I agree with you 100% I am working on a new project that I hope will have a trading system library.
I don't envisage that people will give away their top systems But I see no reason we can't accumulate our results for systems that are in the 'public domain' already e.g MA crossovers, breakouts (turtles) etc. I anticipate that their will be discussion about how 'we' will benchmark or standardise the tests. THe metrics will probably be the inbuilt AB metrics and the method will probably be walk forward or 1 IS/1 OS but time period//instrument//data used//method etc might need to be standardized. It is a brand new project so it will be a while before it is actioned. Note: I don't think the TradingSystemLibrary will be the first task undertaken by the project - it will most likely be the second but that depends on feedback from the project team. brian_z http://www.amibrokertradersproject.com --- In [email protected], "jpbehrman" <[EMAIL PROTECTED]> wrote: > > > system test results formulas etc. > > Does anyone know if there is any kind of central repository of Amibroker system results? It > seems crazy to think that hundreds/thousands of people are busy trying to produce usable > trading systems and spending lots of time repeating what others have already found to be > not worthy of pursuit! >
