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PureBytes Links
Trading Reference Links
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I agree with you 100%
I am working on a new project that I hope will have a trading system
library.
I don't envisage that people will give away their top systems But I
see no reason we can't accumulate our results for systems that are in
the 'public domain' already e.g MA crossovers, breakouts (turtles)
etc.
I anticipate that their will be discussion about how 'we' will
benchmark or standardise the tests.
THe metrics will probably be the inbuilt AB metrics and the method
will probably be walk forward or 1 IS/1 OS but time
period//instrument//data used//method etc might need to be
standardized.
It is a brand new project so it will be a while before it is actioned.
Note: I don't think the TradingSystemLibrary will be the first task
undertaken by the project - it will most likely be the second but
that depends on feedback from the project team.
brian_z
http://www.amibrokertradersproject.com
--- In amibroker@xxxxxxxxxxxxxxx, "jpbehrman" <JB@xxx> wrote:
>
>
> system test results formulas etc.
>
> Does anyone know if there is any kind of central repository of
Amibroker system results? It
> seems crazy to think that hundreds/thousands of people are busy
trying to produce usable
> trading systems and spending lots of time repeating what others
have already found to be
> not worthy of pursuit!
>
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