|
PureBytes Links
Trading Reference Links
|
The sell thing has to be changed with someting
efficient, and stops can be placed, because it's a pity to underscore the
buy-and-hold index :-)
Regards,
THierry
<BLOCKQUOTE
>
----- Original Message -----
<DIV
>From:
David
Holzgrefe
To: <A
href=""
title=amibroker@xxxxxxxxxxxxxxx>amibroker@xxxxxxxxxxxxxxx
Sent: Tuesday, May 22, 2001 7:25 AM
Subject: Re: [amibroker] Brainstorm for
an ultimate trading system
Hi Thierry Welcome to the groupJust ran your afl on the
asx (Australia) data base silly me took a whole 2mins if that :) ms
would be still grinding and thumping away .below are the results
without optimisation I see it uses the Kiss formulaKeep it simple
and gets excellent results at a quick glanceTotal net
profit: 337818.60 Total commissions paid: 0.00Return on
account: 37.12 % Open position gain/loss
-29760.92Buy-and-hold profit: 1122804.18 Bars in test:
162852Buy-and-hold % return: 123.39% System to Buy-and-Hold
index: -69.91%Max. trade drawdown: -8826.09 System
drawdown: -8826.09Total number of trades: 107 Percent
profitable: 51.4%Number winning trades: 55 Number losing
trades: 52*************************************************Top 200 asx
approxTotal net profit: 24184.47 Total commissions paid:
0.00Return on account: 34.55 % Open position gain/loss
2235.92Buy-and-hold profit: 110896.70 Bars in test:
18599Buy-and-hold % return: 158.42% System to Buy-and-Hold
index: -78.19%Max. trade drawdown: -8670.63 System
drawdown: -8670.63Total number of trades: 9 Percent
profitable: 88.9%Number winning trades: 8 Number losing
trades: 1Regards David
|