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Might have to do with the starting capital.
nand
--- In amibroker@xxxxxxxxxxxxxxx, "areehoi" <hoierman@xxxx> wrote:
>
> Tomasz was gracious enough to provide the appropriate formula in
> "Trader's Tips" for article "Trading Moving Average Pullbacks" that
> appears in the current (April) issue of TASC (it is also posted in
> the members section of the AmiBroker web site). The system looks
for
> stocks in an uptrend that have not been below the 30-day SMA for at
> least 30 days, and have currently pulled back within 1.5% of the
> 30-day average. Tomasz added a few enhancements like; limits on
the #
> of simultaneous open positions and single position value plus fixed
> time-based stops so all trades are closed on the 5th day since
entry.
> He used the NASDAQ 100 stocks for the test over the period from
> 1/1/2000 to 12/31/2004. The systems generated a profit of + 118%
(17%
> compounded annual return) with a -8.7% maximum system drawdown. I
> have emulated his system (as I can best determine) but get different
> results. Instead of $11853.84 profit I get $7402.41 with a net
profit
> of 79% and a drawdown of -15.84%. I'm using the up-to-date NASDAQ
100
> list. I would be interested to know if anyone else tried this
system.
> And, if so what kind of results have you achieved? Obviously I
must
> be doing something different (or wrong) to generate this much of a
> difference. Thanks of you anticipated response.
>
> Dick H
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