Hi Experts,
I am trying to find a good Amibroker system, where I don’t need to trade during the open time. I found the Karma System and when I use the Backtester, it gives me a CAR with 56,72 % (Compounded Annual Return %). The trades settings is Buy/Sell/Short/Cover price OPEN and Buy/Sell/Short/Cover DELAY 0.
In the end-of-the-day, when I check the system, it gives me a new buy or sell position, based on the candle of the day. But it is past; I cannot buy or sell at the same price, because it is past.
Because I will open and close the positions in the next day, I changed the settings to Buy/Sell/Short/Cover price AVERAGE and Buy/Sell/Short/Cover DELAY 1. When I run a new Backtest, the CAR is just 2,66%.
After that, I tested approximately 50 different system with 1 day delay and the biggest CAR was 12,4%!! It is a very low return.
Is that correct? If I want to use a system that gives me an entry signal for the next day, I will have only 12% of Annual Return? I am very demotivated.
Here some Screenshots
Has someone a better experience or another system with a better Return?
Thanks!
Jacare
I am trying to find a good Amibroker system, where I don’t need to trade during the open time. I found the Karma System and when I use the Backtester, it gives me a CAR with 56,72 % (Compounded Annual Return %). The trades settings is Buy/Sell/Short/Cover price OPEN and Buy/Sell/Short/Cover DELAY 0.
In the end-of-the-day, when I check the system, it gives me a new buy or sell position, based on the candle of the day. But it is past; I cannot buy or sell at the same price, because it is past.
Because I will open and close the positions in the next day, I changed the settings to Buy/Sell/Short/Cover price AVERAGE and Buy/Sell/Short/Cover DELAY 1. When I run a new Backtest, the CAR is just 2,66%.
After that, I tested approximately 50 different system with 1 day delay and the biggest CAR was 12,4%!! It is a very low return.
Is that correct? If I want to use a system that gives me an entry signal for the next day, I will have only 12% of Annual Return? I am very demotivated.
Here some Screenshots
Has someone a better experience or another system with a better Return?
Thanks!
Jacare
