The trancendental use of Data in Optimizations

Jack,
how do you define ROI ?

scJohn,
I use the current N100 synthesis in the backtesting results.

 

TSOKAKIS,

What software do you use for backtesting? From your screenshots it looks like it has some nice features.

Thanks,
vorzo

 

Vorzo,
as you see in the first message of this thread, I use Amibroker from amibroker.com.
The result list includes more columns, I just gave some of them.

 

More than 10 N100 stocks have already given a %Net profit >10% for the last 10 bars. TMPW is a nice "platform" to trade the single level D-ratio indicator. The profitability for the whole N100 group touches 80%, since Feb14.

 

The "heat maps" can be done in Excel.

nitro

 

I'm sorry to have interrupted you.