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Good luck.
From:
amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of Ara Kaloustian
Sent: Monday, 6 February 2006 4:23
PM
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Swing
Trading - Strategy Performance
Where is the Elder's Inpulse located... can not find it on
the board...
----- 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 -----
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?
----- Original Message -----
Sent: Sunday, February
05, 2006 10:04 PM
Subject: Re: [amibroker]
Swing Trading - Strategy Performance
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.
----- 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:
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 ...
Please note that this group is for discussion between users only.
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