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My 2 cents (Canadian) worth. Backtesting is just one tool. Paper trading a
system (into the future) is another tool but requires more patience - which
is why a lot of traders don't make a habit of doing it.
THE CRAZY CANUCK
CARLTON McEACHERN
BOX 259, RR #1
ASTORVILLE, ONTARIO
P0H 1B0 CANADA
-----Original Message-----
From: DIMITRIS TSOKAKIS [mailto:TSOKAKIS@x...]
Sent: Thursday, July 12, 2001 4:23 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Comments on Backtesting
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 AFLæ„€ by backtesting results, show me, please,
another way to rank AFLæ„€ 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
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