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

Yup ga mslh pak...

Hehehe

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 7:52 AM, Rachmat Guntur <broniscoklat78@gmail.com> wrote:

 

pagi pak :)

waduhhh ribet amat ya? pantes saya maju mundur terus dulu, hehehehehe
nanti saya liat2 ya pak, kl ga tau blh tanya japri aja ya pak biar ga
ganggu yg laen

skr br bangun sdh langsung berkutat dgn ami lagi nehh :) mumpung merah :)

thx a lot pakk

On 6/17/11, Christopher Tahir <chris_tahir@ymail.com> wrote:
> Hahahhaha....
> List komisi mudah koq pak...
> Caranya gini:
> - Stock : $1/200 shares, min.fee $1 per trade
> - futures & fut opt (commodities, index, stocks, etc), FX:
> $2.31-2.52/contract
> - stock opt: buy $1.01, sell $.71. Per contract
>
> Fee bulanan yg sy subscribe:
> - US Securities & Commodities Bundle Non-Professional --> Subject to Waiver
> (kalau kita trade dgn komisi <$30 per bulan, dikenakan $10/bln)
> - intercontinental & NYBOT $1/bln
> - CBOE Market Data Express $2/bln
> - Sisanya sy subscribe data yg free aja...
>
> Oh ya, kalo trade di HK, komisinya beda lagi lho, lebih kurang komisi setara
> trade futures... Kalo ga salah HK$18/lot
>
> Berikut link buat download file guidenya pak, step by step in Indonesian,
> kecuali manual penggunaan TWS/platform IB.
>
> http://ez-stock.blogspot.com/2011/01/guide-to-open-international-account.html
>
> Ga mungkin sy translate pak, krn tebalnya minta ampooonnn....
> Bayangin aja manual pemakaian softwarenya 800an halaman, blm lagi trading
> masi platformnya yg memang sangat luas dan berbeda dgn yg lain, fully
> customized, dan sy kalo pas pengen daytrade, bs feed data ke AB, delay
> palingan 1 detikan aja kalo internet pas agak lamban....
> Tp krn uda kapok dayade disana, sy stop daytrade pak...
> Oh ya sharing dikit yeee....
> Sy jg pernha trade futures di sanaa, dan kita memang harus akui bhw
> keberadaan bandar itu ada jg dan bahkan lebih kejam...
> Dalam 2 jam sy dikocok dan muntah darah beneran $3,000 flyng away in the
> air, so kalo bukan BIG player, never touch that instrument, kecuali Anda
> punya $100,000 minimum buat start dan rela hilang...
>
> Have a good morning....^^
>
> 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 11:18 PM, Rachmat Guntur <broniscoklat78@gmail.com>
> wrote:
>
>> Wahhh saya keqnya kudu blajar dgn pak Chris nihh kapan2 soal IB, beda2
>> kan commision feenya tergantung duit kita, posisi kita sbg apa dan mau
>> trading di apa saja kan ya pak?
>> bikin bingung IB... smoga indo ga di banned IB keq TOS....
>>
>> :)
>>
>> On 6/16/11, Christopher Tahir <chris_tahir@ymail.com> wrote:
>> > Wah, sy uda pernah deh promo disini...
>> > Hehhehe
>> > Sy di Interactive Brokers/IB, pak...
>> > Bs feed data ke ami...
>> > Soal integritasnya uda mantap pak...
>> > Hehehhehe
>> > Listed di Nasdaq IBKR kodenya...
>> >
>> > 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 7:45 PM, yogha sam <yogasampurno@gmail.com> wrote:
>> >
>> >> pak RG mantap sekali hasilnya
>> >> ini sistem trend following ya?
>> >> data yang dipakai dari tahun berapa sampai berapa pak?
>> >> Max. trade % drawdown ada yang sampai 80%, mungkin karena data ada
>> >> yang belum diadjusted. Bisa dicoba Backtest Individual Saham, lalu di
>> >> short change%nya, cari tahu kenapa bisa sampai -80% di trade tersebut.
>> >>
>> >> On 6/16/11, Rachmat Guntur <broniscoklat78@gmail.com> wrote:
>> >> > 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:
>