Seven Full Trading Systems Revisited, With Completely New Data
More Amibroker Trading Systems here: http://www.asxmarketwatch.com/2012/06...
Thank you for watching! A few years ago I posted an article on seven Amibroker trading systems at my site, ASX Market Watch. At the time, it tested over 13 years of data with some pretty cool results. However, no Out of Sample (OOS) data was used, and no Monte Carlo testing either, meaning the future results would be hazy at best.
So, two years on, I've revisited the trading systems with two fresh years of Out of Sample data and Monte Carlo testing with a thousand random variations each, to see which trading systems held up, and which ones collapsed. Some of the results may surprise you!
Happy Trending - Dave McLachlan