|
PureBytes Links
Trading Reference Links
|
Ara,
Yes, backtest is done with all profits re-invested. Max 6 positions.
Equity curve is pretty smooth, rarely falls below the (equity) 20 day
m/a
Jim
--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> Jim,
>
> That sounds very, very good.
>
> Are you using compounding (re-investing all profits) or investing a
fixed
> amount all the time ... and over what time frame?
>
> I do my backtesting on a fixed amount so I know what the current
P/L is,
> rather than the compounding over time.
>
> 13 winners from 15 trades is terrific. CONGRATS!
>
>
> Ara
>
> ----- Original Message -----
> From: "jim_trades_stocks" <jnk1997@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Sunday, February 05, 2006 2:34 PM
> Subject: [amibroker] Re: Swing Trading - Strategy Performance
>
>
> > Hello,
> >
> > I just put another one of my swing trading systems into action two
> > months ago.
> > Returns 100% per year per backtesting.
> > 60-80% (backtested) winners (depending on time frame)
> > 3:1 profit/loss
> >
> > So far 15 trades completed, 13 winners, 2 losers.
> >
> > Looking real good.
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Tim" <raven4ns@> wrote:
> > >
> > > Hi Ara,
> > > It would be interesting to hear of anyone who is using a system
> > for
> > > swing trading and happy with the performance. I am testing a
system
> > for
> > > swing trading but haven't got any meaningful data to report. If
and
> > > when I have made some positive progress I will be happy to let
you
> > know.
> > >
> > > Tim
> > >
> >
> >
> >
> >
> >
> >
> >
> > Please note that this group is for discussion between users only.
> >
> > To get support from AmiBroker please send an e-mail directly to
> > SUPPORT {at} amibroker.com
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
>
------------------------ Yahoo! Groups Sponsor --------------------~-->
Try Online Currency Trading with GFT. Free 50K Demo. Trade
24 Hours. Commission-Free.
http://us.click.yahoo.com/RvFikB/9M2KAA/U1CZAA/GHeqlB/TM
--------------------------------------------------------------------~->
Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For other support material please check also:
http://www.amibroker.com/support.html
Yahoo! Groups Links
<*> To visit your group on the web, go to:
http://groups.yahoo.com/group/amibroker/
<*> To unsubscribe from this group, send an email to:
amibroker-unsubscribe@xxxxxxxxxxxxxxx
<*> Your use of Yahoo! Groups is subject to:
http://docs.yahoo.com/info/terms/
|