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AG,Do you mind posting your code for that system?I just tried a random entry system based on the sort of time and parameters you mention and always get negative returns when run over all stocks (or most stocks).I can get results similar to yours though over the current ASX200 or ASX300, but it seems to be very sensitive to trade price.Cheers,GP
AG,
Do you mind posting your code for that system?
I just tried a random entry system based on the sort of time and parameters you mention and always get negative returns when run over all stocks (or most stocks).
I can get results similar to yours though over the current ASX200 or ASX300, but it seems to be very sensitive to trade price.
Cheers,
GP
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