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To reduce the number of candidates you need to make your conditions more
stringent ... and hopefully it will also improve your % wins.
----- Original Message -----
From: "polomorabe" <paul.moore@xxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, August 04, 2007 8:58 AM
Subject: [amibroker] Trading system development question
> Hello,
>
> I've been following the postings on this forum since I first began
> using AB about two years ago, and thanks to the knowledge and sharing
> mentality of the posters here, my knowledge of AFL has increased
> greatly. I now have a question about trading system development.
>
> I've been getting experience with using the backtester, and I've
> identified some promising trading systems, one with a CAR of over
> 100%! During the backtest, I have limited the number of positions in
> the portfolio to 7, to reduce overtrading. However, when I take the
> same system from backtesting, and use it as an exploration, I get a
> huge number (>200) of trading candidates at the start of each trading
> day.
>
> My question is: without asking for details of specific trading
> systems, how do other users of AB reduce the number of stock
> candidates during the Exploration? During backtesting, I've found that
> when I try to constrain the backtester to attempt to reduce the number
> of candidates, it reduces the number of backtested trades but also the
> percentage of winning trades.
>
> Maybe this is wishful thinking, but for me a winning system is one
> that has a winning trades percentage > 50%, with a max system drawdown
>> 15%, and generating about 10 stock candidates per day.
>
> I'd be interested to hear of other's experiences and views.
>
> Many thanks,
> Paul
>
>
>
> Please note that this group is for discussion between users only.
>
> To get support from AmiBroker please send an e-mail directly to
> SUPPORT {at} amibroker.com
>
> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
> http://www.amibroker.com/devlog/
>
> For other support material please check also:
> http://www.amibroker.com/support.html
>
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Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
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