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Do you shoot for at least a 10 year period of backtesting? I would
think that high of a percentage is no good unless it's over
different cycles of the market. I was actually shooting for much
less seeing that the old adage of 80% of your winning comes from 20%
of your trades tends to be true.
--- In amibroker@xxxxxxxxxxxxxxx, "Herman van den Bergen"
<psytek@xxxx> wrote:
> from personal experience 60-70% winning trades seems attainable in
general
> systems, i.e. those that are profitable acrross a group of stocks.
Single
> stocks system can do better, perhaps 80-85% but I (actually me and
my
> partner) traded only one such system for about 6-8 months (1-2 day
trade
> durations). The company got reorganized and the system died.
Believe it or
> not: trading systems suffer fatal heart attacks!
>
> Of course the % winning trades is not proportional to % profit so
you should
> look at the whole picture.
>
> good luck,
> herman.
>
>
> -----Original Message-----
> From: YEA RIGHT [mailto:suedeuno@x...]
> Sent: Thursday, September 02, 2004 7:20 PM
> To: amibroker@xxxxxxxxxxxxxxx
> Subject: [amibroker] system % rule of thumb?
>
>
> What realistically tradeable winning % does everyone here shoot
for
> when developing and backtesting a system?
>
>
>
> Check AmiBroker web page at:
> http://www.amibroker.com/
>
> Check group FAQ at:
> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
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