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



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Trading Reference Links

Hi, T.O.

 

The backtest report is promising. A few questions to ask…

 

Is it using EOD data to generate signals? Can AFL handle all the trading rules? Is it mechanical?

 

Clement

 

 

From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf Of t_ohrt
Sent: Tuesday, May 29, 2007 12:13 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Ideas for Swing Trading?

 

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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