical counter argument-nya,
>> sempurna
>> >> >>> >> >>> mengikuti
>> >> >>> >> >>> LOWEST atau HIGHEST score, tidak akan ketemu extreme result.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Karena sekarang kita bicara masa depan.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Itu kenapa, ada MonteCarlo test.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Salam.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> *From:* amibroker-4-bei@yahoogroups.com [mailto:
>> >> >>> >> >>> amibroker-4-bei@yahoogroups.com] *On Behalf Of *Eko
>> Widjajanto
>> >> >>> >> >>> *Sent:* Tuesday, June 07, 2011 5:05 PM
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> *To:* amibroker-4-bei@yahoogroups.com
>> >> >>> >> >>>
>> >> >>> >> >>> *Subject:* RE: [Komunitas AmiBroker] Mengapa harus MoCa ?
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Wisnu, saya tersesat.
>> >> >>> >> >>>
>> >> >>> >> >>> Bolehkan dijelaskan, from the very beginning, in simple
>> bahasa,
>> >> >>> >> >>> apa
>> >> >>> >> >>> yang
>> >> >>> >> >>> dimaksud dengan position score?
>> >> >>> >> >>>
>> >> >>> >> >>> Terima kasih,
>> >> >>> >> >>>
>> >> >>> >> >>> Eko
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> *From:* amibroker-4-bei@yahoogroups.com [mailto:
>> >> >>> >> >>> amibroker-4-bei@yahoogroups.com] *On Behalf Of *Wisnu Mobile
>> >> >>> >> >>> *Sent:* Tuesday, June 07, 2011 16:51 PM
>> >> >>> >> >>> *To:* amibroker-4-bei@yahoogroups.com
>> >> >>> >> >>> *Subject:* Re: [Komunitas AmiBroker] Mengapa harus MoCa ?
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Secara umum ya, koreksi sedikit untuk persepsi tentang
>> extreme
>> >> >>> >> >>> cases.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Saya malah bisa katakan, dengan membalik Position Score,
>> >> >>> >> >>> BISA
>> >> >>> >> >>> DIPASTIKAN
>> >> >>> >> >>> worst case scenario, TIDAK DIDAPATKAN.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Sama dengan, SEMPURNA mengikuti HIGHEST position score, juga
>> >> BISA
>> >> >>> >> >>> DIPASTIKAN, bahwa best case scenario, TIDAK DIDAPATKAN.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Kita bicara statistics modeling. Tidak akan mampu menyaingi
>> >> dukun
>> >> >>> >> >>> meramal
>> >> >>> >> >>> masa depan.. :D
>> >> >>> >> >>>
>> >> >>> >> >>> 2011/6/7 Timur Langit <timurlangit.is.here@gmail.com>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Menurut pemahaman saya, cara reverse *berkemungkinan *akan
>> >> >>> >> >>> memberikan
>> >> >>> >> >>> gambaran tentang the extreme worst end, sementara
>> kebalikannya
>> >> >>> >> >>> berkemungkinan akan memberikan the other end, yaitu extreme
>> >> best.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Sedangkan, seperti yg pak Wisnu terangkan, bahwa in reality
>> >> >>> >> >>> seperti
>> >> >>> >> >>> berburu, banyak perangkap yg dipasang, tak tahu mana yg akan
>> >> >>> >> >>> dapat
>> >> >>> >> >>> duluan.
