I am only 85 -). So I have still a lot of time ... Regards, Ton.
----- Original Message ----- From: t_ohrt To: [email protected] Sent: Monday, May 28, 2007 6:13 PM Subject: [amibroker] Re: Ideas for Swing Trading? 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], "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] [mailto:[EMAIL PROTECTED] On Behalf > Of Torbjörn Ohrt > Sent: Monday, 28 May 2007 7:46 PM > To: [email protected] > 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 >
