----- Original Message -----
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