Since I have optimized my system between 1996-2006, I guess the answer would be the same time period.
--- In [email protected], "Fred" <[EMAIL PROTECTED]> wrote: > > 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" <intermilan04@> > 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. > > > > > > > > > > ------------------------ Yahoo! Groups Sponsor --------------------~--> GFT Forex Trading Accounts As low as $250 with up to 400:1 Leverage. Free Demo. http://us.click.yahoo.com/lpv1TA/jlQNAA/U1CZAA/GHeqlB/TM --------------------------------------------------------------------~-> 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/
