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My experience is that a given TA system is VERY dependent on the
universe of stocks that you test it on. In other words, my experience
has been identical to yours.
I have a TA system that is either long or in cash. I then apply it to
the Valueline 100 - a list of stocks with strong fundamentals. (My
local library subscribes to the Valueline Investment Survey - so I can
get the list for free).
Using this technique of pre-selecting a universe of stocks improves my
returns by about a factor of 3X over just running it on some random
list like the NASDAQ 100, SP500 or AmiBroker 8000.
Cheers,
Reef-Break
--- In amibroker@xxxxxxxxxxxxxxx, eric paradis
<thechemistrybetweenus@xxxx> wrote:
>
> I have a problem with backtesting on .TO stocks. Is it
> possible that yahoo doesnt adequately support the
> data,and that I may not get good result on this data
> set?
>
> The results on the complete database of US stocks is
> fine, but when I test on FTSE or .TO using yahoo data
> the results fall apart
>
> Thanks,
>
> Eric
>
>
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