>> >> >>> >> >>> berbagai kemungkinan bisa terjadi. Dengan asumsi position
>> score
>> >> >>> >> >>> related
>> >> >>> >> >>> to
>> >> >>> >> >>> bagus tidaknya sinyal, meskipun sudah dipasang positionscore
>> >> >>> >> >>> pasti
>> >> >>> >> >>> tidaklah
>> >> >>> >> >>> mungkin yg didapat hanya yg bagus-bagus saja atau hanya yg
>> >> >>> >> >>> jelek-jelek
>> >> >>> >> >>> saja
>> >> >>> >> >>> jika di reverse.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Pada backtest, dalam hari yg sama, system memang bisa
>> >> >>> >> >>> memilih
>> 4
>> >> >>> >> >>> yg
>> >> >>> >> >>> terbaik
>> >> >>> >> >>> saja dari 10 confirmed sinyal yg tersedia. dan jangan lupa
>> >> >>> >> >>> bahwa
>> >> >>> >> >>> 10 confirmed sinyal yg tersedia itu adalah dari data EOD,
>> >> >>> >> >>> karena
>> >> >>> >> >>> yg
>> >> >>> >> >>> di
>> >> >>> >> >>> backtest khan data EOD. Yg mana pada real time nya dari jam
>> >> >>> >> >>> 9-30
>> >> >>> >> >>> s/d
>> >> >>> >> >>> 16-00
>> >> >>> >> >>> no one knows apakah 4 yg terbaik itu yg datang duluan.
>> >> >>> >> >>> Karena
>> >> >>> >> >>> itu,
>> >> >>> >> >>> MoCa
>> >> >>> >> >>> dibutuhkan untuk mensimulasikan how if, masing2nya datang
>> >> >>> >> >>> dengan
>> >> >>> >> >>> urutan
>> >> >>> >> >>> yg
>> >> >>> >> >>> berbeda2. kemungkinan terjelek terbaik seperti apa yg bisa
>> >> >>> >> >>> terjadi.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Makanya, saya melihat quantitative trading approach memang
>> >> >>> >> >>> menjanjikan
>> >> >>> >> >>> akan membuat trading lebih tenang, karena kenapa pusing dgn
>> >> hiruk
>> >> >>> >> >>> pikuk
>> >> >>> >> >>> org2
>> >> >>> >> >>> yg cuan besar dari saham A yg kebetulan tidak terpilih oleh
>> >> >>> >> >>> kita
>> >> >>> >> >>> pada
>> >> >>> >> >>> real
>> >> >>> >> >>> time trading. Sepanjang MoCa telah memberikan gambaran
>> overall
>> >> >>> >> >>> ekspektasi
>> >> >>> >> >>> kita dalam setahun, bukan harian, tidak perlu khawatir jika
>> >> stock
>> >> >>> >> >>> pick
>> >> >>> >> >>> hari
>> >> >>> >> >>> ini ternyata gagal.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Kira2 kaya begitu Pak Wisnu?
>> >> >>> >> >>>
>> >> >>> >> >>> Timur.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 2011/6/7 <blessing8189@gmail.com>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> jadi menurut pak wisnu, cara reverse tidak valid di gunakan
>> >> untuk
>> >> >>> >> >>> mencari
>> >> >>> >> >>> margin of error ?
>> >> >>> >> >>> logicnya bagaimana ?
>> >> >>> >> >>> mungkin ada point2 yg tidak terjangkau atau tertinggal dalam
>> >> >>> >> >>> pemahaman
>> >> >>> >> >>> saya.
>> >> >>> >> >>>
>> >> >>> >> >>> sungguh mohon pencerahan, dan maaf bila telah merepotkan.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> salam,
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> On 6/7/2011 3:44 PM, Wisnu Mobile wrote:
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Karena kita selalu BERHARAP untuk bisa memprediksi FUTURE
>> >> >>> >> >>> secara
>> >> >>> >> >>> EXACT.
>> >> >>> >> >>> Jadi, dengan apa yang terjadi dimasa lalu, kita BERHARAP
>> untuk
>> >> >>> >> >>> terulang
>> >> >>> >> >>> lagi. Which is human, tetapi reality tidak bekerja begitu,
>> >> ins't?
