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The numbers are the result of backtesting my system with
NASDAQ and NYSE tickers (around 7000 tickers) between
1996/1/1~2006/1/1.
--- In amibroker@xxxxxxxxxxxxxxx, "Fred" <ftonetti@xxx> wrote:
>
> Are the numbers you posted in sample or out of sample ?
>
> --- In amibroker@xxxxxxxxxxxxxxx, "intermilan04" <intermilan04@>
> wrote:
> >
> > I know it depends on what you want personally for risk/reward, but
> I'm
> > curious as to what other people's systems (developed in Amibroker)
> are
> > performing like. You don't have to share your code or the idea behind
> > your system (unless you want to), but I'm curious.
> >
> > Over the last 10 years, say, what is your annual profit %, max
> > drawdown, % winning trades, etc.?
> >
> > I have a long system that has returned around 110% since 1996. Its
> > winning % is 47%, and the system drawdown is 28%. It is a
> > reversal-based, swing-daytrade system.
> >
>
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