RE: wild_card, Marc, tclark, etc.: Backtest request.
Hey guys!
While I have not posted much on this system in a while, I have been following the posts and tweaks. I figured once all the tweaks were in, I could program in the final rules and do a backtest using AmiBroker.
If someone could post the final rules (long, short, cash) that everyone agrees on and a small sample of trades (just 2005, for example), I will try and get a backtest done for the group. I have not heard back from fgonc in a few days. He is the only other person that I know of (on this group) that uses AmiBroker and could do the same backtest.
Thanks!