>> >> >>> >> >>> Or
>> >> >>> >> >>> at
>> >> >>> >> >>> least, tidak selalu begitu.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> PositionScoring adalah satu PENDEKATAN (yang bisa ditest,
>> >> >>> >> >>> dioptimisasi,
>> >> >>> >> >>> divalidate), untuk mendapatkan gambaran UMUM tentang PROSES
>> >> >>> >> >>> perankingan
>> >> >>> >> >>> macam apa yang akan memberikan result OPTIMUM.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> So, PositionScore adalah sebuah AFTER-THE-FACT
>> >> >>> >> >>> pattern/logic,
>> >> >>> >> >>> yang
>> >> >>> >> >>> kita
>> >> >>> >> >>> gunakan DALAM usaha kita untuk match performa backtest, yang
>> >> >>> >> >>> HISTORICAL
>> >> >>> >> >>> itu.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Jadi PositionScore adalah sebuah STATISTICAL FACT, yang
>> >> >>> >> >>> dalam
>> >> >>> >> >>> trading
>> >> >>> >> >>> actual kita tetap akan menderita MARGIN OF ERROR, tepatnya
>> >> margin
>> >> >>> >> >>> of
>> >> >>> >> >>> imprecision.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Cara mencari margin of imprecision ini? MOCA random test.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 2011/6/7 <blessing8189@gmail.com>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> saya pakai simple logic saja pak wisnu :)
>> >> >>> >> >>> kita pakai positionscore artinya expect best result. (
>> biasanya
>> >> >>> >> >>> sih
>> >> >>> >> >>> ini
>> >> >>> >> >>> yang di cari2 semua system )
>> >> >>> >> >>> ketika positionscore di reverse, kita boleh mengharap akan
>> >> >>> >> >>> mendapatkan
>> >> >>> >> >>> kebalikannya :D
>> >> >>> >> >>>
>> >> >>> >> >>> well, memang sih cara reverse ini belum saya compare dengan
>> >> MoCa,
>> >> >>> >> >>> jadi
>> >> >>> >> >>> gak
>> >> >>> >> >>> tau juga bagaimana hasilnya.
>> >> >>> >> >>>
>> >> >>> >> >>> bagaimana menurut pak wisnu?
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> salam,
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> On 6/7/2011 2:00 PM, Wisnu Mobile wrote:
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Good question!
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Let's play with d logic.. :D
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Apa dasar berpikirnya bahwa lowest scored pick akan
>> memberikan
>> >> >>> >> >>> LOWEST
>> >> >>> >> >>> end
>> >> >>> >> >>> result?
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> :D
>> >> >>> >> >>>
>> >> >>> >> >>> 2011/6/7 <blessing8189@gmail.com>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Mungkin pemahaman newbie salah, tapi dalam logic pemahaman
>> >> >>> >> >>> newbie,
>> >> >>> >> >>> kita
>> >> >>> >> >>> sebenarnya tidak perlu MoCa test pada positionscore, karena
>> >> >>> >> >>> kita
>> >> >>> >> >>> bisa
>> >> >>> >> >>> menginstruksikan afl untuk melakukan pick up position di
>> mulai
>> >> >>> >> >>> pada
>> >> >>> >> >>> saham
>> >> >>> >> >>> yg
>> >> >>> >> >>> mempunyai lowest score terlebih dahulu. Ini lebih ringkas,
>> >> karena
>> >> >>> >> >>> cuma
>> >> >>> >> >>> perlu
>> >> >>> >> >>> sekali test saja untuk mengetahui realibility system,
>> dibanding
>> >> >>> >> >>> dengan
>> >> >>> >> >>> MoCa
>> >> >>> >> >>> test yg perlu iteration yg cukup agar outputnya valid, dan
>> >> itupun
>> >> >>> >> >>> belum
>> >> >>> >> >>> tentu mendapatkan the lowest CAR/MDD benchmark yg dapat
>> dicapai
>> >> >>> >> >>> system.
>> >> >>> >> >>>
>> >> >>> >> >>> caranya gimana?
>> >> >>> >> >>>
>> >> >>> >> >>> kita define positionscore rules pada variable tersendiri,
>> >> >>> >> >>> dan
>> >> >>> >> >>> kemudian
>> >> >>> >> >>> mereversenya dengan menggunakan 1/x, dimana x adalah
>> >> >>> >> >>> variable
>> >> >>> >> >>> positionscorenya.
