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Okay. After set this along with
SetTradeDelays( 1, 1, 1, 1 ); //open & close trades delay
After 3-year, lost almost everything. maybe a few bucks left...
So forget it.
No holy-grail.
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> Please re-run your backtest with commission set to 0.5%
> and check if it still gives you same results.
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
> ----- Original Message -----
> From: "Claud Hou" <hclaud_98@xxxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Thursday, November 04, 2004 10:58 PM
> Subject: [amibroker] Re: Amazing backtest ==> Automatic/program
trading
>
>
> >
> >
> > Indeed it is too good. My wife says I am dreaming. But that's
what
> > backtest reports. It's not me. It's the program.
> >
> > As any trading system does, you always get a signal first.
> > So the program works like this (daily based):
> > 1) Detect a buy signal
> > 2) Buy at Open next day. (and/or cover)
> > .... hold till ...
> > 3) Detect a sell siganl
> > 4) Sell at open next day, immediately go short
> > 5) loops back to 1)
> >
> > simple as that.
> >
> > BTW, I don't like Porche GT. So don't worry about that.
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "dingo" <dingo@xxxx> wrote:
> >> have you heard what "they" say when something sounds too good
to be
> > true?
> >> Doesn't yours sound a little too good to be true?
> >>
> >> Suggest you click the "Check" button in the AA window. If that
says
> > you're
> >> ok then are you testing for high and low values using EOD data
in
> > your
> >> system for buying and selling?
> >>
> >> I'd advise you not to get too excited just yet and certainly
don't
> > go out
> >> and buy that Porche GT just yet.
> >>
> >> d
> >>
> >>
> >> _____
> >>
> >> From: Claud Hou [mailto:hclaud_98@x...]
> >> Sent: Thursday, November 04, 2004 4:41 PM
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Subject: [amibroker] Amazing backtest ==> Automatic/program
trading
> >>
> >>
> >>
> >> Last night I ran some backtests with some simple trading
systems.
> >> The results are amazing:
> >> For example,
> >> In 3 years from 11/03/2001 to 11/03/2004, with 10K initial
account
> >> value, you'll get 5.3M trading only YHOO. (long/short).
> >> The result will be even astonishing if you use margin and trade
> >> options.
> >>
> >> So come some questions:
> >> 1) How reliable are these backtest results?
> >> 2) How's the progress for AB's feature of automatic trading
with IB?
> >> 3) Better yet, is there a broker that accepts a trading system
from
> >> customer and does program trading?
> >>
> >> Basically, open an account with 10K and let the program run
every
> >> trading day, then forget it. Three year later, you check your
> > account
> >> finding out you are a multi-millionaire.
> >> How sweet is that? :-)
> >>
> >>
> >>
> >>
> >>
> >> Check AmiBroker web page at:
> >> http://www.amibroker.com/
> >>
> >> Check group FAQ at:
> >> http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> >>
> >>
> >>
> >> Yahoo! Groups Sponsor
> >>
> >>
> >
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> >
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> > //clk.
> >>
> >
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>
> >>
> >
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> >>
> >
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> >>
> >
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> >
> >>
> >>
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> >>
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> >>
> >>
> >>
> >
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> > M=281955.5530326.6602771.3001176/D=groups/S=
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> >>
> >>
> >> _____
> >>
> >> Yahoo! Groups Links
> >>
> >>
> >> * To visit your group on the web, go to:
> >> http://groups.yahoo.com/group/amibroker/
> >>
> >>
> >> * To unsubscribe from this group, send an email to:
> >> amibroker-unsubscribe@xxxxxxxxxxxxxxx
> >> <mailto:amibroker-unsubscribe@xxxxxxxxxxxxxxx?
subject=Unsubscribe>
> >>
> >>
> >> * Your use of Yahoo! Groups is subject to the Yahoo! Terms of
> > Service
> >> <http://docs.yahoo.com/info/terms/> .
> >>
> >>
> >>
> >>
> >> [Non-text portions of this message have been removed]
> >
> >
> >
> >
> >
> >
> > Check AmiBroker web page at:
> > http://www.amibroker.com/
> >
> > Check group FAQ at:
http://groups.yahoo.com/group/amibroker/files/groupfaq.html
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> >
> >
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<*> To visit your group on the web, go to:
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