Thanky I purchased one of Marwood's courses some time ago that included all the rules for a multitude of systems. I think it was one of those special $12 offers for Udemy, I know it didn't cost that much. Marwood uses Amibroker as well and he does have a lot of useful code etc on his site. I can remember having a look at some of the systems he provided in the course but thought they were far to simple for what i wanted to achieve. That was a mistake of course. One thing I've learnt about myself is that I like to develop complicated systems. I though we, or I, could take say his Mean Reversion system and do what I call a "sanity check" on it by doing a basic backtest over some ASX data and seeing what the results are. I'm happy to post the system code I use and the Amibroker test results if you like.
Let me know what you all think, i.e. would this be a worthwhile exercise or not? If so there are some important backtesting decisions that have to be made before go anywhere near coding a system to test.
Systems, page-19
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