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See for example the discussion after an interesting question by David
H. in #3742, #3744 until #3835, #3860, #3879 and others related to
Bullish Harami.
They were posted the ...ancient period of Amibroker 3.68.
Replacing the Harami condition with another, you may check efficiency
for any formation.
Back testing here is a bit unusual, because each formation is a
single "buy" or a single "sell".
It is meaningless to BUY at bullish harami and SELL at evening star,
so the only thing you can test is the result of a formation some days
later.
If there is any other idea to test a formation efficiency, please
contribute.
Dimitris Tsokakis
--- In amibroker@xxxx, "server not recognized" <winchp@xxxx> wrote:
A good few examples of
> what they look like in a chart performing how they are supposed to
work, but no substantial evaluation of success. So is it not
> unreasonable to first check the validity? I think in AB it would
be dead simple to access a score for each formation included and
> backtest. I know that a commercial group has done exactly this and
discovered that the results are less than great, and re-casting
> the formations was necessary and the substance of their commercial
offering.
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