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Re: [amibroker] Swing Trading - Strategy Performance



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Pierre / Anyone ...
 
Where is the Elder's Inpulse located... can not find it on the board...
 
Thanks
 
ara
----- Original Message -----
Sent: Sunday, February 05, 2006 8:32 PM
Subject: Re: [amibroker] Swing Trading - Strategy Performance

I'm working on SRD French market . Backtest gives about  500% during the whole past year 2005 but I only begin to trade with . Januar has given a really 9 %
 
----- Original Message -----
From: cstrader
Sent: Monday, February 06, 2006 7:06 AM
Subject: Re: [amibroker] Swing Trading - Strategy Performance

I have a system that has worked OK for the past year or so.  Nothing fantastic, but OK.  My strategy is to combine signals from several different systems.  I keep looking for new systems that seem to be working.  I watch them for a few months.  If they seem good I may add them to the composite.  Generally I am trading based on 3 signals -- I only take a trade when all 3 systems say buy or sell.  Otherwise, I stay out.  This is I think a good strategy beause
 
1.  it reduces the variability and thus the risk of the trades
2.  it seems to do almost as well as any of the single systems on their own
3.  it protects you when one of the systems goes south, which will eventually happen.
 
Thanks Pierre for the idea -- I am going to investigate the Elder Impulse system.  Is it working for you?
 
chuck
 
 
----- Original Message -----
Sent: Sunday, February 05, 2006 10:04 PM
Subject: Re: [amibroker] Swing Trading - Strategy Performance

hi,
 
I think that we have the same target in swing trading.
did you examine "Elder's Impulse" on the Site?
It is a good basis to study.
 
Best regards,
PIERRE
 

 
----- Original Message -----
To: AB-Main
Sent: Sunday, February 05, 2006 10:34 PM
Subject: [amibroker] Swing Trading - Strategy Performance

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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