Re: [amibroker] Re: Ideas for Swing Trading?

["Ton Sieverding" <ton.sieverding@xxxxxxxxxx>]

Thanks Torbjoern. Indeed quite impressive backtest. According to an old rule I should invest about 63 - 37/(3,42/1,77) or 44% in this system to get my optimum wealth growth -). About commissions and slippage. How much ? Based upon EOD prices ? And of course here is my list with the Belgian selection. Not precisely low volatility stocks but ...

 

ARIN.BR, OPTI.BR, REC.BR, RES.BR and ZENT.BR.

 

Would be nice if you can give us some background music about the system also ...

 

Regards, Ton.

 

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

From: Torbjörn Ohrt

To: amibroker@xxxxxxxxxxxxxxx

Sent: Monday, May 28, 2007 11:45 AM

Subject: [amibroker] Re: Ideas for Swing Trading?

Ton,

Attached is test result for SST. Trades are without position sizing, total
equity is invested for every trade. 100000 SEK starting equity, commission
99 SEK/Trade. The author recommends to risk maximum 5% of equity, initial
stop loss is fixed. He recommends trading only low volatility stocks. If you
send me a not too long list of Belgian ticker symbols (Yahoo EOD) perhaps I
can do a backtest....
T.O.
8

__._,_.___

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 NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/

For other support material please check also:
http://www.amibroker.com/support.html

SPONSORED LINKS

Investment management software	Investment property software	Investment software
Investment tracking software	Return on investment software

Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe

__,_._,___