>> >> >>> >> >>>
>> >> >>> >> >>> score = your positionscore rules/idea here...;
>> >> >>> >> >>> positionscore = 1/score;
>> >> >>> >> >>>
>> >> >>> >> >>> apakah bisa menjadi pengganti MoCa test?
>> >> >>> >> >>>
>> >> >>> >> >>> CMIIW
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> salam,
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> On 6/7/2011 11:21 AM, Timur Langit wrote:
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Semisal;
>> >> >>> >> >>>
>> >> >>> >> >>> > saya punya trading system,
>> >> >>> >> >>>
>> >> >>> >> >>> - backtested CAR/MDD=10,
>> >> >>> >> >>>
>> >> >>> >> >>> - lulus WF utk MaxOpenPos, global optimum at 4 positions.
>> >> >>> >> >>>
>> >> >>> >> >>> - MoCa test pada position score CAR/MDD ranged 7-13, median
>> CAR
>> >> >>> >> >>> di 150%
>> >> >>> >> >>>
>> >> >>> >> >>> data diatas adalah buatan (meskipun gagal, ada yg pernah
>> >> dapatkan
>> >> >>> >> >>> CAR/MDD sepuluhan)
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Pemahaman saya thd MoCa atas position score;
>> >> >>> >> >>>
>> >> >>> >> >>> Jika system di atas mengeluarkan perintah beli atas 10
>> >> >>> >> >>> saham,
>> >> >>> >> >>> maka pejam mata saya tinggal eksekusi 4 diantaranya yg
>> >> >>> >> >>> kebetulan
>> >> >>> >> >>> offer
>> >> >>> >> >>> price
>> >> >>> >> >>> masih berada pada BuyPrice system tersebut. Apes2nya saya
>> dapat
>> >> >>> >> >>> CAR/MDD =
>> >> >>> >> >>> 7.
>> >> >>> >> >>> Betul begitu Pak WIsnu?
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Kalau benar demikian, sebagai mechanical trader, trading
>> >> >>> >> >>> plan
>> >> >>> >> >>> menjadi
>> >> >>> >> >>> sesederhana berupa watch list, alerting system, serta
>> kegesitan
>> >> >>> >> >>> dan
>> >> >>> >> >>> ketepatan dalam mengeksekusi.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Timur
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 2011/6/7 <caktono@gmail.com>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Trading adalah bisnis serius.
>> >> >>> >> >>> Perlakukan selayaknya sebuah bisnis.
>> >> >>> >> >>> Don't have trading plan, don' trade.
>> >> >>> >> >>>
>> >> >>> >> >>> Thanks for reminder
>> >> >>> >> >>>
>> >> >>> >> >>> CT
>> >> >>> >> >>>
>> >> >>> >> >>> Sent from my BlackBerry® smartphone from Sinyal Bagus XL,
>> >> >>> >> >>> Nyambung
>> >> >>> >> >>> Teruuusss...!
>> >> >>> >> >>> ------------------------------
>> >> >>> >> >>>
>> >> >>> >> >>> *From: *Wisnu Mobile <wisnu.working@gmail.com>
>> >> >>> >> >>>
>> >> >>> >> >>> *Sender: *amibroker-4-bei@yahoogroups.com
>> >> >>> >> >>>
>> >> >>> >> >>> *Date: *Tue, 7 Jun 2011 10:21:16 +0700
>> >> >>> >> >>>
>> >> >>> >> >>> *To: *AB4<amibroker-4-bei@yahoogroups.com>
>> >> >>> >> >>>
>> >> >>> >> >>> *ReplyTo: *amibroker-4-bei@yahoogroups.com
>> >> >>> >> >>>
>> >> >>> >> >>> *Subject: *[Komunitas AmiBroker] Stick to your trade plan.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Selamat pagi!
