Kreslik.com - traders community since 2006

amibroker pro

Hello fatdog1,

could you please post a screenshot?
i dont use trade station, but amibroker pro.

thank you.

Since People haved asked for the AmiBroker code, here it is. PositionSize = MarginDeposit = 1; MarketHours = TimeNum()>=094000 AND TimeNum()<=154000; MarketClose= TimeNum()>=154100 AND TimeNum()<=240000; perL0 = Optimize("fast long",40,15,90,5); perL...

Nice, nice,

how about this:

- ups & downs distribution compared to average
- volatility distribution compared to average
- distribution of break outs (new highs/lows)
- trend quality compared to average

etc., etc......

just some thoughts.

if i exclude trade entries after 14:30 i can improve the historic performance.

First trade entry 13:00
last trade entry 14:30
close position 15:45

performance improvement 100%

i start to like that model really much.

I forgot to mention, no stops were used. I will look further into stops, as I believe this will improve performance.

jhtumblin, please, dont misunderstand me. I wasted weeks to find wrong backtest settings. And i wondered why even the most classic approaches failed. Im dead mad at myself because i didnt keep the many good approaches i have to remodel now. And sure if its only more risk than gain after commission a...

NeoTicker System that work

For NeoTcker, but still intresting.
Includes performance analysis, but only with commission, not slippage.

Its a simple n-period new high/low system. Trigger is making a new High/Low and hold until significant reversals are evident. AmiBroker Script: // ######################### // Author Thomas Heyen // ER2 - 1min Chart Setup // ######################### MArkethours = TimeNum()>=133000 AND TimeNum()<=15...

It would be horrible to waste a good system because of wrong approaches.

A healthy system can be improved greately by using position scaling and money management.

Many stable systems are profitable with a winning ratio below 40%.