Here is the YTD performance of my production stock trading system. The results are out of the Backtester for convenience. I don't do as well because I take time off for vacations, surfing and laziness. I've been trading this for 1.5+ years.
Generally it draws stocks from a carefully selected stock universe based on fundamentals, then uses technical indicators to time entry and exit points. The system uses daily data & long only. Here are some selected results from from a YTD backtest: CAR = +42.35% RAR = +44.07% Max trade DD = -26.0% Max Sys DD = -3.6% Profit Factor = 2.31 Winning Trades = 27 Losing Trades = 21 Avg Bars Held = 19 Just for comparison, SPY on 01/03/06 = 126.7 and SPY today = 128.18 for a 1.17% gain YTD. Reef-Break --- In [email protected], "intermilan04" <[EMAIL PROTECTED]> 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/
