Great thread! One question for you AHG followers: is volume bar chart critical for AHG? I only read the first several posts of the original...
I can understand the long of BRCM/SVNT/GW, but CLR? Could you explain a bit more of its setup? Thanks again for your great posts, keep it up...
I understand today's FSLR trade, but Long DRYS?
Thanks a lot for sharing your scan formula. Is the AVGC2 in your formula 2-day MA or should it be AVGC7? And my guess is the formula is for both...
could you please explain a bit more about the setup of drys short? btw, great posts!
2007 to date presents a good opp to system testing 'cuz it's been going through up and down cycles. If your system survived then it's tradable....
really?
holy @&% I cannot believe this. My system has an almost identical result. If you tell me how to generate that png file, I will post mine....
did you try it with es or anything else?
I actually thought about trading a similar short system. But the challenge is you never know if a stock is shortable. And, I've found it doesn't...
amibroker
agree that EOD sometimes are not reliable. In the past 6 months, I encountered at least twice. But it doesn't affect my system much, at least not...
agree about running multiple different systems. What's TFL? Do you design all 7 systems by yourself or got from somewhere? really amazing! I...
agree... the real DD in 2001 and 2002 could be a lot worse. On the other hand, acquisition will also makes a stock delisted and in the last 6...
Can you share some of your experience trading with real-money? and what criteria you look at of a mechanical system before starting trading? i...
return max DD 2001: 79%, 14% 2002: 65%, 11% 2003: 66%, 7.1% 2004: 73%, 4.7% 2005: 55%, 6.9% 2006: 55%, 5.5% 2007: 104%,...
is it because the system doesn't work anymore or, is it the person who executes the system doesn't follow the system strictly?
actually one of my biggest concern is my database which has about 8000 tickers, but I'd imagine quite some stocks were delisted after 2001 and...
slippage and commission have been taken into account already. It's a long only system. Each position takes 20% so there're at most 5 positions.
i will rerun the backtest with fixed amount later today. can you explain what "float" means?
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