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@xxxxxxxxxps.com,
"David Smith" <david.smith5@...>
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@xxxxxxxxxps.com
[mailto:amibroker@xxxxxxxxxps.com]
On Behalf
> Of Torbjörn Ohrt
> Sent: Monday, 28 May 2007 7:46
PM
> To: amibroker@xxxxxxxxxps.com
>
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
>