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[amibroker] Re: Ideas for Swing Trading?



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Dave, 

I don´t think copyright is violated by sharing backtest results with 
AB users? I have no intention to reveal any of my coding without 
permission from the author of the system. I won´t even discuss the 
nature of the system at all, sorry. But as you open my eyes to 
potential legal problems I will contact the author before sharing 
more results. Perhaps it´s better to follow your advise.

My involvement in this discussion originated from the suggestion from 
Dr Alex Chambers, on this forum to visit the SST site. He suggested a 
monthly return from the system, which exceeded my horizon. My 
backtesting so far is incomplete, as I have not used the position 
sizing suggested by the author, having still to read up on how this 
is coded in AFL.

Ton, you have to wait a bit for the results...

T.O.

--- In amibroker@xxxxxxxxxxxxxxx, "David Smith" <david.smith5@xxx> 
wrote:
>
> Torbjoern (& others), it sounds like a few of us have looked into 
that
> method.  Due to the copyright, perhaps we could discuss the afl 
coding on
> the SST forum which is for members only?  I have tried coding as 
well, but
> there is still a lot of discretion in deciding on stocks lists 
etc.  I would
> like to see a more definitive method before I would even consider 
trading &
> would be up for a discussion on the other forum.
>  
> Anyone interested?
>  
> Dave
>  
> 
> -----Original Message-----
> From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] 
On Behalf
> Of Torbjörn Ohrt
> Sent: Monday, 28 May 2007 7:46 PM
> To: amibroker@xxxxxxxxxxxxxxx
> 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
>




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