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

It proves that Apple is better than Windows...

:)

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 17, 2011, at 11:04 AM, Husni <husni.gumilang@gmail.com> wrote:

 

Maaf internet ane lg trouble jd blm bs bales pake laptop

Herannya kalo pake hp / ipod kok bisa konek lwt wifi , via laptop kagak bisa . Gak tahu masalah dimana ! Ane pake speedy dg modem wifi

Sent from my iPod

On Jun 17, 2011, at 9:54 AM, Rachmat Guntur <broniscoklat78@gmail.com> wrote:

 

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
>