Great. What Ive done is implement a number of the "standard" trading techniques - MACD, RSI, trailing stoploss, etc. and evaluated the performance of these systems against each other if optimized - per share. Then I developed a number of additional strategies that's not part of the normal litterature. Shares are evaluated against each other using a set of metrics that include trading history and fundamentals (PE, Div, etc) to determine the set of tradable shares.
Before the crash I did not want to use the system because of fears of how it will perform during such a corrections. But now it is ready for a test-run.
Overall it does very well - but for specific shares the system does not perform all that well - AGL for example - I can manage only 10% pa consistently.
So was wonderring if your system does better. Im looking at ways of improving the system for the shares that it does not trade well.
The verbose responce mostly to give you background. Thanks.