Thanks Torbjoern. Indeed quite impressive backtest. According to an old rule I should invest about 63 - 37/(3,42/1,77) or 44% in this system to get my optimum wealth growth -). About commissions and slippage. How much ? Based upon EOD prices ? And of course here is my list with the Belgian selection. Not precisely low volatility stocks but ...
ARIN.BR, OPTI.BR, REC.BR, RES.BR and ZENT.BR. Would be nice if you can give us some background music about the system also ... Regards, Ton. ----- Original Message ----- From: Torbjörn Ohrt To: [email protected] Sent: Monday, May 28, 2007 11:45 AM Subject: [amibroker] Re: Ideas for Swing Trading? Ton, Attached is test result for SST. Trades are without position sizing, total equity is invested for every trade. 100000 SEK starting equity, commission 99 SEK/Trade. The author recommends to risk maximum 5% of equity, initial stop loss is fixed. He recommends trading only low volatility stocks. If you send me a not too long list of Belgian ticker symbols (Yahoo EOD) perhaps I can do a backtest.... T.O. 8
