The system will by its nature pick issues that have low intrabar volatility ...
--- In [email protected], "Ara Kaloustian" <[EMAIL PROTECTED]> wrote: > > 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 > > > > > > > > >
