Recent content by 2Finn5

you can tell Amibroker to sell any stocks before they delist in your backtests https://norgatedata.com/amibroker-faq.php#exitpriortodelisting

You post some very interesting and thought-provoking graphs and ideas @Skate, and now I have to go look at my current systems now with the suspicion that they could be much improved :)

WTT is doing ok. That is on SelfWealth, performance after brokerage.

Nope. 5.70.2 was released 22 Jan 2014 - 5.70.0 was released in December 2013 https://www.amibroker.com/devlog/2014/01/

I had not seen this thread, sorry I'm late to the party. I quite like MVF. I bought in at 1.84 I suppose it might be on the way down now.

I've been increasing total system equity with deposits to try to reduce commission drag - started trading the system with 25k in April 14, and have added another 19k of which about 14k was in Feb/Mar of this year. I worked out that I could increase position size by a factor of 8 and pay the...

Trading started 15 Apr 14 and returns to the end of 2014 were -13%. 01 Jan 15 to 01 Jan 16 return was +17.2% 01 Jan 16 to yesterday return was +23.5%

WTT is a weekly system, buying on open on the first trading day of the new week if a 20 week high is made on the previous week's close. Add an index filter which stops entries during downtrends. Stops are set to risk no more than 2% of total equity to start with and tightened if the index...

I've been trading WTT for over two years now. Well, it's my code based on the ebook, with one intentional difference and a universe of ASX stocks I spent some time coming up with. Performance since the start of the year (including brokerage but not including dividends):

DMS as per the ebook since 1995. On a compounded basis. Both charts based off ASX20, historical consituency included, historical yield based on historical uncorrected price and actual distributions.

I used this example code to do something similar: http://www.amibroker.com/kb/2006/03/06/re-balancing-open-positions/ You'll need to store the ATR change since trade entry array as a static variable to access the data in the backtester.