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[amibroker] Swing Trading - Strategy Performance



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Would like to get a poll of sorts ... for expected swing trading performance. Maybe there is some information that can help everyone regardless of specific system used.
 
Primarily interested in the potential of a system, any pitfalls / difficulties in implementing it after simulation studies were completed...
 
What would make good statistical info:
 
1. Backtest performance
2. Real performance / Any special considerations in implementing
3. Money management - scaling in/out, stops, risk level...
4. Any issues and concerns
 
My intent / desire is NOT to delve into anyone's specific system as such, so if you feel it is appropriate to describe your system, please keep it at a high level.
 
I have toyed with several systems, including Relative strength, combination of standard indicators (MACD, Stochastics and CCI) with preliinary backtest results of 20% per year, +/- a little, but have not really traded based on any system as such, certainly not with any consistancy.... so no track record.
 
I have not succesfully integrated market environment in backtests yet. My next step.
 
My hope is that I can make about 5% to 10% per month using trades of 3 days to 2 weeks. I have been known to be too optimistic ... at times ...
 
Appreciate any feedback
 
Ara
 
 


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