Trading Strategies/Systems | Forum profile

Quote: Originally Posted by brty Harro, How about you run the tests on the stocks that were in the ASX300 in 2000 rather than those in the ASX300 now, to rid yourself of survivorship bias. It may also have a big impact on drawdowns. Another weakness in this type of testing is the ability to actually implement all the trades at those prices. For example, one of your biggest wins was on RIV, bought on 21/7/2006 for .92, sold 23/1/2007 for 1.95....

Quote: Originally Posted by captain black SetTradeDelays (Buy,Sell,Short,Cover);

SPI Monthly and 5-day pattern December 50% level resistance, and today was the first day that the SPI would be opening below the brown filter @ 4668 since the 4th December @ 4751 "today will be the first day since the 4th December that price will be opening below the brown filter, which should help push the market down R42 target @ 4615" A downward trend would have completed the move down into 4615 but then remained below...

Quote: Originally Posted by investorpaul Do the pattern of the candles actually make a difference? I was looking last night and as long as there is a clear bounce and failure to reach the 50% fib and then a continuation of the initial trend then you could still enter the position 1 pt lower or higher than the previous high/low. is the fractal pattern only needed to confirm that it is a sharper bounce and not just a slow move back up, which...

100% per year in experienced hands that is..........

I'll volunteer! If every ASF member can deposit $10 into my bank account I'll get the ball rolling

Good thread Alex. I thought that specific Steenbarger article you provide the link to the best I have seen for a while. But, so much of his stuff is excellent.

Quote: Originally Posted by Wysiwyg I have recently started experimenting with system backtesting. Backtests can be tricked up anyway one wishes. I can turn 10k into billions or I can crash it. Depends on what settings I use.

Quote: Originally Posted by ginar Probably need welding goggles to look at this all day ! is this many screens really necessary , probably not but doesnt it look impressive

Quote: Originally Posted by Harro26 For info, the maximum amount that I will commit to a trade is going to be a ratio of the average volume over a recent time period. I haven't worked out the details yet (I have read about it in a book but I can't remember which one) and my next step is to do this and see if I can write it into Amibroker to give more accurate backtesting.Harro