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Since I have optimized my system between 1996-2006, I guess the
answer would be the same time period.
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> That doesn't answer my question ...
>
> In the development of the system what range of data ( time period )
> did you use ? The same time period ? An earlier one ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "intermilan04" <intermilan04@>
> wrote:
> >
> > The numbers are the result of backtesting my system with
> > NASDAQ and NYSE tickers (around 7000 tickers) between
> > 1996/1/1~2006/1/1.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@> wrote:
> > >
> > > Are the numbers you posted in sample or out of sample ?
> > >
> > > --- In amibroker@xxxxxxxxxxxxxxx, "intermilan04" <intermilan04@>
> > > wrote:
> > > >
> > > > I know it depends on what you want personally for risk/reward,
> but
> > > I'm
> > > > curious as to what other people's systems (developed in
> Amibroker)
> > > are
> > > > performing like. You don't have to share your code or the idea
> behind
> > > > your system (unless you want to), but I'm curious.
> > > >
> > > > Over the last 10 years, say, what is your annual profit %, max
> > > > drawdown, % winning trades, etc.?
> > > >
> > > > I have a long system that has returned around 110% since
> 1996. Its
> > > > winning % is 47%, and the system drawdown is 28%. It is a
> > > > reversal-based, swing-daytrade system.
> > > >
> > >
> >
>
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