Sunday, February 18, 2007

Backtesting with Ameritrade's StrategyDesk

With the help from a friend, I have started to backtest with Ameritrade's StrategyDesk, and so far, I am stunned by what I saw from a few tests, basically, for one long strategy, I am looking at anywhere between 200 to 400% profit for 40 stocks on my list using the real day and intra-day data between 1/1/2005 and 2/16/2007. This is more than shocking, and I am going to devote more time in the next 2 weeks to test more strategies and stocks, and I will post some of the findings here. If you have used StrategyDesk or more sophisticated TraderStation, please share your comments here.

Personally, while I am totally amazed with the test results so far, I just cannot believe that one can make money such way, it is just toooooo damn easy to be real.

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  1. i just started using Ameritrade's backtesting strategies.. Did you even come up with a list of successful strategies in your research? if so, please share..

    G

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