Jack, how do you define ROI ? scJohn, I use the current N100 synthesis in the backtesting results.
Here is the distribution graph.
Here is the top10 of N100 stocks for the transcendental data method. The AFL code was NUM=Optimize("NUM",15,0,9,1); N=...
How about the smart money ? From the Market Profile we see that buyers acted better : the higher % of money spent were in the area [10,20]. On...
Let us use another example for the popular Stochastic trading system. To smooth the oscillator and avoid undesirable whipsaws, we will study...
Here is the additional Fig. 3 and Fig. 4
We may improve optimization results, if we improve our "logic" . There is a usual procedure in optimizations: When we optimize, MSFT for...
Two more ref at http://groups.yahoo.com/group/amibroker/message/32689 http://groups.yahoo.com/group/amibroker/message/32729 try a Market...
I began with 4 definitions Dv : The total volume per price step for a trading period Dvc : The total Volume*Close per price step for a trading...
Separate names with a comma.