Sanırım link bu...
[URL="http://www.ensignsoftware.com/tips/tradingtips52.htm"]http://www.ensignsoftware.com/tips/tradingtips52.htm[/URL]
İlk yazıda fena değil bu arada...
Not: 50 mesajı doldurmuşum bu mesajla. Sanırım PM atabilirim bundan sonra...
Printable View
Sanırım link bu...
[URL="http://www.ensignsoftware.com/tips/tradingtips52.htm"]http://www.ensignsoftware.com/tips/tradingtips52.htm[/URL]
İlk yazıda fena değil bu arada...
Not: 50 mesajı doldurmuşum bu mesajla. Sanırım PM atabilirim bundan sonra...
Hadi system tester sonuçlarını da ekleyeyim. Stopsuz basit formüle göre. Açıkcası bu kadar iyi beklemiyordum. Haziran vadede zarar Nisan vadece azcık kar var:
Summary
FISHERISED RSIXU30 Agu 08/111F (VIX0300808)
Simulation Date 07.08.2008 22:18:447072 5 Minute Bars 04.02.2008
09:30 Through 05.08.2008 17:05 (183 Days)
Performance
Profit$2298.66
Performance45.97 %
Annualized Performance91.70 %
Buy & Hold Profit$-471.16
Buy & Hold Performance-9.42 %
Buy & Hold Annualized Performance-18.79 %
Trade Summary
Total Trades431
Trade Efficiency-21.04 %
Average Profit/Average Loss2.46
Profitable Trades
Total157
Long73
Short84
Average Profit$47.90
Highest Profit$432.82
Lowest Profit$0.19
Most Consecutive6
Unprofitable Trades
Total274
Long121
Short153
Average Loss$-19.43
Highest Loss$-147.19
Lowest Loss$-1.60
Most Consecutive9
Maximum Position Excursions
Long Favorable$620.50
Short Favorable$485.29
Long Adverse$-147.19
Short Adverse$-182.24
Trade Efficiency
Average Entry50.34 %
Average Exit28.61 %
Average Total-21.04 %
Average Long Entry49.24 %
Average Long Exit28.41 %
Average Long Total-22.35 %
Average Short Entry51.25 %
Average Short Exit28.78 %
Average Short Total-19.97 %
Performance Indices
Buy & Hold Index587.87 %
Profit/Loss Index30.15 %
Reward/Risk Index99.84 %
Accounting
Initial Equity$5000.00
Trade Profit$7519.97
Trade Loss$-5324.34
Commissions$851.87
Interest Credited$103.03
Interest Charged$0.00
Final Equity$7298.66
Open Positions$0.00
Account Variation
Highest Account Balance$12704.15
Lowest Account Balance$21.12
Highest Portfolio Value$5718.86
Highest Open Drawdown$-3.66
Highest Closed Drawdown$0.00
Account Events
Margin Calls0
Overdrafts225
Profitable Timing
Average Trade Length20
Longest Trade Length62
Shortest Trade Length7
Total Trade Length3269
Unprofitable Timing
Average Trade Length5
Longest Trade Length17
Shortest Trade Length1
Total Trade Length1565
Out of Market Timing
Average7
Longest47
Total2238
[QUOTE=shibumi;26635]Sanırım link bu...
[URL="http://www.ensignsoftware.com/tips/tradingtips52.htm"]http://www.ensignsoftware.com/tips/tradingtips52.htm[/URL]
ılk yazıda fena değil bu arada...
Not: 50 mesajı doldurmuşum bu mesajla. Sanırım PM atabilirim bundan sonra...[/QUOTE]
Evet.
Summary
EMA2-5 XU30 En Yakin Va (X30YVADE)
Simulation Date 07.08.2008 22:29:38 11528 5 Minute Bars 04.02.2008 09:30 Through 05.08.2008 17:05 (183 Days)
Performance
Profit $5499.33
Performance 54.99 %
Annualized Performance 109.69 %
Buy & Hold Profit $-440.00
Buy & Hold Performance -4.40 %
Buy & Hold Annualized Performance -8.78 %
Trade Summary
Total Trades 2060
Trade Efficiency -13.63 %
Average Profit/Average Loss 3.21
Profitable Trades
Total 642
Long 314
Short 328
Average Profit $26.51
Highest Profit $335.00
Lowest Profit $2.50
Most Consecutive 5
Unprofitable Trades
Total 1418
Long 716
Short 702
Average Loss $-8.26
Highest Loss $-97.50
Lowest Loss $0.00
Most Consecutive 15
Maximum Position Excursions
Long Favorable $457.50
Short Favorable $427.50
Long Adverse $-122.50
Short Adverse $-132.50
Trade Efficiency
Average Entry 48.66 %
Average Exit 37.66 %
Average Total -13.63 %
Average Long Entry 48.27 %
Average Long Exit 36.71 %
Average Long Total -14.92 %
Average Short Entry 49.05 %
Average Short Exit 38.62 %
Average Short Total -12.33 %
Performance Indices
Buy & Hold Index 1349.85 %
Profit/Loss Index 31.95 %
Reward/Risk Index 100.00 %
Accounting
Initial Equity $10000.00
Trade Profit $17017.50
Trade Loss $-11715.12
Commissions $0.00
Interest Credited $196.95
Interest Charged $0.00
Final Equity $15499.33
Open Positions $5325.00
Account Variation
Highest Account Balance $20874.33
Lowest Account Balance $4247.50
Highest Portfolio Value $5847.50
Highest Open Drawdown $0.00
Highest Closed Drawdown $0.00
Account Events
Margin Calls 0
Overdrafts 0
Profitable Timing
Average Trade Length 11
Longest Trade Length 39
Shortest Trade Length 1
Total Trade Length 7152
Unprofitable Timing
Average Trade Length 2
Longest Trade Length 25
Shortest Trade Length 0
Total Trade Length 4231
Out of Market Timing
Average 1
Longest 17
Total 144
***
Kıyaslama da kolaylık olsun diye basit bir ema2-5 testi yaptım.
