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T,
Your test results are quite good. Surprised that your trade drawdown is only
12.47%. Can not see the system dd, but usually that is lower.
Would be interesting to see results from a higher volatility list, such as
the NDX. The results should be better and if the DD is still reasonable then
you have a still better system
Ara
----- Original Message -----
From: "Torbjörn Ohrt" <to56@xxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Monday, May 28, 2007 2:45 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.
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> Yahoo! Groups Links
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>
>
>
Please note that this group is for discussion between users only.
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