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[amibroker] Re: A profitable strategy



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You could try using the option to run the backtest on individual 
symbols, rather than all symbols at once, over a sufficiently 
indicative time period. Then, sort the 
results to your liking and add the best ones to a new watchlist for 
use going forward.

Mike

--- In amibroker@xxxxxxxxxxxxxxx, "a_chaabo" <a_chaabo@xxx> wrote:
>
> I'm trying out a trading strategy that buys and sells when the 
price 
> moves around key moving averages. For example, buy when the price 
> closes above the SMA(20) *AND* the SMA(20) is visibly rising.
> 
> On symbols that move up and down a lot - eg: Daily GBPUSD - this 
> looks by eye to be very proifitable. The price has to go either up 
or 
> down from the SMA itself, and there are good swings above/below the 
> SMA(20).
> 
> My question is this: I'm trying to find the best performing symbols 
> from my database that move up and down regularly by a large amount. 
> 
> Does anyone have any ideas on how to write a scan / exploration for 
> this - and rank symbols that move up/down? I tried 52week high = 3x 
> 52 week low, but what I'm looking for is regular (or as regular as 
> possible) cycles up and down.
> 
> Thanks, alice
>



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