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another profitable trading system
here is a backtesk test with Amibroker 5.50, market S&P, period 2010 - 2014.
backtest at least must meet these conditions :
Max. system % drawdown - bad: dd worse than -30%, neutral: dd between
-30 and -10%, good - -10% to 0%
CAR/MaxDD, RAR/MaxDD - bad < 1, neutral between 1 and 2, good > 2
open long position eod nov 24
So where is the .afl? Just for educational purposes.
data source EOD yahoofinance 2010 - 2014
Amibroker 5.50
initial equity 1 million
maxopenposition 20
positionsize 10
no position score
no optimize
no future code
setting trade
buy at open
sell at open
stop 10%
