[amibroker] Re: Ideas for Swing Trading?

["Fred" <ftonetti@xxxxxxxxxxxxx>]

The system will by its nature pick issues that have low intrabar 
volatility ...

--- In amibroker@xxxxxxxxxxxxxxx, "Ara Kaloustian" <ara1@xxx> wrote:
>
> 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@xxx>
> 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.
> >
> > To get support from AmiBroker please send an e-mail directly to
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> >
> > For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
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> >
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> >
> > Yahoo! Groups Links
> >
> >
> >
> >
>




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