That doesn't answer my question ... In the development of the system what range of data ( time period ) did you use ? The same time period ? An earlier one ?
--- In [email protected], "intermilan04" <[EMAIL PROTECTED]> wrote: > > The numbers are the result of backtesting my system with > NASDAQ and NYSE tickers (around 7000 tickers) between > 1996/1/1~2006/1/1. > > --- In [email protected], "Fred" <ftonetti@> wrote: > > > > Are the numbers you posted in sample or out of sample ? > > > > --- In [email protected], "intermilan04" <intermilan04@> > > wrote: > > > > > > I know it depends on what you want personally for risk/reward, but > > I'm > > > curious as to what other people's systems (developed in Amibroker) > > are > > > performing like. You don't have to share your code or the idea behind > > > your system (unless you want to), but I'm curious. > > > > > > Over the last 10 years, say, what is your annual profit %, max > > > drawdown, % winning trades, etc.? > > > > > > I have a long system that has returned around 110% since 1996. Its > > > winning % is 47%, and the system drawdown is 28%. It is a > > > reversal-based, swing-daytrade system. > > > > > > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
