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It seems like I have been going in circles for the last week or so.
Almost every trading system I have backtested loses money compared to
Buy and Hold if the stock has made money using the B&H. If the stock
loses money using B&H, I can generally beat it but never by much.
Amibroker has so many different ways of doing things, I know it's
something I'm doing, so I'm going to try to get everyone's opinion to
figure out what i'm doing wrong.
My goal is to beat or equal the amount I would have if I bought and
held it for the same period of time. I'm looking for consistency.
Do you trade long/short or both?
Do you set up your trades to execute at close/open/high/low/average?
Do you use delay? if so, what?
Would delay be set different for a trade executed at open rather than
close?
Do you normally use maximum loss and/or trailing stop's? if so, what
settings?
Do you check "Exit at Stop"?
How many days do you usually test? I currently use 365 days.
Do you test your system using QQQ and/or SPY or one/several stock(s)
of your choice?
Do you have a favorite indicator you use to scan stocks for possible
entry?
Do you use one indicator or a combination of several?
All help is greatly appreciated.
Nathan
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