[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: Comments on Backtesting



PureBytes Links

Trading Reference Links

Dear Jim,
There is a misunderstanding here and I will repeat some things, to
make my question more clear:
In your # 3021 you wrote:
"I believe mechanical backtesting is "mostly" spurious and I don't 
think it is wise to rank AFL's by backtesting results."  
In your #3062 you suggest:
"You might find better Back Test results by using ..."
In my # 3050 I asked:
"If you know another way to be informed about this subject, except 
backtesting, please let me know."
It is obvious that I was not searching for another version of MACD
crossover. My question was,if you know another way, except 
backtesting,to decide about the efficiency of a trading system.

Since you believe mechanical backtesting spurious and you do not think
it is wise to rank AFLīs by backtesting results, show me, please, 
another way to rank AFLīs and show me, please, another, not spurious 
system.
If any, it will be appreciated.

Best Regards
Dimitris Tsokakis


--- In amibroker@xxxx, jvarn359@xxxx wrote:
You 
> might find better Back Test results by using a slow EMA for longs 
and 
> a faster EMA for shorts. You might try something like