The trancendental use of Data in Optimizations

[TSOKAKIS]

Jack,
how do you define ROI ?

scJohn,
I use the current N100 synthesis in the backtesting results.

 

[vorzo]

TSOKAKIS,

What software do you use for backtesting? From your screenshots it looks like it has some nice features.

Thanks,
vorzo

 

[TSOKAKIS]

Vorzo,
as you see in the first message of this thread, I use Amibroker from amibroker.com.
The result list includes more columns, I just gave some of them.

 

[TSOKAKIS]

More than 10 N100 stocks have already given a %Net profit >10% for the last 10 bars. TMPW is a nice "platform" to trade the single level D-ratio indicator. The profitability for the whole N100 group touches 80%, since Feb14.

 

[nitro]

Quote from vorzo:

TSOKAKIS,

What software do you use for backtesting? From your screenshots it looks like it has some nice features.

Thanks,
vorzo

The "heat maps" can be done in Excel.

nitro

 

[jack hershey]

I'm sorry to have interrupted you.