T, Your test results are quite good. Surprised that your trade drawdown is only 12.47%. Can not see the system dd, but usually that is lower.
Would be interesting to see results from a higher volatility list, such as the NDX. The results should be better and if the DD is still reasonable then you have a still better system Ara ----- Original Message ----- From: "Torbjörn Ohrt" <[EMAIL PROTECTED]> To: <[email protected]> Sent: Monday, May 28, 2007 2:45 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 > > > 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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > http://www.amibroker.com/devlog/ > > For other support material please check also: > http://www.amibroker.com/support.html > > Yahoo! Groups Links > > > >