İşlem sayısı dramatik şekilde farklı en başta. 431 işleme 2060 işlem..lelele
Psikolojik yıpranma açısından da en çok üstüste kazandıran/kaybettiren işlem sayısı 6-9 iken , basit ho sistemlerde genelde 5-15 gibi ciddi zorlayıcı bir oran.
Ancak aynı zaman diliminde üstteki testte 7072 bar varken, benimkinde neden 11528 adet var çözemedim...:eek:
Bu sistemin testini de yapayım bakayım en iyisi.
[QUOTE=sentinus;26631]Exit Longs - When the Fisher is above 80 and crosses below 80.
Exit Shorts - When the Fisher is below 20 and crosses above 20.[/QUOTE]
BU nereden çıktı, onu anlayamadım..Ben bu şekilde bir şey yazmadım ki, sizin yorumunuz mu.yoksa bir dökümanda mı yazıyor..
[QUOTE=sentinus;26633]Google ile bulduğum şu makaleye göre işlemleri yapıyor. Maalesef word dosyasını eklemedi site:
Inverse Fisher Transform
by Howard Arrington
Every time someone publishes an article about the benefits of a tool or study, a buzz of excitement is created in the investment community. Many traders are eager to have access to the study, hopeful that it will make a favorable difference in their trading performance. Just such a buzz was created by John Ehlers' article 'The Inverse Fisher Transform' published in the May 2004 issue of Technical Analysis of Stocks and Commodities magazine. This trading tip will give a little more insight into the inverse Fisher transform as applied to the Relative Strength Index.[/QUOTE]
rapidshare.com a koyun kolayca herkes alabilir.
[QUOTE=sentinus;26633] difference in their trading performance. Just such a buzz was created by John Ehlers' article 'The Inverse Fisher Transform' published in the May 2004 issue of Technical Analysis of Stocks and Commodities magazine. This trading tip will give a little more insight into the inverse Fisher transform as applied to the Relative Strength Index.[/QUOTE]
BU şekilde bir makale yok sanırım yanlış yazılmış,Ama John Ehler'İn bu konuda yazdıgı bir makale var onu vereyim...
[URL="ftp://212.175.105.21/UsingTheFisherTransformbyJohnF.Ehlers.pdf"]Using The Fisher Transform by John F. Ehlers.pdf[/URL]
Birde bu var..
[URL="ftp://212.175.105.21/TheInverseFisherTransformbyJohnF.Ehlers.pdf"]The Inverse Fisher Transform by John F. Ehlers.pdf[/URL]
[QUOTE=teo;26647]BU şekilde bir makale yok sanırım yanlış yazılmış,Ama John Ehler'ın bu konuda yazdıgı bir makale var onu vereyim...
[URL="ftp://212.175.105.21/UsingTheFisherTransformbyJohnF.Ehlers.pdf"]Using The Fisher Transform by John F. Ehlers.pdf[/URL]
Birde bu var..
[URL="ftp://212.175.105.21/TheInverseFisherTransformbyJohnF.Ehlers.pdf"]The Inverse Fisher Transform by John F. Ehlers.pdf[/URL][/QUOTE]
sn teo arkadaslarin yazidklari alinti su web sitesinde yaziyor bakin lutfen:
[url]http://www.ensignsoftware.com/tips/tradingtips52.htm[/url]
[QUOTE=teo;26644]BU nereden çıktı, onu anlayamadım..Ben bu şekilde bir şey yazmadım ki, sizin yorumunuz mu.yoksa bir dökümanda mı yazıyor..[/QUOTE]
Dokümana göre yazdığım metastock kodu.
[QUOTE=sentinus;26649]Dokümana göre yazdığım metastock kodu.[/QUOTE]
ok pardon, onlar nereden çıkarmışlar bu kuralı merak ettim gerçekten...
Sevgiler...
Buradada başka tipsler var:
[url]http://ensign.editme.com/newsletter[/url]
[QUOTE=teo;26650]ok pardon, onlar nereden çıkarmışlar bu kuralı merak ettim gerçekten...
Sevgiler...[/QUOTE]
Aslında yaptıkları diğer osilatörler gibi alt orta ve üst referans çizgilerini kesmesine göre koşul yazmak. (ör. CCI)