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Pagi tadi saya sempatkan skimming posting di banyak milis.
>> >> Sedang
>> >> >>> >> >>> banyak
>> >> >>> >> >>> bear berkeliaran rupanya.. Untung saya jarang-jarang baca
>> >> >>> >> >>> email,
>> >> >>> >> >>> bisa-bisa
>> >> >>> >> >>> susah tidur saya. :D
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Disini saya mau menyemangati saja, bukan untuk membeli atau
>> >> >>> >> >>> menjual,
>> >> >>> >> >>> tetapi untuk confident terhadap trading plan anda sendiri!
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 1. Lupakan bahwa di market ada saints, yang akan memberi
>> >> >>> >> >>> tahu
>> >> >>> >> >>> kita
>> >> >>> >> >>> kapan
>> >> >>> >> >>> masuk kapan keluar. Big BS noises! Yang ada adalah
>> >> fear-mongering
>> >> >>> >> >>> bear
>> >> >>> >> >>> messenger yang feeds on your fear, atau bully bullish
>> messenger
>> >> >>> >> >>> yang
>> >> >>> >> >>> feeds
>> >> >>> >> >>> on your greed. Easy to understand motives, but still one
>> >> pathetic
>> >> >>> >> >>> way
>> >> >>> >> >>> of
>> >> >>> >> >>> living.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> 2. Satu-satunya yang bisa anda percaya, adalah riset dan
>> >> >>> >> >>> plan
>> >> >>> >> >>> anda
>> >> >>> >> >>> sendiri! Stick to it!
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Ada pesan implisit disitu, artinya sebelum masuk ke sebuah
>> >> >>> >> >>> posisi,
>> >> >>> >> >>> plan
>> >> >>> >> >>> well. Dengan begitu, risk assessment sudah dilakukan, dan
>> >> >>> >> >>> sticking
>> >> >>> >> >>> to
>> >> >>> >> >>> the
>> >> >>> >> >>> plan, hanyalah sesederhana menerima risk plan tadi.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Kalau belum punya plan? Do not trade, read a lot, study a
>> lot.
>> >> >>> >> >>> Stock
>> >> >>> >> >>> market is not a good place to gamble. Mending ke kasino,
>> banyak
>> >> >>> >> >>> yang
>> >> >>> >> >>> bening-bening, good foods, plenty of fun way to lose money.
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> Salam confident ya!
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> No virus found in this incoming message.
>> >> >>> >> >>> Checked by AVG - www.avg.com
>> >> >>> >> >>> Version: 9.0.901 / Virus Database: 271.1.1/3676 - Release
>> Date:
>> >> >>> >> >>> 06/08/11
>> >> >>> >> >>> 01:35:00
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>> No virus found in this incoming message.
>> >> >>> >> >>> Checked by AVG - www.avg.com
>> >> >>> >> >>> Version: 9.0.901 / Virus Database: 271.1.1/3676 - Release
>> Date:
>> >> >>> >> >>> 06/08/11
>> >> >>> >> >>> 01:35:00
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>>
>> >> >>> >> >>
>> >> >>> >> >>
>> >> >>> >> >
>> >> >>> >>
>> >> >>> >> <C__Program Files_AmiBroker_Reports_GT Test Pos Sizing-20.pdf>
>> >> >>> >> <C__Program Files_AmiBroker_Reports_GT Test Trend Followe.pdf>
>> >> >>> >
>> >> >>>
>> >> >>
>> >> >
>> >> >
>> >>
>> >>
>> >>
>> >
>>
>>
>> ------------------------------------
>>
>> 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
>>
>>
>>
>>
>> ** **
>>
>> ** **
>>
>> ** **
>>
>> ****
>>
>> No virus found in this incoming message.
>> Checked by AVG - www.avg.com
>> Version: 9.0.901 / Virus Database: 271.1.1/3707 - Release Date: 06/17/11
>> 01:34:00****
>>
>>
>>
>>
>


------------------------------------

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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