Greetings all -- The results that have been posted will generate a lot of interest. Certainly the backtest results do not violate any copyright. But the etiquette of these lists considers backtest results without code, or at least a detailed description of the technique, as spam.
Would someone please post a link to the document that is being used as the source for the code? Those interested can obtain their own copy, join the appropriate discussion groups, and be free from any copyright restrictions. Thanks, Howard On 5/28/07, t_ohrt <[EMAIL PROTECTED]> wrote:
Dave, I don´t think copyright is violated by sharing backtest results with AB users? I have no intention to reveal any of my coding without permission from the author of the system. I won´t even discuss the nature of the system at all, sorry. But as you open my eyes to potential legal problems I will contact the author before sharing more results. Perhaps it´s better to follow your advise. My involvement in this discussion originated from the suggestion from Dr Alex Chambers, on this forum to visit the SST site. He suggested a monthly return from the system, which exceeded my horizon. My backtesting so far is incomplete, as I have not used the position sizing suggested by the author, having still to read up on how this is coded in AFL. Ton, you have to wait a bit for the results... T.O. --- In [email protected] <amibroker%40yahoogroups.com>, "David Smith" <[EMAIL PROTECTED]> wrote: > > Torbjoern (& others), it sounds like a few of us have looked into that > method. Due to the copyright, perhaps we could discuss the afl coding on > the SST forum which is for members only? I have tried coding as well, but > there is still a lot of discretion in deciding on stocks lists etc. I would > like to see a more definitive method before I would even consider trading & > would be up for a discussion on the other forum. > > Anyone interested? > > Dave > > > -----Original Message----- > From: [email protected] <amibroker%40yahoogroups.com> [mailto: [email protected] <amibroker%40yahoogroups.com>] On Behalf > Of Torbjörn Ohrt > Sent: Monday, 28 May 2007 7:46 PM > To: [email protected] <amibroker%40yahoogroups.com> > 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 >
