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Rank: Newbie
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Joined: 5/23/2010
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Location: USA
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I exported your signals to Excel and traded the S&P500 long/short since 1997. I'm getting about 3.3% CAR. Should this not be closer to 18% as the in Model Overview section?
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Rank: Admin
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Joined: 4/24/2009
Posts: 38
Points: -80
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All the model results were pulled from the report generated in AMIBroker's Back Testing reporting feature.
Please let us know how you calculated the results to get the number you mentioned. We will take another look at the AMIBroker results and run a manual check.
Thank you
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Rank: Newbie
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Would you be willing to post the afl with the signals? I'm using a older program that works with Fasttrack data. I do have Amibroker but I do not know how to enter manual signal dates. Thanks File Attachment(s):
 output.txt (9kb) downloaded 9 time(s).
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Rank: Admin
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steffen wrote:Would you be willing to post the afl with the signals? I'm using a older program that works with Fasttrack data. I do have Amibroker but I do not know how to enter manual signal dates. Thanks
Hi Steffen,
We are not planning on publishing the complete AFL for the timing model. We did post a 4% timing model on AMIBroker site. If you want that code we can upload it here.
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Rank: Newbie
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Yes that would be great if you could post that code. If it is similar to the timing model maybe I can figure out what I did wrong with the text file output I posted above.
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Rank: Admin
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Joined: 4/24/2009
Posts: 38
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Hi Steffen,
I attached the code. If you have any questions let us know.
File Attachment(s):
FourPercentModel.afl (2kb) downloaded 36 time(s).
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Rank: Newbie
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MTR should have fired a MARKET DOW\N signal today?? Week over Week is down 9+ %. What gives???
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