Normal
Ok after beefing up on a bit more reading...... I have some more Q'sQ8) I realise that the number of stocks flagged to buy using TT is quite large. Do you have actual statistics on the number of flagged buy signals over the 8 year testing period? What is the average num buy signals per year and per month during that period? Is that easy to work out.....?Q9) You have mentioned that your stock universe is limited by the BT margin trading list (this is also the extent of fundamental analysis ). What universe of stocks do you use in your back testing? Is it all listed companies on the ASX? If its different from the universe you actually trade - have you noticed any differences in performance as a result?With reference to Q8, as a result of the large Num buy signals generated by TT, actual trades entered involves some form of discretion, whether that be random or eye balling charts for further T/A, So....Q10) Have you considered any other form of discretionary analysis (Fundamental or technical) on the output of TT to see if it may/may not increase the overall return? If yes, is that part of your proprietory method you use? Q11) Do you think overall performance can be improved by applying further analysis on the output of TT? Or do you think it will take away from the simplicity of the system?CheersTJ
Ok after beefing up on a bit more reading...... I have some more Q's
Q8) I realise that the number of stocks flagged to buy using TT is quite large. Do you have actual statistics on the number of flagged buy signals over the 8 year testing period? What is the average num buy signals per year and per month during that period? Is that easy to work out.....?
Q9) You have mentioned that your stock universe is limited by the BT margin trading list (this is also the extent of fundamental analysis ). What universe of stocks do you use in your back testing? Is it all listed companies on the ASX? If its different from the universe you actually trade - have you noticed any differences in performance as a result?
With reference to Q8, as a result of the large Num buy signals generated by TT, actual trades entered involves some form of discretion, whether that be random or eye balling charts for further T/A, So....
Q10) Have you considered any other form of discretionary analysis (Fundamental or technical) on the output of TT to see if it may/may not increase the overall return? If yes, is that part of your proprietory method you use?
Q11) Do you think overall performance can be improved by applying further analysis on the output of TT? Or do you think it will take away from the simplicity of the system?
Cheers
TJ
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