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[amibroker] Re: repository for system test results



PureBytes Links

Trading Reference Links

Also, Tomasz already has AB supported facilties in place if you want 
to do something about it now

http://www.amibroker.org/userkb/category/trading-systems/

brian_z

--- In amibroker@xxxxxxxxxxxxxxx, "brian_z111" <brian_z111@xxx> wrote:
>
> 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@> 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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