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[USER=57364]@Skate[/USER] I've just done a quick backtest of my EOD swing system. The backtest was done using the parameters below you requested.

Given you have requested a max of 20 open position I've assumed you're ok with each position being 5% of total portfolio value (cash and open positions). Given the size of the position I've applied a turnover filter to only take stocks with more than $2mill in turnover. Why $2 mill in turnover? Well it is because I personally wouldn't take a position if the turnover was less than $2 mill. This backtest uses the current trade fee schedule publicly offered by Bell Direct.

I haven't looked at these sim results closely as it's been a long day so not sure all is correct with the sims. I need to call it a day and get to my family now, but I'll take a closer look at my sims tomorrow and re-post new results if necessary. Until tomorrow--take care.

[ATTACH=full]107240[/ATTACH] [ATTACH=full]107241[/ATTACH] [ATTACH=full]107242[/ATTACH]

<blockquote data-quote="MovingAverage" data-source="post: 1087559" data-attributes="member: 33203">[USER=57364]@Skate[/USER] I&#039;ve just done a quick backtest of my EOD swing system. The backtest was done using the parameters below you requested.Given you have requested a max of 20 open position I&#039;ve assumed you&#039;re ok with each position being 5% of total portfolio value (cash and open positions). Given the size of the position I&#039;ve applied a turnover filter to only take stocks with more than $2mill in turnover. Why $2 mill in turnover? Well it is because I personally wouldn&#039;t take a position if the turnover was less than $2 mill. This backtest uses the current trade fee schedule publicly offered by Bell Direct.I haven&#039;t looked at these sim results closely as it&#039;s been a long day so not sure all is correct with the sims. I need to call it a day and get to my family now, but I&#039;ll take a closer look at my sims tomorrow and re-post new results if necessary. Until tomorrow--take care.[ATTACH=full]107240[/ATTACH] [ATTACH=full]107241[/ATTACH] [ATTACH=full]107242[/ATTACH]</blockquote>

[QUOTE="MovingAverage, post: 1087559, member: 33203"] [USER=57364]@Skate[/USER] I've just done a quick backtest of my EOD swing system. The backtest was done using the parameters below you requested. Given you have requested a max of 20 open position I've assumed you're ok with each position being 5% of total portfolio value (cash and open positions). Given the size of the position I've applied a turnover filter to only take stocks with more than $2mill in turnover. Why $2 mill in turnover? Well it is because I personally wouldn't take a position if the turnover was less than $2 mill. This backtest uses the current trade fee schedule publicly offered by Bell Direct. I haven't looked at these sim results closely as it's been a long day so not sure all is correct with the sims. I need to call it a day and get to my family now, but I'll take a closer look at my sims tomorrow and re-post new results if necessary. Until tomorrow--take care. [ATTACH=full]107240[/ATTACH] [ATTACH=full]107241[/ATTACH] [ATTACH=full]107242[/ATTACH] [/QUOTE]

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