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gaomfen,
I don't see how your signals are disappearing unless you are using a
zigzag indicator (referencing future quotes) or Omnitrader software
(LOL, but I am serious).
On a swing trade system (4-20 day holds), per AB settings one usually
buys at open the next day after buy signal. I have, 75% of the time
been able to get better price by waiting until 10-10:30 New York
Time, thereby actually improving the system performance.
If you like, post your system and the AFL pro's here will tell you
why your signals disappear.
Jim
--- In amibroker@xxxxxxxxxxxxxxx, "gaomfen" <gaomfen@xxx> wrote:
>
> Huhhhhh, I do have a system delivering 158% CAGR, the problem seems
> the prices the system used for backtesting hardly exist in the
market.
>
> you get a series of signals now, but, disappear afterwards
probably,
> the trading activities are dynamic during the timeframe.
>
> unless you can manage your transaction exactly tie out to the
closing
> position of the timeframe, otherwise, how you would feel confident
> the accumulation of your decisions still provides you the profit
the
> backtest triggers? totally different picture......
>
>
>
>
> --- In amibroker@xxxxxxxxxxxxxxx, "jim_trades_stocks" <jnk1997@>
> wrote:
> >
> > 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
> > >
> >
>
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