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[amibroker] Re: AB and Neural Networks [was: The Transcendental use of Data in Optimizations]



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Cliff,

With reagrds to: The basic question is should a system be reactive or 
predictive.

Answer: Yes ...

The best systems I've ever written have both elements i.e. they are 
predictive and reactive.  The results of the system I posted a couple 
of weeks ago for trading NDX/QQQ has elements of both i.e. it gets 
signals based on momentum, which would be reactive or trend 
following, but it also gets signals based on OB/OS conditions which 
would be predictive i.e. the market is going to change direction.  

Fred


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