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:
>> >>> >> >
>> >>> >> > 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
>> >>> >> >>>
>> >>> >
>
------------------------------------
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